Structural breaks, incomplete information, and stock prices

Journal of Business and Economic Statistics

Volumn 19, Issue 3, 2001, Pages 299-314

  Timmermann, Allan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asset pricing; Bayesian learning; Markov switching; Volatility

Indexed keywords

EID: 0035607813     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101681019954     Document Type: Article

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