Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds (Q4620126)
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scientific article; zbMATH DE number 7015424
Language | Label | Description | Also known as |
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English | Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds |
scientific article; zbMATH DE number 7015424 |
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Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds (English)
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8 February 2019
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Bayesian inference
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weighted likelihood
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MCMC
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herding behaviour
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Fama and French three-factor model
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style exposures
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equity mutual funds
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