Bayesian analysis of latent variable models in finance

I. Barra

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, S.J., Supervisor
  • Hoogerheide, Lennart, Co-supervisor
Award date7 Oct 2016
Place of PublicationAmsterdam
Publisher
Print ISBNs9789036104630 , 9036104637
Publication statusPublished - 2016

Cite this

Barra, I. (2016). Bayesian analysis of latent variable models in finance. Amsterdam: Tinbergen Institute.
Barra, I.. / Bayesian analysis of latent variable models in finance. Amsterdam : Tinbergen Institute, 2016. 164 p.
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title = "Bayesian analysis of latent variable models in finance",
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year = "2016",
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isbn = "9789036104630",
series = "Tinbergen Institute Research Series",
publisher = "Tinbergen Institute",
school = "Vrije Universiteit Amsterdam",

}

Barra, I 2016, 'Bayesian analysis of latent variable models in finance', PhD, Vrije Universiteit Amsterdam, Amsterdam.

Bayesian analysis of latent variable models in finance. / Barra, I.

Amsterdam : Tinbergen Institute, 2016. 164 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Bayesian analysis of latent variable models in finance

AU - Barra, I.

PY - 2016

Y1 - 2016

M3 - PhD Thesis - Research VU, graduation VU

SN - 9789036104630

SN - 9036104637

T3 - Tinbergen Institute Research Series

PB - Tinbergen Institute

CY - Amsterdam

ER -

Barra I. Bayesian analysis of latent variable models in finance. Amsterdam: Tinbergen Institute, 2016. 164 p. (Tinbergen Institute Research Series).