Equilibrium stock return dynamics under alternative rules of learning about hidden states
| Year of publication: |
2004
|
|---|---|
| Authors: | Brandt, Michael W. ; Zeng, Qi ; Zhang, Lu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 10, p. 1925-1954
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