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ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION
Author(s) -
Kon Stanley J.,
Jen Frank C.
Publication year - 1978
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1978.tb04861.x
Subject(s) - regression , estimation , econometrics , computer science , regression analysis , statistics , mathematics , economics , management