Using Bayesian variable selection methods to choose style factors in global stock return models
| Year of publication: |
2002
|
|---|---|
| Authors: | Hall, Anthony D. ; Hwang, Soosung ; Satchell, Stephen E. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 12, p. 2301-2325
|
| Publisher: |
Elsevier |