Multi-regime nonlinear capital asset pricing models (Q2866374): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-regime nonlinear capital asset pricing models |
scientific article |
Statements
Multi-regime nonlinear capital asset pricing models (English)
0 references
13 December 2013
0 references
financial time series
0 references
ARCH
0 references
asymmetry
0 references
Bayesian analysis
0 references
value at risk
0 references
time series economics
0 references
volatility modelling
0 references
