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Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan - 1994
Persistent link: https://www.econbiz.de/10000894638
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R. - 1994
Persistent link: https://www.econbiz.de/10000895165
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Econometric modelling of long-run relations and common trends : theory and applications
Jusélius, Katarina (contributor) - 1994
Persistent link: https://www.econbiz.de/10000895833
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Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895834
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GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896212
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896401