"Maximizing equity market sector predictability in a Bayesian time-varying ..."

Lorne D. Johnson, Georgios Sakoulis (2008)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2007.09.030

access: closed

type: Journal Article

metadata version: 2020-02-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/JohnsonS08
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/JohnsonS08
Lorne D. Johnson, Georgios Sakoulis:
Maximizing equity market sector predictability in a Bayesian time-varying parameter model. Comput. Stat. Data Anal. 52(6): 3083-3106 (2008)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.