Nonlinearity and smoothing in venture capital performance data
Year of publication: |
2012
|
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Authors: | McKenzie, Michael D. ; Satchell, Stephen ; Wongwachara, Warapong |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 5, p. 782-795
|
Subject: | Regime switching | Threshold autoregressive model | Venture capital returns | Risikokapital | Venture capital | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Theorie | Theory | Markov-Kette | Markov chain |
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