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State dependent models of stock returns
Phillip A. Braun
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Finance
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Keyphrases
Stock Returns
100%
State-dependent Model
100%
Nonlinearity
66%
State Dependence
33%
Autoregressive Model
33%
Nonlinear Time Series
33%
Autoregressive Coefficients
33%
Time Dependency
33%
Conditional Mean
33%
Time-series Properties
33%
Temporal Movement
33%
Economics, Econometrics and Finance
Capital Market Returns
100%
Nonlinearity
66%
Time Series
33%