The Ohlson model is evaluated using quarterly data from stocks in the Dow Jones Index. A hierarchical Bayesian approach is developed to simultaneously estimate the unknown coefficients in the time series regression model for each company by pooling information across firms. Both estimation and predi
✦ LIBER ✦
Share prices and accounting variables: a hierarchical Bayesian analysis
✍ Scribed by Gallizo, José L.; Salvador, Manuel
- Book ID
- 120061750
- Publisher
- Emerald Group Publishing Limited
- Year
- 2006
- Tongue
- English
- Weight
- 117 KB
- Volume
- 5
- Category
- Article
- ISSN
- 1475-7702
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Forecasting stock prices using a hierarc
✍
Jun Ying; Lynn Kuo; Gim S. Seow
📂
Article
📅
2005
🏛
John Wiley and Sons
🌐
English
⚖ 527 KB
A SPECTRAL ANALYSIS OF AUSTRALIAN SHARE
✍
P. D. PRAETZ
📂
Article
📅
1973
🏛
John Wiley and Sons
🌐
English
⚖ 570 KB
Bayesian analysis of within-field variab
✍
Pingping Jiang; Zhuoqiong He; Newell R. Kitchen; Kenneth A. Sudduth
📂
Article
📅
2008
🏛
Springer US
🌐
English
⚖ 929 KB
Hierarchical Bayesian Analysis of Correl
✍
Getachew A. Dagne
📂
Article
📅
2004
🏛
John Wiley and Sons
🌐
English
⚖ 120 KB
👁 2 views
## Abstract This article presents two‐component hierarchical Bayesian models which incorporate both overdispersion and excess zeros. The components may be resultants of some intervention (treatment) that changes the rare event generating process. The models are also expanded to take into account an
An analysis of the share price and accou
✍
Junbo Wang; K.C. John Wei; Stephen W. Pruitt
📂
Article
📅
2006
🏛
Elsevier Science
🌐
English
⚖ 192 KB
Bayesian Analysis of Errors-in-Variables
✍
Petros Dellaportas and David A. Stephens
📂
Article
📅
1995
🏛
John Wiley and Sons
🌐
English
⚖ 980 KB