Heterogeneity in stock prices: A STAR model with multivariate transition function
| Year of publication: |
2012
|
|---|---|
| Authors: | Lof, Matthijs |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 12, p. 1845-1855
|