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subject:"Portfolio selection"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Lo, Andrew W."
~person:"Rudebusch, Glenn D."
~subject:"Betriebliche Investitionstheorie"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"Yield curve"
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Portfolio selection
Betriebliche Investitionstheorie
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1962-1987
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Lo, Andrew W.
Rudebusch, Glenn D.
Phillips, Peter C. B.
13
White, Halbert
5
Engle, Robert F.
4
Stock, James H.
4
Abadir, Karim Maher
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Andrews, Donald W. K.
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Hong, Yongmiao
3
Nelson, Daniel B.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
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Working papers series / Federal Reserve Bank of San Francisco
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Journal of econometrics
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The Econometric and Tinbergen Institutes Lectures
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The review of financial studies
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American economic journal : a journal of the American Economic Association
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Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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