A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
Year of publication: |
[2010]
|
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Authors: | Turner, Christopher M. |
Other Persons: | Startz, Richard (contributor) ; Nelson, Charles R. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (31 p) |
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Series: | NBER Working Paper ; No. w2818 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1989 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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