Switching equilibria: the present value model for stock prices revisited

DOI10.1016/J.JEDC.2003.10.006zbMath1202.91347OpenAlexW3023793446MaRDI QIDQ953718

María-José Gutiérrez, Jesús Vázquez

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://addi.ehu.es/handle/10810/5823

zbMATH Keywords

multiple equilibriafeedbackcointegration and stock price volatility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Novel advancements in the Markov chain stock model: analysis and inference ⋮ A multivariate Markov chain stock model

Cites Work

• Present value models with feedback
• Simulation estimation of time-series models
• Optimal Properties of Exponentially Weighted Forecasts
• Testing for a unit root in time series regression
• Dividend Variability and Stock Market Swings
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Switching equilibria: the present value model for stock prices revisited