Bayesian model selection via filtering for a class of micro-movement models of asset price
Michael A. Kouritzin; Yong Zeng
| Year of publication: |
2005
|
|---|---|
| Authors: | Kouritzin, Michael A. ; Zeng, Yong |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 1, p. 97-121
|
| Subject: | CAPM | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002625269