CAPM - Markov Switching e Kalman Filter : uma Aplicação aos Índices Setoriais de Sustentabilidade e Governança da B3
Ricardo de Souza Tavaresa, João Frois Caldeira
| Alternative title: | CAPM - Markov Switching and Kalman Filter : an application to B3’s sustainability and governance industry indices |
|---|---|
| Year of publication: |
2021
|
| Authors: | Tavares, Ricardo de Souza ; Caldeira, João F. |
| Published in: |
Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul. - Porto Alegre : [Verlag nicht ermittelbar], ISSN 2176-5456, ZDB-ID 2639630-0. - Vol. 39.2021, 80, p. 171-195
|
| Subject: | CAPM | Ibovespa | Markov switching | Kalman filter |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zusammenfassung in englischer Sprache |
| Other identifiers: | 10.22456/2176-5456.87158 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462491