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~subject:"Kapitaleinkommen"
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Testing for unit roots : 2
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Kapitaleinkommen
Theorie
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Savin, N. Eugene
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Lobato, Ignacio N.
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O'Doherty, Michael
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Tiwari, Ashish
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International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
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2
Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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3
The disappearing size effect
Horowitz, Joel
;
Loughran, Tim
;
Savin, N. Eugene
- In:
Research in economics : an international review of economics
54
(
2000
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001474617
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4
Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
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5
Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
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