On Markov Error-Correction Models, with an Application to Stock Prices and Dividends
Year of publication: |
[2004]
|
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Authors: | Psaradakis, Zacharias |
Other Persons: | Sola, Martín (contributor) ; Spagnolo, Fabio (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Applied Econometrics, Vol. 19, pp. 69-88, 2004 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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