Linear and nonlinear financial time series : evidence in a sample of pension funds in Spain and the United Kingdom
Year of publication: |
2012
|
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Authors: | Alda, Mercedes ; Ferruz Agudo, Luis |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 16/18, p. 1933-1937
|
Subject: | Spanien | Spain | Großbritannien | United Kingdom | Pensionskasse | Pension fund | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection |
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