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Search: subject:"Style regression"
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Regression analysis
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bayesian highest posterior density interval
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Stone, Douglas
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Department of Economics, University of California-San Diego (UCSD)
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1
Testing for structural breaks in return-based
style
regression
models
Kim, Yunmi
;
Stone, Douglas
;
Kim, Tae-hwan
- In:
Financial markets and portfolio management
35
(
2021
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
Saved in:
2
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights
Kim, Tae-Hwan
;
White, Halbert
;
Stone, Douglas
-
Department of Economics, University of California-San …
-
2000
Sharpe
style
regression
has become a widespread analytic tool in the financial community. The
style
regression
allows …
Persistent link: https://www.econbiz.de/10010536369
Saved in:
3
Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan
;
White, Halbert
;
Stone, Douglas
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 315-343
Persistent link: https://www.econbiz.de/10002989025
Saved in:
4
Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan
;
Stone, Douglas
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001541193
Saved in:
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