Yoshinori Kawasaki, Seisho Sato, Shigeru Tachiki. Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returns. In Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000. pages 162-165, IEEE, 2000. [doi]
No references recorded for this publication.
No citations of this publication recorded.