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pro vyhledávání: '"Sanja Nenadović"'
Autor:
Vladimir Andrić, Sanja Nenadović
Publikováno v:
Serbian Journal of Management, Vol 16, Iss 1, Pp 39-47 (2021)
The paper derives the equivalence condition between the Beveridge-Nelson decomposition and the Hansen-Sargent prediction formula in continuous time using Laplace transforms. The results presented show how the Hansen-Sargent prediction formula is rele
Externí odkaz:
https://doaj.org/article/3870904b4d7b4921b32b27a5502b7374
