LOW-FREQUENCY MOVEMENTS IN STOCK PRICES: A STATE-SPACE DECOMPOSITION
| Year of publication: |
2002
|
|---|---|
| Authors: | Balke, Nathan S. ; Wohar, Mark E. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 84.2002, 4, p. 649-667
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