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A Bayesian Approach to Estimate the Time Varying Security Beta

By University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

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Book Id: WPLBN0003264701
Format Type: PDF eBook :
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Reproduction Date: 2011

Title: A Bayesian Approach to Estimate the Time Varying Security Beta  
Author: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Volume: Volume: BEBR No. 501
Language: English
Subject: Bayesian statistical decision theory, Capital assets pricing model
Collections: American Libraries Collection
Historic
Publication Date:
1978
Publisher: Urbana, Ill.: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign

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APA MLA Chicago

Illinois At Urbana-Champaign. College Of Commerce And Business Administratio, U. O. (1978). A Bayesian Approach to Estimate the Time Varying Security Beta. Retrieved from http://www.worldlibrary.net.cn/


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Description: Title page includes summary of the paper

Excerpt
Digitized by University of Illinois Urbana-Champaign

 
 



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