Do stock prices reflect their fundamentals? : new evidence in the aftermath of the financial crisis
Year of publication: |
2015
|
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Authors: | Velinov, Anton ; Chen, Wenjuan |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 80.2015, p. 1-20
|
Subject: | Markov switching model | Structural vector autoregression | Heteroskedasticity | Stock price fundamentals | Schätzung | Estimation | Börsenkurs | Share price | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Markov-Kette | Markov chain |
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