An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails (Q5267861)
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scientific article; zbMATH DE number 6730383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails |
scientific article; zbMATH DE number 6730383 |
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An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails (English)
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13 June 2017
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modified multivariate \(t\)-distribution
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scale mixtures of normal (SMN)
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Markov chain Monte Carlo (MCMC)
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capital asset pricing model (CAPM)
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