Biased Bayesian learning with an application to the risk-free rate puzzle
Alexander Ludwig; Alexander Zimper
| Year of publication: |
2014
|
|---|---|
| Authors: | Ludwig, Alexander ; Zimper, Alexander |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 39.2014, p. 79-97
|
| Subject: | Ambiguity | Non-additive probability measures | Bayesian learning | Truncated normal distribution | Risk-free rate puzzle | Theorie | Theory | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoprämie | Risk premium |
| 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/10010388795