National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Bydlení, spotřeba a návratnost akcí: sjednocený ekonometrický model
Zemčík, Petr
Various theoretical models and empirical studies suggest a dynamic relationshipamong property returns, consumption, and stock returns. The present paper pro-poses a joint Markov switching model for the three variables, which allows for dif-fering means and variances of the individual series.

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