On Markov error-correction models, with an application to stockprices and dividends
Zacharias Psaradakis, Martin Sola and Fabio Spagnolo
| Year of publication: |
2004
|
|---|---|
| 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
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| Subject: | Markov-Kette | Markov chain | Börsenkurs | Share price | Dividende | Dividend | Schätzung | Estimation | Theorie | Theory | Kointegration | Cointegration |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10001924673