Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Tom Engsted and Jesper Lund
| Year of publication: |
1997
|
|---|---|
| Authors: | Engsted, Tom |
| Other Persons: | Lund, Jesper (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 659-665
|
| Subject: | Börsenkurs | Share price | Dividende | Dividend | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Dänemark | Denmark | Deutschland | Germany | Schweden | Sweden | Großbritannien | United Kingdom | 1950-1988 |
| 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/10001240790