Nonlinear duration dependence in stock market cycles
Year of publication: |
2007
|
---|---|
Authors: | Harman, Yvette S. ; Zuehlke, Thomas William |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 16.2007, 4, p. 350-362
|
Subject: | Aktienmarkt | Stock market | Dauer | Duration | Schätzung | Estimation | USA | United States | 1885-2002 |
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