The likelihood of various stock market return distributions. II: Empirical results

DOI10.1007/BF00056154zbMath0876.90018MaRDI QIDQ1360232

Harry M. Markowitz

Publication date: 1 December 1997

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

zbMATH Keywords

inferencestock market returnsdiffuse priorBayesian shiftsremote clients

Mathematics Subject Classification ID

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Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating the dimension of a model
• The likelihood of various stock market return distributions. I: Principles of inference
• The Future of Data Analysis
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• Systems of Frequency Curves
• A new look at the statistical model identification
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