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Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf - 1990
Persistent link: https://www.econbiz.de/10000799612
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Modelling dynamic systems with biased regression and spectral methods : comparative evidence in the time and frequency domains
Östermark, Ralf - 1991
Persistent link: https://www.econbiz.de/10000812812
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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000755344
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Empirical evidence on the dynamics of economic forces on a thin stock market
Östermark, Ralf - 1989
Persistent link: https://www.econbiz.de/10000761457
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Efficient time series models of Finnish stock returns obtained with a Cartesian ARIMA Search Algorithm
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752178
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Predictability of individual stock returns on the Finnish and Swedish stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752180
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Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752181
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Multivariate EGARCHX-modelling of the international asset return signal response mechanism
Östermark, Ralf - In: International journal of finance & economics : IJFE 2 (1997) 3, pp. 249-262
Persistent link: https://www.econbiz.de/10001227630
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Measuring the impact of information timeless on the predictability of stock index and stock index futures returns : an application of vector models
Östermark, Ralf; Hernesniemi, Hannu - 1992
Persistent link: https://www.econbiz.de/10000845939