Narrow search
Showing 1 - 10 of 90
Cover Image
Random models for the instability of market risk : empirical tests on data from the HeSE
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000752191
Cover Image
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
Cover Image
A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
Knif, Johan - 1984
Persistent link: https://www.econbiz.de/10002230217
Cover Image
Finnish beta coefficients empirical evidence of instability
Knif, Johan - In: Liiketaloudellinen aikakauskirja 37 (1988) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10001050197
Cover Image
Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns
Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Financial Review 56 (2019) 1, pp. 179-198
Persistent link: https://www.econbiz.de/10012191214
Cover Image
Spectral characteristics of common stock return series
Knif, Johan; Luoma, Martti - 1992
Persistent link: https://www.econbiz.de/10000836262
Cover Image
Interdependence and usefulness of different market risk measures
Knif, Johan; Sand°as, Dag - 1989
Persistent link: https://www.econbiz.de/10000779046
Cover Image
Risk persistence in common stock returns : an empirical investigation on the HeSE
Knif, Johan; Sand°as, Dag - 1989
Persistent link: https://www.econbiz.de/10000779052
Cover Image
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