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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
Description:Title page includes summary of the paper.
Includes bibliographical references (leaves 19-20).
Rights Information:In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact for information.
Copyright Aug 8 1978 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):
Identifier in Online Catalog:321420
OCLC Identifier:(OCoLC)ocm05108610

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