Copula Bayesian approach to evaluating the dynamic effect of the system risk at industry level (Q2991147)
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scientific article; zbMATH DE number 6613463
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| English | Copula Bayesian approach to evaluating the dynamic effect of the system risk at industry level |
scientific article; zbMATH DE number 6613463 |
Statements
10 August 2016
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CAPM
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investment horizon
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system risk value
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Bayesian estimation
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0.7385937571525574
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0.7251836061477661
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0.7249800562858582
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0.7177080512046814
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0.7021222710609436
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