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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - 2000
Persistent link: https://www.econbiz.de/10001529295
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Co-integration and the term structure of Finnish short-term interest rates
Lanne, Markku - 1994
Persistent link: https://www.econbiz.de/10000898848
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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000955968
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Testing the predictability of stock returns
Lanne, Markku - 2000
Persistent link: https://www.econbiz.de/10001529323
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests
Jokivuolle, Esa; Lanne, Markku - 1995
Persistent link: https://www.econbiz.de/10000926351