|
Volumn 26, Issue 8, 2002, Pages 1615-1643
|
The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
|
Author keywords
Closed end funds; Dynamic price behavior; Forecasting; Kalman filtering; Portfolio strategies; Premium risk
|
Indexed keywords
|
EID: 0036335332
PISSN: 03784266
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4266(01)00175-3 Document Type: Article |
Times cited : (2)
|
References (36)
|