A unified approach to testing for serial correlation in stock returns
Year of publication: |
1994
|
---|---|
Authors: | Richardson, Matthew |
Other Persons: | Smith, Tom (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 67.1994, 3, p. 371-399
|
Subject: | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Theorie | Theory |
-
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz, (1992)
-
Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard, (1992)
-
Ein nicht-lineares Zeitreihenmodell für schweizerische Aktienrenditen
Rohner, Marcel, (1993)
- More ...
-
Tests of financial models in the presence of overlapping observations
Richardson, Matthew, (1991)
-
The monotonicity of the term premium : another look
Richardson, Matthew, (1992)
-
A test for multivariate normality in stock returns
Richardson, Matthew, (1993)
- More ...