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Estimating betas on daily data for a small stock market
Berglund, Tom; Liljeblom, Eva; Löflund, Anders - 1987
Persistent link: https://www.econbiz.de/10003488798
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Structural changr and efficiency in the Indian stock market : an econometric analysis
Chattopadhyay, Arup Kumar; Rakshit, Debdas; Chatterjee, … - In: Research bulletin / The Institute of Cost Accountants … 44 (2018) 2, pp. 81-94
Persistent link: https://www.econbiz.de/10012130188
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Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku - 1992
Persistent link: https://www.econbiz.de/10000136069
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000834763
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000839839
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Stochastic and deterministic trends in Finnish macroeconomic time series
Lindén, Mikael - 1991
Persistent link: https://www.econbiz.de/10000807590
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Incorporating data and theory in roundwood supply and demand estimation
Hetemäki, Lauri - In: American journal of agricultural economics 74 (1992) 4, pp. 1010-1018
Persistent link: https://www.econbiz.de/10001135023
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Finnish GNP-series 1954/I - 1990/IV: small shock persistance or trend stationarity? : Some evidence with variance ratio estimates
Lindén, Mikael - In: Empirical economics : a journal of the Institute for … 20 (1995) 2, pp. 333-349
Persistent link: https://www.econbiz.de/10001182493