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The Structural Break in the Equity Premium:

Kim, Chang-Jin ; Morley, James C. ; Nelson, Charles R.
Journal of Business & Economic Statistics. 23 (2005) 2 - p. 181-191 , 2005

Link: https://www.jstor.org/stable/27638810

RT Journal
T1 <Title>The Structural Break in the Equity Premium</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-27638810&Exemplar=1&LAN=DE
				
A1 Kim, Chang-Jin
A1 Morley, James C.
A1 Nelson, Charles R.
PB American Statistical Association
YR 2005
SN 0735-0015
K1 Bayes factor
K1 Equity premium
K1 Marginal likelihood
K1 Markov switching
K1 Structural break
K1 Volatility feedback
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical models
K1 Parametric models
K1 Descriptive statistics
K1 Measures of variability
K1 Statistical variance
K1 Business
K1 Business operations
K1 Commerce
K1 Pricing
K1 Price volatility
K1 Accountancy
K1 Financial accounting
K1 Assets
K1 Equity
K1 Economics
K1 Economic disciplines
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Investment returns
K1 Dividends
K1 Price premiums
K1 Pure mathematics
K1 Probability theory
K1 Stochastic models
K1 Markov models
JF Journal of Business & Economic Statistics
VO 23
IS 2
SP 181
OP 191
LK http://dx.doi.org/https://www.jstor.org/stable/27638810
DO https://www.jstor.org/stable/27638810
SF ELIB - SuUB Bremen

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