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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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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil - 2014
Persistent link: https://www.econbiz.de/10010412522
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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Three essays in macroeconomic empirics and monetary theory
Zhu, Feng - 2004
Persistent link: https://www.econbiz.de/10003551774
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Essays in corporate finance
Suárez, Gustavo A. - 2005
Persistent link: https://www.econbiz.de/10003384629
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Bootstrap applications in finance: revisiting the equity premium puzzle
Böhm, Matthias - 2016
Persistent link: https://www.econbiz.de/10011717300
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On the estimation of persistence in the context of general ARFIMA processes
Xu, Qiang - 1992
Persistent link: https://www.econbiz.de/10000898893
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The predictability of stock returns
Zhou, Zong-guo - 1993
Persistent link: https://www.econbiz.de/10000902613
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Stock market and real activity cointegration analysis : application to US and Japan markets
Ansotegui, Carmen - 1993
Persistent link: https://www.econbiz.de/10000907345