Expectation revisions and jumps in asset prices
Year of publication: |
1998
|
---|---|
Authors: | Dewachter, Hans |
Other Persons: | Veestraeten, Dirk (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 59.1998, 3, p. 367-372
|
Subject: | Markov-Kette | Markov chain | Aktienindex | Stock index | Rationale Erwartung | Rational expectations | USA | United States | 1966-1997 |
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