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

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