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 proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Case Studies in Bayesian Statistical Modelling and Analysis
Editors	Clair L Alston, Kerrie L Mengersen, Anthony N Pettitt
Place of Publication	Chichester WSX UK
Publisher	John Wiley & Sons
Pages	252 - 266
Number of pages	15
ISBN (Print)	9781119941828
DOIs	https://doi.org/10.1002/9781118394472.ch15
Publication status	Published - 2013

Access to Document

Strickland, Christopher Mark ; Gharghori, Philip. / A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors. Case Studies in Bayesian Statistical Modelling and Analysis. editor / Clair L Alston ; Kerrie L Mengersen ; Anthony N Pettitt. Chichester WSX UK : John Wiley & Sons, 2013. pp. 252 - 266

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A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors. / Strickland, Christopher Mark; Gharghori, Philip.
Case Studies in Bayesian Statistical Modelling and Analysis. ed. / Clair L Alston; Kerrie L Mengersen; Anthony N Pettitt. Chichester WSX UK: John Wiley & Sons, 2013. p. 252 - 266.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

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BT - Case Studies in Bayesian Statistical Modelling and Analysis

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