Model scan of factors in U.K. stock returns
Year of publication: |
2024
|
---|---|
Authors: | Fletcher, Jonathan ; Marshall, Andrew P. ; O’Connell, Michael |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 13, p. 1548-1561
|
Subject: | Bayesian analysis | factor models | model scan | U.K. stock returns | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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