Measuring the temporary component of stock prices : robust multivariate analysis
Year of publication: |
2000
|
---|---|
Authors: | Gallagher, Liam ; Taylor, Mark P. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 2, p. 193-200
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Theorie | Theory | USA | United States | 1957-1997 |
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