Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Gabriel Perez-Quiros; Allan Timmermann
| Year of publication: |
2001
|
|---|---|
| Authors: | Pérez-Quirós, Gabriel ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 103.2001, 1/2, p. 259-306
|
| Subject: | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001585367