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State space models for dynamic style analysis of portfolios
Pizzinga, Adrian; Fernandes, Cristiano Augusto Coelho - In: Brazilian review of econometrics : the review of the … 26 (2006) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10003590515
Cover Image
State space models for dynamic style analysis of portfolios
Pizzinga, Adrian; Fernandes, Cristiano - In: Brazilian review of econometrics : the review of the … 26 (2006) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10009075481