Bayesian Estimation of a Dynamic Asset Pricing Model with Long-Run Risk
Year of publication: |
2011
|
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Authors: | Rooj, Debasis |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Risiko | Risk |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1913506 [DOI] |
Classification: | C11 - Bayesian Analysis ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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