The structural break in the equity premium
Year of publication: |
2005
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Authors: | Kim, Chang-jin ; Morley, James C. ; Nelson, Charles R. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 2, p. 181-191
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Subject: | Risikoprämie | Risk premium | Strukturbruch | Structural break | Aktienmarkt | Stock market | Schätzung | Estimation | USA | United States |
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