Empirical Bayes estimation of securities price parameters
Leonard C. MacLean; Michael E. Foster; William T. Ziemba
| Year of publication: |
2002
|
|---|---|
| Authors: | MacLean, Leonard C. ; Foster, Michael E. ; Ziemba, William T. |
| Published in: |
Financial engineering, E-commerce and supply chain. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISBN 1-4020-0640-3. - 2002, p. 47-57
|
| Subject: | Börsenkurs | Share price | CAPM | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001746962