Tracking Asset Volatility By Means of a Bayesian Switching Regression
Year of publication: |
1982
|
---|---|
Authors: | Mehta, Cyrus R. ; Beranek, William |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 17.1982, 02, p. 241-263
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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