On Markov error-correction models, with an application to stockprices and dividends
Year of publication: |
2004
|
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Authors: | Psaradakis, Zacharias G. ; Sola, Martin ; Spagnolo, Fabio |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 19.2004, 1, p. 69-88
|
Subject: | Markov-Kette | Markov chain | Börsenkurs | Share price | Dividende | Dividend | Schätzung | Estimation | Theorie | Theory | Kointegration | Cointegration |
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