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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.; Maharaj, Elizabeth Ann - 2004
Persistent link: https://www.econbiz.de/10002474629
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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Incorporating a tracking signal into state space models for exponential smoothing
Snyder, Ralph D.; Koehler, Anne B. - 2006
Persistent link: https://www.econbiz.de/10003365310
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Latent variable analysis and partial correlation graphs for multivariate time series
Fried, Roland; Didelez, Vanessa - 2003
Persistent link: https://www.econbiz.de/10001788629
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Forecasting time-series with correlated seasonality
Gould, Phillip G.; Koehler, Anne B.; Vahid-Araghi, Farshid - 2004
Persistent link: https://www.econbiz.de/10002479526
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The concept, policy use and measurement of structural unemployment : estimating a time varying NAIRU across 21 OECD countries
Richardson, Pete (contributor) - 2000
Persistent link: https://www.econbiz.de/10013427079
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Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander; Seepe, Andre - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592608