Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance

DOI10.1080/14697680903369500MaRDI QIDQ2873020zbMATH OpenOpenAlexFDO

Authors Bin Lu, Xindan Li, Xin-Yuan Song

Publication date 17 January 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697680903369500

zbMATH Keywords

Bayesian statisticsbehavioral financecredit riskfinancial markets

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

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Cites work

• Applied Bayesian Modelling
• Bayesian analysis of the factor model with finance applications
• Bayesian estimation and testing of structural equation models
• Bayesian Measures of Model Complexity and Fit
• Nonlinear dynamical structural equation models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Structural Equation Modeling

Cited in

(6)

• Mixture additive hazards cure model with latent variables: application to corporate default data
• An exploratory statistical analysis of financial measures
• Using a latent variable model with non-constant factor loadings to examine PM_2.5 constituents related to secondary inorganic aerosols
• Application of structural equation modeling in behavioral finance: a study on the disposition effect
• Using path analysis to integrate accounting and non-financial information: the case for revenue drivers of Internet stocks
• A Bayesian analysis on time series structural equation models

Describes a project that uses

Uses Software

• EQS
• LISREL

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