Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds (Q4620126)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds |
scientific article; zbMATH DE number 7015424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds |
scientific article; zbMATH DE number 7015424 |
Statements
Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds (English)
0 references
8 February 2019
0 references
Bayesian inference
0 references
weighted likelihood
0 references
MCMC
0 references
herding behaviour
0 references
Fama and French three-factor model
0 references
style exposures
0 references
equity mutual funds
0 references
0.7015268802642822
0 references
0.700903594493866
0 references
0.6833762526512146
0 references
0.6755056977272034
0 references
