Showing 1 - 10 of 23,064
Persistent link: https://www.econbiz.de/10009693857
parameters in real time. An important feature of our Bayesian method is that we are able to deal with parameter uncertainty and … at the same time, to learn about the states and the parameters sequentially, allowing for real time model analysis. This …
Persistent link: https://www.econbiz.de/10011781855
Persistent link: https://www.econbiz.de/10010441205
Persistent link: https://www.econbiz.de/10011704451
Persistent link: https://www.econbiz.de/10001783632
Persistent link: https://www.econbiz.de/10003982793
Persistent link: https://www.econbiz.de/10009412402
Persistent link: https://www.econbiz.de/10003514292
Persistent link: https://www.econbiz.de/10003780467
The examination of the day-of-the-week effect has been a subject of financial research for over five decades. However, findings regarding different returns on specific weekdays have remained inconclusive. We aim to address this inconsistency by extending existing theories through the...
Persistent link: https://www.econbiz.de/10014354006