Bayesian analysis of stochastic betas
Year of publication: |
2005
|
---|---|
Authors: | Jostova, Gergana ; Philipov, Alexander |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 40.2005, 4, p. 747-778
|
Subject: | Betafaktor | Beta risk | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | CAPM | Schätzung | Estimation | USA | United States |
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