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20152024
most citedRisk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks

4 citations · 5 across the 15 of their papers we have counts for

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Showing 2019Show all

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stat.ME2019

Bayesian Regularization of Gaussian Graphical Models with Measurement Error

Michael Byrd, Linh Nghiem, Monnie McGee

We consider a framework for determining and estimating the conditional pairwise relationships of variables when the observed samples are contaminated with measurement error in high…