A learning-augmented approach to pricing risk in South Africa
Year of publication: |
2016
|
---|---|
Authors: | Peeperkorn, Jacques ; Seetharam, Yudhvir |
Published in: |
Eurasian business review. - Cham : Springer International Publishing AG, ISSN 2147-4281, ZDB-ID 2646820-7. - Vol. 6.2016, 1, p. 117-139
|
Subject: | Kalman filter | Asset pricing | Behavioural finance | Emerging markets | Südafrika | South Africa | Schwellenländer | Emerging economies | CAPM | Zustandsraummodell | State space model |
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