Open AccessCasting Doubt on the Predictability of Stock Returns in Real Time: Bayesian Model Averaging Using Realistic Priors
Author(s) -
James Turner
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2139092
Subject(s) - predictability , prior probability , econometrics , bayesian probability , stock (firearms) , bayesian inference , economics , computer science , mathematics , statistics , artificial intelligence , engineering , mechanical engineering
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