I'm not sure what's different about a linear or a switched supply for a DAC. They both charge of a capacitor, which is the ultimate arbiter of stability on the fine grain, neither a switched or a linear can react so fast.
Yes, capacitors (but in the case of digital circuits it is mostly the smaller bypass capacitors that deal with the HF noise, not the power supply stabilizer caps. A switched supply tends to react much faster to the heavily transient power demands of digital circuits.