Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework

DOI10.1080/07350015.2019.1573684zbMATH Open1547.62677MaRDI QIDQ6626354

[[Person:6626353|Author name not available (Why is that?)]], Siddhartha Chib

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Markov chains for exploring posterior distributions. (With discussion)
• Analysis of Multifactor Affine Yield Curve Models
• Bayesian Estimation and Comparison of Moment Condition Models
• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities
• Marginal Likelihood From the Metropolis–Hastings Output
• Common risk factors in the returns on stocks and bonds

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