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.


Asset pricing and return prediction. Bayesian Vector Autoregression model. Dynamic factor model. Empirical application. Data analysis and results representation.


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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