ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
Bachelor's
Saved in:
Main Author: | QIAN WEI |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203312 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.
by: Sarayut Nathapana, et al.
Published: (2015) -
INFERENSI BAYESIAN DALAM WAVELET SHRINKAGE
by: Wahyan, Wahyan, et al.
Published: (2003) -
Inferensi Bayesian dalam wavelet shrinkage
by: , WAHYAN, et al.
Published: (2002) -
AN ANALYSIS OF LOW-VOLATILITY ANOMALY VIA FAMA-MACBETH REGRESSION
by: GU YU
Published: (2021) -
Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates: Application to modeling the health of Filipino children
by: LEUNG, Denis H. Y., et al.
Published: (2013)