Bayesian outlier detection in Capital Asset Pricing Model

DOI10.1177/1471082X0901000402MaRDI QIDQ4970590

Claudia Tarantola, Maria Elena De Giuli, Mario Alessandro Maggi

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.1631

zbMATH Keywords

Markov chain Monte Carlooutlier identificationcapital asset pricing modelscore functionconstrained optimization algorithmparametric product partition models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Forecasting container throughput of Qingdao Port with a hybrid model

Uses Software

• CODA
• BMA

Cites Work

• Unnamed Item
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