Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643)
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scientific article; zbMATH DE number 5564689
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| English | Maximizing equity market sector predictability in a Bayesian time-varying parameter model |
scientific article; zbMATH DE number 5564689 |
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Maximizing equity market sector predictability in a Bayesian time-varying parameter model (English)
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12 June 2009
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asset pricing
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Gibbs sampling
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Markov switching
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behavioral finance
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Kalman filter
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0.8704832
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0.8486544
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0.84856576
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0.84733003
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