Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Ramaprasad Bhar; Shigeyuki Hamori
| Year of publication: |
2004
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|---|---|
| Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 82.2004, 2, p. 157-165
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| Subject: | Kapitaleinkommen | Capital income | Schock | Shock | Markov-Kette | Markov chain | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1969-2001 |
| 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/10001895346