A multi-country analysis of the temporary and permanent components of stock prices
Year of publication: |
1999
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---|---|
Authors: | Gallagher, Liam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 2, p. 129-142
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Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | Industrieländer | Industrialized countries | Südafrika | South Africa | Random Walk | Random walk | 1957-1995 |
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