The Bayesian method in estimating Polish and German industry betas : a comparative nalysis of the risk between the main economic sectors from 2001-2020
Year of publication: |
2022
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Authors: | Feder-Sempach, Ewa ; Szczepocki, Piotr |
Published in: |
Comparative economic research : Central and Eastern Europe. - Łódź : Wydawnictwo Uniwersytetu Łódzkiego, ISSN 2082-6737, ZDB-ID 2636451-7. - Vol. 25.2022, 2, p. 45-60
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Subject: | industry beta | CAPM | Markov Chain Monte Carlo | Polish Stock Market | German Stock Market | Polen | Poland | Deutschland | Germany | Aktienmarkt | Stock market | Betafaktor | Beta risk | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenkurs | Share price | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.18778/1508-2008.25.12 [DOI] hdl:10419/289700 [Handle] |
Classification: | C11 - Bayesian Analysis ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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