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On the inverse of the covariance matrix in portfolio analysis
Stevens, Guy V. G. - 1997
Persistent link: https://www.econbiz.de/10000978988
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - 1998
Persistent link: https://www.econbiz.de/10000996016
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On risk, rational expectations, and efficient asset markets
Stevens, Guy V. G.; Akbarian, Dara - 1994
Persistent link: https://www.econbiz.de/10000893004
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Precautionary portfolio behavior from a life-cycle perspective
Bertaut, Carol C. - 1996
Persistent link: https://www.econbiz.de/10000956310
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.; Hendry, David F.; Tran, Hong-anh - 1993
Persistent link: https://www.econbiz.de/10000873721
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Measuring international economic linkages with stock market data
Ammer, John; Mei, Jianping - 1993
Persistent link: https://www.econbiz.de/10000866975
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Annual statistical digest
Federal Reserve System / Board of Governors - Washington, DC : [Verlag nicht ermittelbar] - 1971/1975 [?]-1990/1995
Persistent link: https://www.econbiz.de/10000434093
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Banking and monetary statistics : 1941 - 1970
1976
Persistent link: https://www.econbiz.de/10000710445
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Models to project net income and stressed capital
In: Economic & financial modelling : a journal of the … 20 (2013) 2, pp. 52-98
Persistent link: https://www.econbiz.de/10010245445