Structural breaks, incomplete information, and stock prices
Allan Timmermann
| Year of publication: |
2001
|
|---|---|
| Authors: | Timmermann, Allan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 3, p. 299-314
|
| Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | CAPM | Dividende | Dividend | Unvollkommene Information | Incomplete information | Strukturbruch | Structural break | Theorie | Theory | USA | United States | 1871-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001603250