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  • Search: person:"MacNevin, Bruce D."
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Year of publication
Subject
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Time series analysis 2 Zeitreihenanalyse 2 1890-1981 1 Beta risk 1 Betafaktor 1 CAPM 1 Economic statistics 1 Equity betas 1 Estimation 1 Market risk 1 Marktrisiko 1 Schätzung 1 Sectors 1 State space model 1 Theorie 1 Theory 1 USA 1 United States 1 Wavelet analysis 1 Wirtschaftsstatistik 1 Zustandsraummodell 1
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Online availability
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Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1 Thesis 1 Working Paper 1
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Language
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English 3
Author
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MacNevin, Bruce D. 2 McNevin, Bruce D. 1 Neftci, Salih N. 1 Nix, Joan 1
Published in...
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Economic modelling 1 Economic research reports 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.; Nix, Joan - In: Economic modelling 68 (2018), pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
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Some evidence on the non-linearity of economic time series : 1890 - 1981
Neftci, Salih N.; MacNevin, Bruce D. - 1986
Persistent link: https://www.econbiz.de/10000733737
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Cover Image
An examination of some sample path properties of US economic time series
MacNevin, Bruce D. - 1986
Persistent link: https://www.econbiz.de/10000720902
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