On Markov error-correction models, with an application to stock prices and dividends
| Year of publication: |
2004
|
|---|---|
| Authors: | Psaradakis, Zacharias ; Sola, Martin ; Spagnolo, Fabio |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 19.2004, 1, p. 69-88
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