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Bayesian analysis of stochastic betas
Jostova, Gergana; Philipov, Alexander - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
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Firm default prediction : a Bayesian model-averaging approach
Traczynski, Jeffrey - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1211-1245
Persistent link: https://www.econbiz.de/10011743938
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Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions
Nardari, Frederico; Scruggs, John T. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 857-891
Persistent link: https://www.econbiz.de/10003586788
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The dynamics of credit spreads and ratings migrations
Farnsworth, Heber; Li, Tao - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 595-620
Persistent link: https://www.econbiz.de/10003527787
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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
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Confidence in the familiar : an international perspective
Li, Kai - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 47-68
Persistent link: https://www.econbiz.de/10001988551
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Crash risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
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Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
Geraci, Marco Valerio; Gnabo, Jean-Yves - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1371-1390
Persistent link: https://www.econbiz.de/10011930417
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Information characteristics and errors in expectations : experimental evidence
Antoniou, Constantinos; Harrison, Glenn W.; Igel Lau, Morten - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 737-750
Persistent link: https://www.econbiz.de/10011742060