Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Year of publication: |
2012
|
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Authors: | Guidolin, Massimo |
Other Persons: | Ravazzolo, Francesco (contributor) ; Tortora, Andrea Donato (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | USA | United States | Finanzmarkt | Financial market | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (51 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1980190 [DOI] |
Classification: | G11 - Portfolio Choice ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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