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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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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
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Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha - In: European research studies : an international … 17 (2014) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10011383243
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A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W. - In: Journal of economics & business 40 (1988) 4, pp. 319-333
Persistent link: https://www.econbiz.de/10001069780
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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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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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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614