Which factors are risk factors in asset pricing? : a model scan framework

Siddhartha Chib, Xiaming Zeng

Year of publication:	2020
Authors:	Chib, Siddhartha ; Zeng, Xiaming
Subject:	Bayes inference \| Marginal likelihood \| MCMC sampling \| Metropolis-Hastings \| Pricing kernel \| Stochastic discount factor \| CAPM \| Theorie \| Theory \| Stichprobenerhebung \| Sampling \| Diskontierung \| Discounting \| Faktorenanalyse \| Factor analysis \| Stochastischer Prozess \| Stochastic process \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Markov-Kette \| Markov chain \| Risikoprämie \| Risk premium \| Bayes-Statistik \| Bayesian inference

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