Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework

✍ Scribed by Ramaprasad Bhar; Shigeyuki Hamori

• Book ID: 116420702
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 97 KB
• Volume: 82
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2003.07.006