Serial correlation in the returns of UK capitalization based portfolios
Year of publication: |
2004
|
---|---|
Authors: | Chelley-Steeley, Patricia L. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 13, p. 975-979
|
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Großbritannien | United Kingdom | Zustandsraummodell | State space model |
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