Bayesian asset pricing testing under multivariate t-distribution
Heng Zhang, Nianling Wang, Yong Li and Yiwei Zhan
| Year of publication: |
2019
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|---|---|
| Authors: | Zhang, Heng ; Wang, Nianling ; Li, Yong ; Zhan, Yiwei |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 11, p. 898-901
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1512740 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204429