Joint dynamics of stock returns and cash flows : a time-varying present-value framework
Deshui Yu, Yayi Yan
| Year of publication: |
2023
|
|---|---|
| Authors: | Yu, Deshui ; Yan, Yayi |
| Subject: | bootstrap analysis | localized and global joint nonparametric tests | locally stationary process | time-varying present-value model | time-varying vector autoregression | Theorie | Theory | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
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