A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors

Christopher Mark Strickland, Philip Gharghori

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationCase Studies in Bayesian Statistical Modelling and Analysis
    EditorsClair L Alston, Kerrie L Mengersen, Anthony N Pettitt
    Place of PublicationChichester WSX UK
    PublisherJohn Wiley & Sons
    Pages252 - 266
    Number of pages15
    ISBN (Print)9781119941828
    Publication statusPublished - 2013

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