Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model

DOI10.1080/07350015.2020.1763805zbMath1547.6269MaRDI QIDQ6617823

Ivan Petrella, Fabrizio Venditti, Davide Delle Monache

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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