Bayesian analysis of the factor model with finance applications

DOI10.1080/14697680601009838zbMath1142.62326OpenAlexW2028943401MaRDI QIDQ5309007

Sik-Yum Lee, Wai-Yin Poon, Xin-Yuan Song

Publication date: 9 October 2007

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

Full work available at URL: https://doi.org/10.1080/14697680601009838

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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