Files in this item
| Files | Description | Format |
|---|---|---|
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application/pdf  bayesianapproach501leec.pdf (1MB) | (no description provided) |
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 |
| Subject(s): | Bayesian statistical decision theory.
Capital assets pricing model. |
| Issue Date: | Aug 8 1978 |
| Publisher: | [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, |
| Series/Report: | Faculty working papers ; no. 501 |
| Type: | Text |
| Language: | English |
| Description: | Title page includes summary of the paper. Includes bibliographical references (leaves 19-20). |
| URI: | http://hdl.handle.net/2142/27192 |
| Rights 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. |
| Date Available in IDEALS: | 2011-09-15 |
| Has Version(s): | http://hdl.handle.net/10111/UIUCOCA:bayesianapproach501leec
http://www.archive.org/details/bayesianapproach501leec |
| Identifier in Online Catalog: | 321420 |
| OCLC Identifier: | (OCoLC)ocm05108610 |
This item appears in the following Collection(s)
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Research publications from the University of Illinois at Urbana-Champaign
Research Publications from UIUC