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~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of financial economics"
~person:"Psaradakis, Zacharias G."
~subject:"Share price"
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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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2
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
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