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Assessing systematic risk in the S&P500 index between 2000 and 2011: A Bayesian nonparametric approach

Abel Rodriguez, Ziwei Wang and Athanasios Kottas

Santa Cruz Department of Economics, Working Paper Series from Department of Economics, UC Santa Cruz

Keywords: Social; and; Behavioral; Sciences (search for similar items in EconPapers)
Date: 2014-06-05
New Economics Papers: this item is included in nep-fmk and nep-rmg
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