G2TT

浏览/检索结果: 共1条,第1-1条 帮助

已选(0)清除 条数/页:   排序方式:
DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 智库出版物
2019
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
State space models  Time-varying parameters  Score-driven models  Equity premium  Present-value models