Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
- 29 February 2004
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 82 (2) , 157-165
- https://doi.org/10.1016/j.econlet.2003.07.006
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
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