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Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01410575
Contributor : Administrateur Hal Nanterre <>
Submitted on : Tuesday, December 6, 2016 - 5:06:25 PM
Last modification on : Tuesday, November 19, 2019 - 9:29:58 AM

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  • HAL Id : hal-01410575, version 1

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Ilyes Abid, Khaled Guesmi, Olfa Kaabia. Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?. Economic Modelling, Elsevier, 2013, 31, pp.423 - 432. ⟨hal-01410575⟩

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