Introducing non-linear dynamics to the two-regime market model: evidence
Year of publication: |
2005
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Authors: | Woodward, G. Thomas ; Marisetty, Vijaya B. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 559-581
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Subject: | CAPM | Betafaktor | Beta risk | Dauer | Duration | Theorie | Theory | Australien | Australia | Nichtlineare Regression | Nonlinear regression | 1986-2003 |
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