Modeling the dynamics between stock price and dividend : an endogenous regime switching approach
Heejoon Han, Na Kyeong Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Han, Heejoon ; Lee, Na Kyeong |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 34.2018, 2, p. 213-235
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| Subject: | Endogenous Regime Switching | Time-Varying Coefficient Cointegration | Error Correction Model | Stock Price | Dividend | Börsenkurs | Share price | Dividende | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011950757