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Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
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Knots, matroids and the Ising model
Schwärzler, Werner; Welsh, D. J. - 1992
Persistent link: https://www.econbiz.de/10000855570
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The computational complexity of knot and matroid polynomials
Welsh, D. J. - 1991
Persistent link: https://www.econbiz.de/10000820791
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Report / Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
Sonderforschungsbereich Information und die …; … - Bonn : Univ. - Nachgewiesen 85363.1985 -
Persistent link: https://www.econbiz.de/10000107230
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
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The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David; Freris, Andrew F. - 1995
Persistent link: https://www.econbiz.de/10000924816
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376