Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
by Tom Engsted & Jesper Lund
| Year of publication: |
1994
|
|---|---|
| Authors: | Engsted, Tom ; Lund, Jesper |
| Publisher: |
°Arhus |
| Subject: | Börsenkurs | Share price | Dividende | Dividend | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Dänemark | Denmark | Deutschland | Germany | Schweden | Sweden | Großbritannien | United Kingdom | 1950-1988 |
| Extent: | 17 S |
|---|---|
| Series: | Working paper. - Aarhus, Denmark : The Aarhus School of Business, ISSN 0902-9087, ZDB-ID 2939638-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000894175