Developing a regime-switching present value model : switching fundamentals and bubbles
Year of publication: |
2022
|
---|---|
Authors: | Kim, Jan R. ; Cho, Sung-jin |
Published in: |
International economic journal. - Seoul : [Verlag nicht ermittelbar], ISSN 1743-517X, ZDB-ID 2059583-9. - Vol. 36.2022, 4, p. 477-490
|
Subject: | bubble | fundamentals | Present value model | recursive form | regime-switching | Spekulationsblase | Bubbles | Börsenkurs | Share price | Theorie | Theory | Markov-Kette | Markov chain | Finanzanalyse | Financial analysis |
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