Bayesian model comparison by Markov chain simulation: Illustration using stock market data

Author： Tsionas E.G.  

Publisher： Academic Press

ISSN： 1090-9443

Source： Research in Economics, Vol.54, Iss.4, 2000-12, pp. : 403-416

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

International stock market efficiency: a non-Bayesian time-varying model approach

By      

Applied Economics, Vol. 46, Iss. 23, 2014-08 ,pp. : 2744-2754

Routledge Ltd

Access to resources Recommend Favorite

Assassinations: Evaluating the Effectiveness of an Israeli Counterterrorism Policy Using Stock Market Data

By Zussman Asaf   Zussman Noam  

The Journal of Economic Perspectives, Vol. 20, Iss. 2, 2006-0 ,pp. : 193-206

American Economic Association

Access to resources Recommend Favorite

Bayesian Model Comparison and Validation

By Geweke John  

The American Economic Review, Vol. 97, Iss. 2, 2007-05 ,pp. : 60-64

American Economic Association

Access to resources Recommend Favorite

Testing stationarity for stock market data

By Dehay D.   Leskow J.  

Economics Letters, Vol. 50, Iss. 2, 1996-02 ,pp. : 205-212

Elsevier

Access to resources Recommend Favorite

Testing the efficient market hypothesis using panel data, with application to the Athens stock market

By Dockery E.   Kavussanos M. G.  

Applied Economics Letters, Vol. 3, Iss. 2, 1996-02 ,pp. : 121-123

Routledge Ltd

Access to resources Recommend Favorite