A pseudo-bayesian model for stock returns in financial crises

Eric S. Fung, Kin Lam, Tak-Kuen Siu, Wing Keung Wong

Research output: Contribution to journal › Journal article

Original language	English
Pages (from-to)	43-73
Number of pages	31
Journal	Journal of Risk and Financial Management
Volume	4
Issue number	1
DOIs	https://doi.org/10.3390/jrfm4010043
Publication status	Published - Dec 2011

Access to Document

@article{2778e40f149a4e9fa6e0ce6bfa20af72,

title = "A pseudo-bayesian model for stock returns in financial crises",

author = "Fung, {Eric S.} and Kin Lam and Tak-Kuen Siu and Wong, {Wing Keung}",

year = "2011",

month = dec,

doi = "10.3390/jrfm4010043",

language = "English",

volume = "4",

pages = "43--73",

journal = "Journal of Risk and Financial Management",

issn = "1911-8066",

publisher = "MDPI",

number = "1",

}

TY - JOUR

T1 - A pseudo-bayesian model for stock returns in financial crises

AU - Fung, Eric S.

AU - Lam, Kin

AU - Siu, Tak-Kuen

AU - Wong, Wing Keung

PY - 2011/12

Y1 - 2011/12

U2 - 10.3390/jrfm4010043

DO - 10.3390/jrfm4010043

M3 - Journal article

SN - 1911-8066

VL - 4

SP - 43

EP - 73

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

IS - 1

ER -