ECONOMETRIC ASPECTS OF THE VARIANCE-BOUNDS TESTS - A SURVEY

被引:36
作者
GILLES, C [1 ]
LEROY, SF [1 ]
机构
[1] UNIV MINNESOTA, MINNEAPOLIS, MN 55455 USA
关键词
D O I
10.1093/rfs/4.4.753
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:753 / 791
页数:39
相关论文
共 54 条
[1]  
[Anonymous], 1995, PROBABILITY MEASURE
[2]  
BEWLEY TF, 1982, THOUGHTS TESTS INTER
[3]   The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J].
Campbell, John Y. ;
Shiller, Robert J. .
REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) :195-228
[4]   STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J].
CAMPBELL, JY ;
SHILLER, RJ .
JOURNAL OF FINANCE, 1988, 43 (03) :661-676
[5]   COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J].
CAMPBELL, JY ;
SHILLER, RJ .
JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) :1062-1088
[6]  
COCHRANE J, 1990, EXPLAINING VARIANCE
[7]   DOES THE STOCK-MARKET OVERREACT [J].
DEBONDT, WFM ;
THALER, R .
JOURNAL OF FINANCE, 1985, 40 (03) :793-805
[8]  
DELONG JB, 1988, 1416 HARV I EC RES D
[9]  
DIBA BT, 1988, AM ECON REV, V78, P520
[10]  
DURLAUF SN, 1989, MEASURING NOISE STOC