An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Year of publication: |
2006
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Authors: | Guidolin, Massimo ; Timmermann, Allan |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 1, p. 1-22
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Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Rentenmarkt | Bond market | USA | United States | Nichtlineare Dynamik | Nonlinear dynamics | Statistische Verteilung | Statistical distribution |
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