Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo, "On Markov Error-Correction Models, with an Application to Stock Prices and Dividends", Journal of Applied Econometrics, Vol. 19, No. 1, 2004, pp. 69-88.
![[JAE Logo]](/jae/jae-small.png)
Return to JAE
Data
Archive