Tracking Asset Volatility By Means of a Bayesian Switching Regression
| Year of publication: |
1982
|
|---|---|
| Authors: | Mehta, Cyrus R. ; Beranek, William |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 17.1982, 02, p. 241-263
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |