Fractional integration of the price-dividend ratio in a present-value model of stock prices

Adam Goliñski, João Madeira & Dooruj Rambaccussing

Year of publication:	2015
Authors:	Goliñski, Adam ; Madeira, João ; Rambaccussing, Dooruj
Publisher:	Dundee : Dep. of Economic Studies, Univ. of Dundee
Subject:	price-dividend ratio \| persistence \| fractional integration \| return predictability \| present-value model \| Börsenkurs \| Share price \| Dividende \| Dividend \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Großbritannien \| United Kingdom

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