A Bayesian Quantile Time Series Model for Asset Returns
Year of publication: |
2019
|
---|---|
Authors: | Griffin, Jim E. |
Other Persons: | Mitrodima, Gelly (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 6, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3050989 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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