DETERMINING A PORTFOLIO OF LINEAR TIME-SERIES MODELS

被引：20

|

作者：

POSKITT, DS ^{[1
]}

TREMAYNE, AR ^{[1
]}

机构：

[1] UNIV YORK,DEPT ECON & RELATED STUDIES,YORK YO1 5DD,N YORKSHIRE,ENGLAND

来源：

BIOMETRIKA | 1987年 / 74卷 / 01期

关键词：

D O I：

10.2307/2336027

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：125 / 137

页数：13

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