Price dividend ratio and long-run stock returns : a score driven state space model
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti
| Year of publication: |
07 November 2019
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|---|---|
| Authors: | Delle Monache, Davide ; Petrella, Ivan ; Venditti, Fabrizio |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | State space models | time-varying parameters | score-driven models | equity premium | present-value models | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Dividende | Dividend | Risikoprämie | Risk premium | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
| Extent: | 1 Online-Ressource (circa 69 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP14107 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205777