Low-frequency movements in stock prices: A state-space decomposition

Review of Economics and Statistics

Volumn 84, Issue 4, 2002, Pages 649-667

  Balke, Nathan S ^c   Wohar, Mark E ^a,b  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036427207     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465302760556477     Document Type: Review

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