Multi-regime nonlinear capital asset pricing models (Q2866374)
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scientific article; zbMATH DE number 6238218
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-regime nonlinear capital asset pricing models |
scientific article; zbMATH DE number 6238218 |
Statements
Multi-regime nonlinear capital asset pricing models (English)
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13 December 2013
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financial time series
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ARCH
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asymmetry
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Bayesian analysis
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value at risk
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time series economics
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volatility modelling
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0.8813388
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0.8785694
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0.8772832
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0.8741858
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0.87330544
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