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~person:"Dijk, Ronald van"
~person:"Rijsbergen, David"
~subject:"State space model"
~subject:"United States"
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State space model
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Dijk, Ronald van
Rijsbergen, David
Lucas, André
43
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11
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ECONIS (ZBW)
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Washington meets Wall Street : a closer examination of the presidential cycle puzzle
Kräussl, Roman
;
Lucas, André
;
Rijsbergen, David
; …
-
2008
Persistent link: https://www.econbiz.de/10003787145
Saved in:
2
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
Saved in:
3
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
-
2001
Persistent link: https://www.econbiz.de/10001554542
Saved in:
4
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966934
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