Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time Varying Parameter Vector Autoregression (TVP-VAR) methodology
Alternative title: | Analysis of the Trinidad and Tobago Mutual Fund Industry using a Time Varying Parameter Vector Autoregression (TVP-VAR) methodology |
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Year of publication: |
[2021]
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Authors: | Dhanessar, Alon ; Edwards, Stefan ; Ramlogan, Avinash |
Publisher: |
[Port-of-Spain] : Central Bank of Trinidad & Tobago |
Subject: | Financial Markets & Macroeconomy | Mutual Funds | Capital Markets | Markov Chain Monte Carlo and Time-Varying Parameter Vector Autoregression | Investmentfonds | Investment Fund | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
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Series: | Working paper series / Central Bank of Trinidad and Tobago. - Port-of-Spain, ZDB-ID 2685092-8. - Vol. WP 2021, 03 (August 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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