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Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model
Delle Monache, Davide, Petrella, Ivan, Venditti, FabrizioJournal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2020.1763805
Date:
May, 2020
File:
PDF, 1.03 MB
2020