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Forecasting and analysis of corporate financial performance with and econometric model of the firm
Elliott, J. Walter; Tinic, Seha M. - In: Journal of financial and quantitative analysis : JFQA 7 (1972) 2, pp. 1499-1526
Persistent link: https://www.econbiz.de/10002112062
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The implications of recursiveness in capital markets : theory and empirical tests
Singleton, J. Clay; Lauer, Joseph R. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10002802382
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The distribution of common stock price changes : an application of transactions time and subordinated stochastic models
Westerfield, Randolph - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 5, pp. 743-765
Persistent link: https://www.econbiz.de/10003013105
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A simulation study of effects of multicollinearity and autocorrelation on estimates of parameters
Schink, William A.; Chiu, John S. Y. - In: Journal of financial and quantitative analysis : JFQA 1 (1966) 2, pp. 36-67
Persistent link: https://www.econbiz.de/10002748006
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Mean-variance portfolio selection with either a singular or nonsingular variance-covariance matrix
Buser, Stephen A. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 3, pp. 347-361
Persistent link: https://www.econbiz.de/10001964112
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An exploratory econometric model of financial markets
Breen, William - In: Journal of financial and quantitative analysis : JFQA 4 (1969) 3, pp. 233-269
Persistent link: https://www.econbiz.de/10001943203
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The use of the control variate technique in option pricing
Hull, John - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10001056078