The log-linear return approximation, bubbles, and predictability
Year of publication: |
2012
|
---|---|
Authors: | Engsted, Tom ; Pedersen, Thomas Q. ; Tanggaard, Carsten |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 3, p. 643-665
|
Subject: | Theorie | Theory | Spekulationsblase | Bubbles | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
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