Modelling long-term investment returns via Bayesian infinite mixture time series models
| Year of publication: |
2008
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|---|---|
| Authors: | Lau, John ; Siu, Tak Kuen |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - 2008, 4, p. 243-282
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