Permanent and Temporary Components of Stock Returns: an Application of State-Space Models with Markov Switching Heteroskedasticity
Crossref DOI link: https://doi.org/10.18869/acadpub.jemr.7.25.69
Published Online: 2016-12-01
Update policy: https://doi.org/10.18869/acadpub.crossmark-policy
Soleyman, Sirous
,
Falahati, Ali
Rostami, Alireza
