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person:"Wasserfallen, Walter"
type:"article"
~language:"eng"
~person:"McPherson, Matthew Q."
~subject:"Aktienindex"
~subject:"Exchange rate"
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Wasserfallen, Walter
McPherson, Matthew Q.
Lein-Rupprecht, Sarah M.
3
Sarno, Lucio
3
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2
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Finanzmarkt und Portfolio-Management
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Journal of economics & business
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
2
Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
McPherson, Matthew Q.
;
Palardy, Joseph
;
Vilasuso, Jon R.
- In:
Journal of economics & business
57
(
2005
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10002767692
Saved in:
3
Forecasting volatility in Swiss financial markets
Wasserfallen, Walter
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10001221455
Saved in:
4
SMI futures : pricing and hedging performance
Stulz, René M.
- In:
Finanzmarkt und Portfolio-Management
3
(
1989
)
4
,
pp. 288-300
Persistent link: https://www.econbiz.de/10001218777
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