Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model
Year of publication: |
2011
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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
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Subject: | Investmentfonds | Investment Fund | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
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