Bayesian robust estimation of systematic risk using product partition models
Fernando A. Quintana, Pilar L. Iglesias and Manuel Galea-Rojas
| Year of publication: |
2005
|
|---|---|
| Authors: | Quintana, Fernando A. ; Iglesias, Pilar L. ; Galea-Rojas, Manuel |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 5, p. 313-320
|
| Subject: | Bayes-Statistik | Bayesian inference | Risiko | Risk | Schätzung | Estimation | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003118561