Nonparametric Estimation and Testing for Instability of Discount Rate and Cash Flow Channels of Stock Returns
Year of publication: |
[2023]
|
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Authors: | Yu, Deshui ; Xu, Xiu ; Chen, Li ; Li, Luyang |
Publisher: |
[S.l.] : SSRN |
Subject: | Cash Flow | Cash flow | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Diskontierung | Discounting | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4406826 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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