Equity premium estimates from economic fundamentals under structural breaks
Year of publication: |
July 2017
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Authors: | Smith, Simon C. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 49-61
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Subject: | Equity premium | Structural break | Bayesian analysis | Strukturbruch | Risikoprämie | Risk premium | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Theorie | Theory | CAPM |
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