Narrow search
Showing 1 - 10 of 14,659
Cover Image
Quantitative corporate finance
Guerard, John Baynard; Saxena, Anureet; Gültekin, … - 2021 - Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets: Theory of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Cover Image
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper; Wel, Michael van der - 2010
Persistent link: https://www.econbiz.de/10003947812
Cover Image
Extending the Fama and French model with a long term memory factor
López-García, M. N.; Trinidad-Segovia, J. E.; … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Cover Image
Delineating spatial markets using multivariate time series
Benson, Bruce L.; Faminow, Merle D.; Marquis, Milton H.; … - In: The review of regional studies : a joint publ. of the … 25 (1995) 3, pp. 247-269
Persistent link: https://www.econbiz.de/10001218384
Cover Image
Arbitrage, Market Definition and Monitoring a Time Series Approach
Burke, Simon P. - 2012
This article considers the application to regional price data of time series methods to test stationarity, multivariate cointegration and exogeneity. The discovery of stationary price differentials in a bivariate setting implies that the series are rendered stationary by capturing a common trend...
Persistent link: https://www.econbiz.de/10013103776
Cover Image
Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
Cover Image
Mergers and government policy
Sapozhnikov, Margarita - 2006
Persistent link: https://www.econbiz.de/10003837665
Cover Image
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 155 (2010) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Cover Image
Nonlinearity nonstationarity, and thick tails : how they interact to generate persistency in memory
Miller, J. Isaac (contributor); Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273861
Cover Image
Comparative analysis of company forecasts and advanced time series techniques using annual electric utility energy sales data
Huss, William R. - In: International journal of forecasting 1 (1985) 3, pp. 217-239
Persistent link: https://www.econbiz.de/10001033940