A SMOOTH TRANSITION AUTOREGRESSIVE APPROACH TO INVESTIGATING THE MARKET TIMING ABILITY OF FUND MANAGERS

Autor:	Larry J. Prather, George Woodward, Thomas J. Zwirlein
Rok vydání:	2013
Předmět:	Actuarial science Autoregressive model Transition (fiction) Econometrics Economics Market timing
Zdroj:	Journal of International Finance Studies. 13:21-36
ISSN:	2378-8674 1945-2950
DOI:	10.18374/jifs-13-3.3
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ab998a5d13ab2dec73012a9a482e340f https://doi.org/10.18374/jifs-13-3.3 Zobrazit plný text záznamu