Low frequency movements in stock prices: a state space decomposition
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Note: Published as: Balke, Nathan S. and Mark E. Wohar (2002), "Low Frequency Movements in Stock Prices: A State Space Decomposition," The Review of Economics and Statistics 84 (4): 649-667.
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- Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
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