Title of article :
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
Author/Authors :
Lorne D. Johnson، نويسنده , , Georgios Sakoulis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
asset pricing , Gibbs sampling , Markov switching , Kalman filter , Behavioral finance
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
