Bayesian variable selection and model averaging in the arbitrage pricing theory model
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Publication:2445778
DOI10.1016/j.csda.2009.09.034zbMath1284.91594MaRDI QIDQ2445778
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.034
91G70: Statistical methods; risk measures
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