Bayesian asset pricing testing under multivariate t-distribution
Year of publication: |
2019
|
---|---|
Authors: | Zhang, Heng ; Wang, Nianling ; Li, Yong ; Zhan, Yiwei |
Subject: | asset pricing testing | Bayesian approach | Markov Chain Monte Carlo | multivariate t | Wald test | CAPM | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory |
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