Assessing systematic risk in the S&P500 index between 2000 and 2011: A Bayesian nonparametric approach
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Keywords
Social and Behavioral Sciences;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-06-07 (Financial Markets)
- NEP-RMG-2014-06-07 (Risk Management)
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