Similar Search Results

Testing the predictability of stock returns

Lanne, Markku - In: The review of economics and statistics 84 (2002) 3, pp. 407-415

Persistent link: https://www.econbiz.de/10001691395

Testing the predictability of stock returns

Lanne, Markku - 2000

Persistent link: https://www.econbiz.de/10001529323

Why it so difficult to uncover the risk-return tradeoff in stock returns?

Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125

Persistent link: https://www.econbiz.de/10003336529

Robustness of the risk-return relationship in the U.S. stock market

Lanne, Markku (contributor); Luoto, Jani (contributor) - 2007

Persistent link: https://www.econbiz.de/10003465756

Modeling conditional skewness in stock returns

Lanne, Markku; Pentti, Saikkonen - In: The European journal of finance 13 (2007) 7/8, pp. 691-704

Persistent link: https://www.econbiz.de/10003609984

Nonlinear dynamic interrelationships between real activity and stock returns

Lanne, Markku; Nyberg, Henri - 2015

Persistent link: https://www.econbiz.de/10011327712

Testing for predictability in a noninvertible ARMA model

Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2012

We develop likelihood-based tests for autocorrelation and predictability in a first order non-Gaussian and noninvertible ARMA model. Tests based on a special case of the general model, referred to as an all-pass model, are also obtained. Data generated by an all-pass process are uncorrelated...

Persistent link: https://www.econbiz.de/10009621936

Realized volatility and overnight returns

Ahoniemi, Katja; Lanne, Markku - 2010

Persistent link: https://www.econbiz.de/10008772096

Modeling conditional skewness in stock returns

Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10003197857

Why is it so difficult to uncover the risk-return tradeoff in stock returns?

Lanne, Markku; Saikkonen, Pentti - 2005

Persistent link: https://www.econbiz.de/10002700275