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~person:"Venditti, Fabrizio"
~subject:"Volatility"
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Venditti, Fabrizio
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1
Price dividend ratio and long-run stock returns : a score driven
state
space
model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
Persistent link: https://www.econbiz.de/10012299985
Saved in:
2
Price dividend ratio and long-run stock returns : a score driven
state
space
model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
In this paper we develop a general framework to analyze
state
space
models with timevarying system matrices where time …
Persistent link: https://www.econbiz.de/10012156426
Saved in:
3
Price dividend ratio and long-run stock returns : a score-driven
state
space
model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
4
Price Dividend Ratio and Long-Run Stock Returns : A Score Driven
State
Space
Model
Delle Monache, Davide
-
2020
In this paper we develop a general framework to analyze
state
space
models with time-varying system matrices where time …
Persistent link: https://www.econbiz.de/10012842441
Saved in:
5
Price dividend ratio and long-run stock returns : a score driven
state
space
model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2019
Persistent link: https://www.econbiz.de/10012205777
Saved in:
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