Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Allan Timmermann
| Year of publication: |
1996
|
|---|---|
| Authors: | Timmermann, Allan |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 63.1996, 4, p. 523-557
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Dividende | Dividend | Lernprozess | Learning process | Theorie | Theory |
| 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/10001209241