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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Diskussionsbeiträge / 2"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~person:"Wohar, Mark E."
~subject:"Estimation"
~subject:"Marktmikrostruktur"
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Hess, Dieter
Wohar, Mark E.
Craig, Ben R.
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Will the valuation ratios revert to their historical means? : Some evidence from breakpoint tests
Carlson, John B.
(
contributor
);
Pelz, Eduard A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611390
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Time varying covariance structures in financial markets
Gerhard, Frank
-
1996
Persistent link: https://www.econbiz.de/10013388200
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