Improving mutual fund market timing measures: a markov switching approach
AUTOR(ES)
Mazali, Rogério
DATA DE PUBLICAÇÃO
31/07/2001
RESUMO
pt
ASSUNTO(S)
avaliação de ativos - modelo (capm) investimentos - modelos matemáticos
ACESSO AO ARTIGO
http://hdl.handle.net/10438/55Documentos Relacionados
- Gametic Disequilibrium Measures: Proceed with Caution
- Evaluating neurological outcome measures: the bare essentials.
- Correlations, descent measures: drift with migration and mutation.
- Shapely centrefolds? Temporal change in body measures: trend analysis
- Multivariated models with Markov Switching applying to brazilian monetary policy