Parameter estimation methods of required rate of return on stock
Year of publication: |
2023
|
---|---|
Authors: | Gankhuu, Battulga |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 26.2023, 8, Art.-No. 2450005, p. 1-37
|
Subject: | Bayesian estimator | Kalman filtering | ML estimator | regime-switching | Stochastic DDM | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income |
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