Joint dynamics of stock returns and cash flows : a time-varying present-value framework
Deshui Yu, Yayi Yan
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Deshui ; Yan, Yayi |
| Published in: |
Financial management : FM. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1755-053X, ZDB-ID 2254144-5. - Vol. 52.2023, 3, p. 513-541
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| Subject: | bootstrap analysis | localized and global joint nonparametric tests | locally stationary process | time-varying present-value model | time-varying vector autoregression | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fima.12433 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014375505