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1
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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2
Use of the proceeds and long-term performance of French SEO firms
Jeanneret, Pierre
- In:
European financial management : the journal of the …
11
(
2005
)
1
,
pp. 99-122
Persistent link: https://www.econbiz.de/10003061506
Saved in:
3
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
4
Contagion effect of seasonality in the ASEAN plus 3 equity markets
Abd-Rahim, Ruzita
;
Abu Hassan Shaari Mohd Nor
- In:
Jurnal ekonomi Malaysia
41
(
2007
),
pp. 111-134
Persistent link: https://www.econbiz.de/10003809314
Saved in:
5
Daily seasonality in the 19th century stocks : some evidence from the Dublin stock exchange
Hope, Edward
;
Lucy, Brian M.
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 277-282
Persistent link: https://www.econbiz.de/10003469267
Saved in:
6
The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa
;
Li, Xiafei
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
Saved in:
7
Semiparametric
estimation
for financial durations
Rodríguez Poo, Juan Manuel
;
Veredas, David
;
Pohlmeier, …
- In:
High frequency financial econometrics : recent …
,
(pp. 225-251)
.
2008
Persistent link: https://www.econbiz.de/10003579359
Saved in:
8
The effect of seasonal adjustment on the properties of business cycle regimes
Matas Mir, Antonio
;
Osborn, Denise R.
;
Lombardi, Marco
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 257-278
Persistent link: https://www.econbiz.de/10003704978
Saved in:
9
Estimating and forecasting the long-memory parameter in the presence of periodicity
Bisognin, C.
;
Lopes, Silvia R. C.
- In:
Journal of forecasting
26
(
2007
)
6
,
pp. 405 - 427
Persistent link: https://www.econbiz.de/10003542043
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10
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
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