Bayesian and mixed estimators of time varying bates
Year of publication: |
1982
|
---|---|
Authors: | Chen, Son-Nan ; Lee, Cheng F. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 34.1982, 4, p. 291-301
|
Subject: | Kapitalanlage Portefeuilleplanung | Kapitalzins | Statistik Zeitreihe |
-
On the mathematics and economics assumptions of continuous-time models
Merton, Robert C., (1982)
-
A discrete-time synthesis of financial theory
Rubinstein, Mark, (1981)
-
Capital asset pricing compatible with observed market value weights
Best, Michal J., (1985)
- More ...
-
Chen, Son-Nan, (1986)
-
Chen, Son-Nan, (1981)
-
Bayesian and mixed estimators of time varying betas
Chen, Son-Nan, (1982)
- More ...