Department of Economics and Econometrics
Johannesburg, Gauteng 2006
University of Johannesburg
Predictive distribution, skew t distribution, posterior distribution, prior distribution, MCMC simulations, Gibbs sampler
selectivity skill, market timing skill, fuzzy regression, chi-square test, quadratic CAPM, membership functions, uncertainty distribution, market efficiency, Bayesian quadratic CAPM, priors, posteriors, beliefs
Archimedean copula, Gumbel, Frank, Clayton copulas, dependence structures, international diversification
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