Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence
Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence
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市场投资者情绪和日本共同基金的时变 Beta 值 - 时变 Beta 值的卡尔曼滤波器估计及其长期持续性
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发表时间：
2021
期刊：
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通讯作者：
Naoya Takezawa
中科院分区：
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作者：
Nguyen Thanh Thi Phuong;Thai Hanh Minh;山本康裕;Takezawa naoya;Takayasu Ito;島成佳・小川隆一・佐川陽一・竹村 敏彦;Nguyen Thi Phuong Thanh;WEN Min-Ming;山本康裕;Naoya Takezawa
