Skip to main navigation
Skip to search
Skip to main content
Arizona State University Home
Home
Profiles
Departments and Centers
Scholarly Works
Activities
Equipment
Grants
Datasets
Prizes
Search by expertise, name or affiliation
A bayesian approach to testing the arbitrage pricing theory
Robert McCulloch
, Peter E. Rossi
Research output
:
Contribution to journal
›
Article
›
peer-review
48
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'A bayesian approach to testing the arbitrage pricing theory'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Arbitrage
95%
Odds Ratio
85%
Pricing
79%
Bayesian Approach
71%
Testing
50%
Evidence
35%
Intercept
34%
Probability Model
33%
Principal Components
31%
Restriction
29%
Competitive Equilibrium
23%
Multivariate Regression
17%
Multivariate Models
16%
Business
15%
Likelihood Ratio
15%
Excess
15%
Gauge
15%
Quantify
14%
Simplification
14%
Specification
12%
Regression Model
11%
Methodology
10%
Model
9%
Computing
8%
Term
7%
Estimate
6%
Business & Economics
Arbitrage Pricing Theory
100%
Odds Ratio
95%
Bayesian Approach
80%
Testing
60%
Probability Model
36%
Principal Components
32%
Likelihood Ratio
22%
Statistical Testing
20%
Pricing
19%
Multivariate Regression
16%
Competitive Equilibrium
16%
New York Stock Exchange
15%
Excess Returns
15%
Return on Assets
15%
Factors
14%
Regression Model
11%
Assets
8%
Methodology
7%
Engineering & Materials Science
Testing
37%
Costs
27%
Gages
14%
Specifications
9%