Kohn, Robert; Ouysse, Rachida - School of Economics, UNSW Business School - 2007
necessarily reflect those of the
School of Economic at UNSW.
Bayesian Variable Selection of Risk factors in the
APT Model …
Robert Kohn and Rachida Ouysse
School of Economics Discussion Paper: 2007/32
Bayesian Variable Selection of Risk … are very small.
JEL Classiflcation: C1, C22, C52
Keywords: Variable selection, Posterior density, Bayes factors, MCMC, APT …