A switching regression approach to the stationarity of systematic and non-systematic risks : the Hong Kong experience
Joseph W. Cheng
| Year of publication: |
1997
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|---|---|
| Authors: | Cheng, Joseph W. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 1, p. 45-57
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| Subject: | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Industrie | Manufacturing industries | Familie | Family | Schätzung | Estimation | Hongkong | Hong Kong | 1080-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001219240