On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model

No abstract is available for this paper.

• Publication year

  2003

• Venue

  2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.

• Publication date

  2003-03-20

• Fields of study

  Computer Science, Economics

• Identifiers
  DOI 10.1109/CIFER.2003.1196253
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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