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Bank lending in Switzerland : driven by business models and exposed to uncertainty
Beutler, Toni; Gubler, Matthias; Hauri, Simona; … - In: International review of financial analysis 78 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013255872
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Cross-vintage encompassing
Cook, Steven - 1997
Persistent link: https://www.econbiz.de/10000643783
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Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models
Phillips, Herbert E. - In: International review of financial analysis 2 (1993) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10001162880
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A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem; Pesaran, Bahram - 1989
Persistent link: https://www.econbiz.de/10000130921
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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Solution of multivariate linear rational expectations models and large sparse linear systems
Binder, Michael; Pesaran, M. Hashem - 1997
Persistent link: https://www.econbiz.de/10000628999
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Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation
Binder, Michael; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607816
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350667
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The statistical properties of parameters inferred from the Black-Scholes formula
Butler, John S. - In: International review of financial analysis 5 (1996) 3, pp. 223-235
Persistent link: https://www.econbiz.de/10001233346