Regime-switching stock returns and mean reversion
Year of publication: |
2000 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Nielsen, Steen (contributor) ; Overgaard Nielsen, Jan (contributor) |
Institutions: | Institut for Nationaløkonomi <Kopenhagen> (contributor) |
Publisher: |
Frederiksberg : Institut for Nationaløkonomi, Handelshøjskolen i København |
Subject: | regime switching | Kapitaleinkommen | Capital income | Dänemark | Denmark | Mean Reversion | Mean reversion |
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