Assessing systematic risk in the S\&P500 index between 2000 and 2011: a Bayesian nonparametric approach (Q2404424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing systematic risk in the S\&P500 index between 2000 and 2011: a Bayesian nonparametric approach |
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Assessing systematic risk in the S\&P500 index between 2000 and 2011: a Bayesian nonparametric approach (English)
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18 September 2017
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Dirichlet process mixture modeling
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nonhomogeneous Poisson process
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nonparametric Bayes
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systematic risk
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