Applications of state space models in finance: an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfolios
%0 Thesis
%1 mergner2008applications
%A Mergner, Sascha
%D 2008
%K dnb Wirtschaft
%T Applications of state space models in finance: an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfolios
@phdthesis{mergner2008applications,
added-at = {2015-09-10T03:27:02.000+0200},
author = {Mergner, Sascha},
biburl = {https://www.bibsonomy.org/bibtex/2923d92a58780eda0f223a02fd06c547d/genealogie},
dnbtitleid = {999977679},
interhash = {6764c5e23f6187840403b15653253e5f},
intrahash = {923d92a58780eda0f223a02fd06c547d},
keywords = {dnb Wirtschaft},
school = {Uni Göttingen},
timestamp = {2015-09-10T03:27:02.000+0200},
title = {Applications of state space models in finance: an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfolios},
year = 2008
}