An unobserved component model of asset pricing across financial markets
Adrian M. Cowan, Frederick L. Joutz
| Year of publication: |
2006
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|---|---|
| Authors: | Cowan, Adrian M. ; Joutz, Frederick L. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 1, p. 86-107
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| Subject: | CAPM | Finanzmarkt | Financial market | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003286083