Are vector autoregressions and accurate model for dynamic asset allocation?
Francisco Peñaranda
| Year of publication: |
2004
|
|---|---|
| Authors: | Peñaranda, Francisco |
| Publisher: |
Madrid |
| Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | USA | United States |
| Extent: | 50 S graph. Darst |
|---|---|
| Series: | CEMFI working paper. - Madrid, ZDB-ID 2102942-8. - Vol. 0419 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: ftp://ftp.cemfi.es/wp/04/0419.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002941511