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Testing for common autocorrela...
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A new look at the volatility information flows between stock markets
Pynnönen, Seppo
;
Knif, Johan
;
Luoma, Martti
-
1994
Persistent link: https://www.econbiz.de/10000881460
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2
An analysis of lead-lag structures using a frequency domain approach : empirical evidence from the Finnish and Swedish stock markets
Knif, Johan
-
1993
Persistent link: https://www.econbiz.de/10000141951
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3
Testing for common autocorrelation features between two Scandinavian stock markets
Knif, Johan
;
Pynnönen, Seppo
;
Luoma, Martti
-
1995
Persistent link: https://www.econbiz.de/10000907841
Saved in:
4
Common short-term volatility on international stock markets
Knif, Johan
;
Pynnönen, Seppo
-
1998
Persistent link: https://www.econbiz.de/10001543455
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5
Spectral characteristics of common stock return series
Knif, Johan
;
Luoma, Martti
-
1992
Persistent link: https://www.econbiz.de/10000836262
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6
Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange
Knif, Johan
-
1989
Persistent link: https://www.econbiz.de/10013277883
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7
Testing for homogeneity of several multivariate regression models
Pynnönen, Seppo
-
1988
Persistent link: https://www.econbiz.de/10000748314
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8
On estimating the dimension of a model
Pynnönen, Seppo
-
1985
Persistent link: https://www.econbiz.de/10000712320
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9
Testing for additional information in variables in multivariate normal classification with unequal covariance matrices
Pynnönen, Seppo
-
1988
Persistent link: https://www.econbiz.de/10000009149
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10
Testing for redundancy of variables in two group quadratic discriminant analysis
Pynnönen, Seppo
-
1992
Persistent link: https://www.econbiz.de/10000844645
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