Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Vasco J. Gabriel; Luis F. Martins
| Year of publication: |
2011
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|---|---|
| Authors: | Gabriel, Vasco J. ; Martins, Luís Filipe |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 41.2011, 3, p. 639-662
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| Subject: | Börsenkurs | Share price | Dividende | Dividend | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Großbritannien | United Kingdom | Schweden | Sweden |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009381348