Learning, structural instability and present value calculations
Year of publication: |
2006
|
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Authors: | Pesaran, Mohammad Hashem ; Pettenuzzo, Davide ; Timmermann, Allan |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Dynamische Investitionsrechnung | Abzinsung | Stochastischer Prozess | Strukturbruch | Bayes-Statistik | Wertpapieranalyse | Schätzung | Theorie | USA | present value | stock prices | structural breaks | Bayesian learning |
Series: | Discussion Paper Series 1 ; 2006,27 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 516971212 [GVK] hdl:10419/19656 [Handle] RePEc:zbw:bubdp1:4756 [RePEc] |
Classification: | G22 - Insurance; Insurance Companies ; G12 - Asset Pricing ; C11 - Bayesian Analysis |
Source: |
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