A convex combination approach for Markov switching CAPM of interval data (Q2100165)
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scientific article; zbMATH DE number 7621191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convex combination approach for Markov switching CAPM of interval data |
scientific article; zbMATH DE number 7621191 |
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A convex combination approach for Markov switching CAPM of interval data (English)
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21 November 2022
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capital asset pricing model
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convex combination
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interval-valued data
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Markov switching regression
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