Tracking Asset Volatility by Means of a Bayesian Switching...

Journal of Financial and Quantitative Analysis 1982 / 06 Vol. 17; Iss. 2

Tracking Asset Volatility by Means of a Bayesian Switching Regression

Cyrus R. Mehta and William Beranek
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Volume:
17
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2330849
Date:
June, 1982
File:
PDF, 1.43 MB
english, 1982
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