Bayesian Diagnostic Checking of the Capital Asset Pricing Model

来源 :应用数学与应用物理(英文) | 被引量 : 0次 | 上传用户:youngw258
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
The capital asset pricing model (CAPM) is a commonly used regression model in finance to model stock returns. Bayesian methods have been developed for the CAPM to account for market fluctuations within the industry. However, a Bayesian model checking proc
其他文献
在实业资本与金融资本高度融合的时代,企业的发展和强大离不开资本市场,但企业家应学会与资本市场打交道。利用资本而不是玩弄资本,成为资本市场的积极参与者,而不是成为资本游戏
Under some conditions on the functions and defined on I, the weighted Bajraktarević?mean is given by where . In this paper, we study the invariance of the
Aim: While cytoreductive surgery should be considered for patients with regional recurrence of endometrial cancer, the management of isolated para-aortic lymph
本文利用海泡石具有天然平行纤维隧道孔隙的特性,通过离子交换法制备出PbS/海泡石介孔组装体系.用SEM、TEM和EDAX对组装体进行成分、结构及形貌分析,用荧光光谱仪测定其荧光
本文介绍了钠基累托石粘土的制备与特性,讨论了钠基累托石粘土作钻进液材料、铸型涂料悬浮剂、型砂粘结剂,印染糊料,煤球粘结剂与合成有机累托石粘土等方面的应用。
1 地质特征1.1资源概况我省陶粒原料资源(粘土、页岩、板岩、油页岩、粉砂岩及煤矸石、粉煤灰等)分布广泛,储量丰富,仅宾县、庆安、克东、鹤岗、塔河等地所探明的储量和保有
为满足用户对整体式钻机提出的更高要求,采用新结构研制了ZDY6000LD(B)履带式全液压坑道钻机调角机构,利用ABAQUS软件建立调角机构中关键部件有限元模型并进行模态和稳态动力学分
本文利用钛白副产绿矾为主要原料,经净化处理后加入适量氧化剂氧化,再以碳酸钠为聚合剂来制取聚合硫酸铁。该工艺流程简单,操作控制方便,不仅缩短了聚合反应时间、,提高产品聚合度
A fuel bed was constructed where various vegetation species could be used as combustion fuel. The fuel bed was equipped with a thermocouple to measure fire temp
It is well known that the hot spot temperature represents the most critical parameter identifying the power rating of a transformer. This paper investigates the