Low-frequency movements in stock prices : a state-space decomposition
Year of publication: |
2002
|
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Authors: | Balke, Nathan S. ; Wohar, Mark E. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 84.2002, 4, p. 649-667
|
Subject: | Börsenkurs | Share price | Dividende | Dividend | Volatilität | Volatility | Zins | Interest rate | Inflation | USA | United States | Zustandsraummodell | State space model | 1953-1999 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The review of economics and statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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