Factor investing: a Bayesian hierarchical approach (Q2155315): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+W3215745167
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+Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
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+Common risk factors in the returns on stocks and bonds
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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@@ links / mardi / name / links / mardi / name @@
+Publication:2155315