A Bayesian approach to estimate the time varying security beta / BEBR No. 501

Lee, Cheng F.; Chen, Son-Nan

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https://hdl.handle.net/2142/27192 Copy

Description

Title

A Bayesian approach to estimate the time varying security beta / BEBR No. 501

Author(s)

• Lee, Cheng F.
• Chen, Son-Nan

Contributor(s)

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

Issue Date

Aug 8 1978

Keyword(s)

• Bayesian statistical decision theory.
• Capital assets pricing model.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers ; no. 501

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27192

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:bayesianapproach501leec
• http://www.archive.org/details/bayesianapproach501leec

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright Aug 8 1978 Board of Trustees University of Illinois.

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