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The studentś t dynamic linear regression : re-examining volatility modeling
Heracleous, Maria S.; Spanos, Aris - 2006
Persistent link: https://www.econbiz.de/10003331398
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Technical change, the long-run behavior of the United States stock market, and an enquiry into the accuracy of simulations
Peralta-Alva, Adrian - 2003
Persistent link: https://www.econbiz.de/10003385463
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Regression based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - 2015
Persistent link: https://www.econbiz.de/10010509481
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Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
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Does firm-specific information in stock prices guide capital allocation?
Durnev, Art; Morck, Randall; Yeung, Bernard - 2001
Persistent link: https://www.econbiz.de/10001547743
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Asset prices, booms and recessions : financial economics from a dynamic perspective
Semmler, Willi - 2011 - 3. ed.
Persistent link: https://www.econbiz.de/10009161843
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Asset prices, booms and recessions : financial economics from a dynamic perspective
Semmler, Willi - 2006 - 2nd ed.
international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and … Theory: CAPM and Extensions.- Consumption Based Asset Pricing Models.- Production Based Asset Pricing Models. Foreign …
Persistent link: https://www.econbiz.de/10003139161
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Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
Pierdzioch, Christian; Stadtmann, Georg - In: Kredit und Kapital 33 (2000) 3, pp. 377-409
Persistent link: https://www.econbiz.de/10001526529
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Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter; Nordén, Lars - 1996
Persistent link: https://www.econbiz.de/10000932356