Tracking asset volatility by means of a Bayesian switching regression
Cyrus R. Mehta and William Beranek
| Year of publication: |
1982
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| Authors: | Mehta, Cyrus R. ; Beranek, William |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 17.1982, 2, p. 241-263
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| Subject: | Kapitalanlage Portefeuilleplanung | Ökonometrik Schätzung | Vereinigte Staaten |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002442587