A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns
刊名: Investment Management and Financial Innovations, 2019
来源数据库: Limited Liability Company “Consulting Publishing Company “Business Perspectives”
全文获取路径: LLC_BP  (合作)
分享到:

×
关键词翻译
关键词翻译
  • returns 返回粉末
  • volatility 挥发性
  • estimating 价值估计
  • approach 
  • regime 状况
  • switching 转换