A BAYESIAN ROBUST-DETECTION OF SHIFT IN THE RISK STRUCTURE OF STOCK-MARKET RETURNS

被引：40

作者：

HSU, DA

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1982年 / 77卷 / 377期

关键词：

D O I：

10.2307/2287766

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：29 / 39

页数：11

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