Mixture Gaussian Time Series Modeling of Long-Term Market Returns

North American Actuarial Journal

Volumn 9, Issue 4, 2005, Pages 83-94

  Wong, Albert C S ^a   Chan, Wai Sum ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350277072     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2005.10596227     Document Type: Article

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