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Exact testing in multivariate...
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ECONIS (ZBW)
11,448
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1
Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt
Warfsmann, Jürgen
-
1993
Persistent link: https://www.econbiz.de/10009700928
Saved in:
2
Hypothesis testing in event studies : the case of variance changes
Giaccotto, Carmelo
- In:
Journal of economics & business
48
(
1996
)
4
,
pp. 349-370
Persistent link: https://www.econbiz.de/10001209184
Saved in:
3
Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic
Glascock, John Leslie
(
contributor
)
- In:
Journal of economics & business
43
(
1991
)
1
,
pp. 49-57
Persistent link: https://www.econbiz.de/10001102253
Saved in:
4
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
Saved in:
5
Messung des besonderen Kursrisikos durch Varianzzerlegung
Huschens, Stefan
- In:
Kredit und Kapital
31
(
1998
)
4
,
pp. 567-591
Persistent link: https://www.econbiz.de/10001255167
Saved in:
6
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
7
Cross-sectional regressions using event study abnormal returns
Trifts, Jack W.
- In:
Advances in investment analysis and portfolio …
2
(
1994
),
pp. 97-117
Persistent link: https://www.econbiz.de/10001185490
Saved in:
8
Statistische Prognosemodelle zur Optimierung von Wertpapierportefeuilles : eine empirische Überprüfung am deutschen Aktienmarkt
Müller, Gerhard
-
1996
Persistent link: https://www.econbiz.de/10013410395
Saved in:
9
Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph
-
1994
Persistent link: https://www.econbiz.de/10000891941
Saved in:
10
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1990
Persistent link: https://www.econbiz.de/10000811111
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