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Bayesian analysis of the consumption CAPM - MaRDI portal

Bayesian analysis of the consumption CAPM

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Publication:3573009

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DOI10.1016/S0731-9053(08)23020-3zbMath1189.91221MaRDI QIDQ3573009

Efthymios G. Tsionas, Veni Arakelian

Publication date: 30 June 2010

Published in: Bayesian Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

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