Regimes: Nonparametric Identification and Forecasting
- 期刊名称The Journal of Portfolio Management
- 作者Kaya, Hakan; Lee, Wai; Pornrojnangkool, Bobby
- 卷第36卷
- 期第2期
- 印刷ISSN0095-4918
- 文件大小2508.80KB
- 发表时间2010-01
- DOI10.3905/JPM.2010.36.2.094
- 页码94-105
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