Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model
Year of publication: |
2011
|
---|---|
Authors: | Wu, Chih-chiang |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 16/18, p. 1185-1204
|
Subject: | Investmentfonds | Investment Fund | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Mutual funds dynamics and economic predictors
Amisano, Gianni, (2017)
-
Investor learning and mutual fund family
Zhang, Zhichao, (2014)
-
Bayesian Learning in Financial Markets
Hua, Ye, (2023)
- More ...
-
Economic benefits and determinants of extreme dependences between REIT and stock returns
Huang, Meichi, (2015)
-
An economic evaluation of stock-bond return comovements with copula-based GARCH models
Wu, Chih-Chiang, (2014)
-
The extreme value in crude oil and US dollar markets
Chen, Wei-Peng, (2013)
- More ...