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A Bayesian approach to diagnosis of asset pricing models

Journal of Econometrics, 68(2): 367--397, 1995.
Authors: Michael Stutzer
URL: http://www.sciencedirect.com/science/article/B6VC0-4287HBW-6/2/af3699fa06c3bdb3ecd02d0db16796e7
Description: Journal of Econometrics
Tags: Asset pricing
| URL | BibTeX  
@article{Stutzer1995,
title = {A Bayesian approach to diagnosis of asset pricing models},
author = {Michael Stutzer},
journal = {Journal of Econometrics},
month = {Aug},
number = {2},
pages = {367--397},
url = {http://www.sciencedirect.com/science/article/B6VC0-4287HBW-6/2/af3699fa06c3bdb3ecd02d0db16796e7},
volume = {68},
year = {1995},
description = {Journal of Econometrics},
keywords = {Asset pricing }
}