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Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.; Linton, Oliver; Vorkink, Keith - 2001
Persistent link: https://www.econbiz.de/10001592532
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Is there chaos in the world economy? : A nonparametric test using consistent standard errors
Linton, Oliver; Shintani, Mototsugu - 2001
Persistent link: https://www.econbiz.de/10001592534
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1999
Persistent link: https://www.econbiz.de/10001415847
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Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003
Persistent link: https://www.econbiz.de/10001853337