On markov error-correction models, with an application to stock prices and dividends

Journal of Applied Econometrics

Volumn 19, Issue 1, 2004, Pages 69-88

  Psaradakis, Zacharias ^a,c   Sola, Martin ^a,b   Spagnolo, Fabio ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSIDAD TORCUATO DI TELLA   (Argentina)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042666555     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.729     Document Type: Article

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