A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Andreas Behr
| Year of publication: |
2004
|
|---|---|
| Authors: | Behr, Andreas |
| Publisher: |
Münster : Centrum für Angewandte Wirtschaftsforschung Münster |
| Subject: | present value model | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Spekulationsblase | Bubbles | Schätzung | Estimation | USA | United States | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | 1871-2001 |
| Extent: | 13 Bl graph. Darst 30 cm |
|---|---|
| Series: | Beiträge zur angewandten Wirtschaftsforschung. - Münster : CAWM, ZDB-ID 2128175-0. - Vol. 7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | MTAR = Momentum Threshold Autoregressive |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002688701