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Bootstrapping and simulation tests of long-term patterns in stock market behavior
Goetzmann, William N. - 1990
Persistent link: https://www.econbiz.de/10011454189
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Essays in corporate finance
Suárez, Gustavo A. - 2005
Persistent link: https://www.econbiz.de/10003384629
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The time series behavior of stock market volatility and returns
Nelson, Daniel B. - 1988
Persistent link: https://www.econbiz.de/10000815335
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The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX
Höchstötter, Markus - 2006
Persistent link: https://www.econbiz.de/10003354675
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Tests of stochastic dominance for time series data : theory and empirical application
Kläver, Hendrik - 2006
Die vorliegende Arbeit untersucht Tests auf stochastische Dominanz, welche ein grundlegendes Konzept der Entscheidungstheorie ist. Hierbei konzentrieren wir uns auf stochastische Dominanz erster und zweiter Ordnung. Diese sind die beiden wichtigsten Entscheidungsregeln und finden Anwendung in...
Persistent link: https://www.econbiz.de/10003315772
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Return patterns of German open-end real estate funds : an empirical explanation of smooth fund returns
Gläsner, Sebastian Michael - 2010
Persistent link: https://www.econbiz.de/10003933039
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Accounting conservatism and the asymmetry in the earnings response to current and lagged returns
Price, Richard A. - 2005
Persistent link: https://www.econbiz.de/10003952996
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Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina - 2011
Persistent link: https://www.econbiz.de/10008807364
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Time-varying factor models for equity portfolio management
Ebner, Markus - 2007
Persistent link: https://www.econbiz.de/10003666905