A Bayesian Approach to Estimate the Time Varying Security Beta

By University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Book Id: WPLBN0003264701
Format Type: PDF eBook:
File Size: 1.36 MB
Reproduction Date: 2011

Title:	A Bayesian Approach to Estimate the Time Varying Security Beta
Author:	University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Volume:	Volume: BEBR No. 501
Language:	English
Subject:	Bayesian statistical decision theory, Capital assets pricing model
Collections:	American Libraries Collection
Historic Publication Date:	1978
Publisher:	Urbana, Ill.: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign


Citation APA MLA Chicago Of Illinois At Urbana-Champaign. College Of Commerce And Business Administratio, B. U. (1978). A Bayesian Approach to Estimate the Time Varying Security Beta. Retrieved from http://www.self.gutenberg.org/

Description
Description: Title page includes summary of the paper

Excerpt
Digitized by University of Illinois Urbana-Champaign