Establishing the relative competitiveness of South African banking shares : a Kalman filter approach
Chris van Heerden; Gary van Vuuren
| Year of publication: |
2015
|
|---|---|
| Authors: | Van Heerden, Chris ; Van Vuuren, Gary |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 2, p. 539-571
|
| Subject: | Kalman Filter | Omega Ratio | Sharpe Ratio | South African Banks | Südafrika | South Africa | Bank | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010526751