Using Bayesian variable selection methods to choose style factors in global stock return models

Anthony Hall, Soosung Hwang () and Stephen E. Satchell

Journal of Banking & Finance, 2002, vol. 26, issue 12, 2301-2325

Date: 2002
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Citations: View citations in EconPapers (14)

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Working Paper: Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models (2000)
Working Paper: Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models (2000)
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