Modelling long-term investment returns via Bayesian infinite mixture time series models

John Lau, T.K. Siu

    Research output: Contribution to journalArticle

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)243-282
    JournalScandinavian Actuarial Journal
    Volume4
    DOIs
    Publication statusPublished - 2008

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