A Bayesian VAR Forecasting Model for Stock Portfolio Return
Poli, Riccardo (A.A. 2010/2011) A Bayesian VAR Forecasting Model for Stock Portfolio Return. Tesi di Laurea in Serie storiche ed econometria finanziaria, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 67. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Asset pricing and return prediction. Bayesian Vector Autoregression model. Dynamic factor model. Empirical application. Data analysis and results representation.
References
Bibliografia: pp. 62-67.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Serie storiche ed econometria finanziaria |
| Thesis Supervisor: | Ragusa, Giuseppe |
| Thesis Co-Supervisor: | Micillo, Mauro |
| Academic Year: | 2010/2011 |
| Session: | Autumn |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 20 Jan 2012 12:53 |
| Last Modified: | 19 May 2015 23:01 |
| URI: | https://tesi.luiss.it/id/eprint/6713 |
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