A survey of sampling-based Bayesian analysis of financial data
Year of publication: |
2002
|
---|---|
Authors: | Sfiridis, James ; Gelfand, Alan |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 9.2002, 4, p. 273-291
|
Publisher: |
Taylor & Francis Journals |
Subject: | Event Studies | Inference | Bayesian | Markov Chain Monte Carlo | Gibbs Sampler |
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