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Foreign exchange rate forecasting : some vector autoregression results
Paul, M. Thomas - In: Journal of foreign exchange and international finance : … 4 (1990) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10001099195
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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Speculative dynamics
Cutler, David M. - In: The review of economic studies 58 (1991) 4, pp. 529-546
Persistent link: https://www.econbiz.de/10001114307
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Entwicklung von Verfahren zur Intelligenten Datenanalyse und ihre Anwendung auf die Prognose ökonomischer Daten
Peters, Georg - 1995
Persistent link: https://www.econbiz.de/10000933656
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Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine - In: Annales d'économie et de statistique (1995), pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
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The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet - In: The journal of financial research 11 (1988) 3, pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
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Forecasting of some major exchange rates : structural and time series model's results
Paul, M. Thomas - In: Artha vijñāna : journal of the Gokhale Institute of … 32 (1990) 3, pp. 223-255
Persistent link: https://www.econbiz.de/10001118151
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The monetary model of exchange rates and cointegration : estimation, testing and prediction
Gardeazabal, Javier - 1992
Persistent link: https://www.econbiz.de/10013278164
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Analysis of latent Gaussian models with spatial dependence
Vogler, Jan - 2016
Persistent link: https://www.econbiz.de/10011618511