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