Regime switching in the present value models : a backward-solving method
Year of publication: |
2020
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Authors: | Kim, Jan R. ; Chung, Keunsuk |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-5
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Subject: | Backward solving | Present value model | Recursive form | Regime switching | Undetermined coefficients | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Börsenkurs | Share price | Strukturbruch | Structural break | CAPM |
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