Browsing 14 Economics by Author "Zhou, G."

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Browsing 14 Economics by Author "Zhou, G."

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  • Geweke, John; Zhou, G. (Oxford University Press, 1996)
    Abstract: This article provides an exact Bayesian framework for analyzing the arbitrage pricing theory (APT). Based on the Gibbs sampler, we show how to obtain the exact posterior distributions for functions of interest ...