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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"University of Exeter / Department of Economics"
~subject:"Portfolio-Management"
~subject:"Rational expectations"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
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Theorie
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9
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Tzavalis, Elias
5
Harris, Richard D. F.
4
Abadir, Karim Maher
2
Bulkley, George
2
Christodoulakis, George A.
1
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1
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1
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1
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University of Exeter / Department of Economics
National Bureau of Economic Research
694
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62
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
47
Institute of Finance and Accounting <London>
22
Rodney L. White Center for Financial Research
21
Centre for Analytical Finance <Århus>
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Birkbeck College / Department of Economics
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Springer Fachmedien Wiesbaden
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10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
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9
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8
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8
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8
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ECONIS (ZBW)
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1
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
Saved in:
2
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
3
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
Saved in:
4
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
5
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
6
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
7
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
8
Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943010
Saved in:
9
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
10
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
Saved in:
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