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Efficient estimation of price adjustment coefficients
Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10009758959
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Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
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Short and long run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - 1996
Persistent link: https://www.econbiz.de/10000948239
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Short and long-run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001363520