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Bayes-Statistik 1 Bayesian approach 1 Bayesian inference 1 CAPM 1 Capital income 1 Estimation theory 1 Kapitaleinkommen 1 Markov Chain Monte Carlo 1 Markov chain 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Analyse 1 Multivariate analysis 1 Schätztheorie 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Wald test 1 asset pricing testing 1 multivariate t 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Yong 1 Wang, Nianling 1 Zhan, Yiwei 1 Zhang, Heng 1
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Applied economics letters 1
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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
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