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
Pages :
24
From page :
3083
To page :
3106
Keywords :
Gibbs sampling , Behavioral finance , asset pricing , Kalman filter , Markov switching
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2008
Journal title :
Computational Statistics and Data Analysis
Record number :
308408
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308408
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