Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance

DOI10.1080/14697680903369500zbMath1278.91190OpenAlexW2075157677MaRDI QIDQ2873020

Xindan Li, Bin Lu, Xin-Yuan Song

Publication date: 17 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903369500

zbMATH Keywords

Bayesian statisticscredit riskfinancial marketsbehavioral finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Bayesian inference (62F15)

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Uses Software

• LISREL
• EQS

Cites Work

• Bayesian estimation and testing of structural equation models
• Nonlinear dynamical structural equation models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Bayesian Measures of Model Complexity and Fit
• Applied Bayesian Modelling
• Bayesian analysis of the factor model with finance applications
• Structural Equation Modeling

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