Stock return and inflation : an analysis based on the state-space framework
Jared Levant, Jun Ma, and Mark E. Wohar
| Year of publication: |
2014
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|---|---|
| Authors: | Levant, Jared ; Ma, Jun ; Wohar, Mark E. |
| Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 1-13
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| Subject: | Kapitalmarktrendite | Capital market returns | Inflationsrate | Inflation rate | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011406755