"Bayesian variable selection and model averaging in the arbitrage pricing ..."

Rachida Ouysse, Robert Kohn (2010)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2009.09.034

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/OuysseK10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/OuysseK10
Rachida Ouysse, Robert Kohn:
Bayesian variable selection and model averaging in the arbitrage pricing theory model. Comput. Stat. Data Anal. 54(12): 3249-3268 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.