Dynamic component detection in a multifactor model for stock returns

Authors
Costa, Michele
Citation
Michele Costa, Dynamic component detection in a multifactor model for stock returns, Journal of the italian statistical society, 3(1), 1994, pp. 25-36
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
3
Issue
1
Year of publication
1994
Pages
25 - 36
Database
ESSPER
SICI code
1121-9130(1994)3:1<25:DCDIAM>2.0.ZU;2-A