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Analyse kointegrierter Modelle
Kurz-Kim, Jeong-Ryeol - 1994
Persistent link: https://www.econbiz.de/10013381525
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Finite-sample distributions of self-normalized sums
Kurz-Kim, Jeong-Ryeol; Kurz-Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10001739325
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The stable long-run CAPM and the cross-section of expected returns
Kurz-Kim, Jeong-Ryeol; Kurz-Kim, Jeong-Ryeol - 2002
The capital-asset-pricing model (CAPM) is one of the most popular methods of financial market analysis. But, evidence of the poor empirical performance of the CAPM has accumulated in the literature. For example, based on their empirical results regarding the relation between market Beta and...
Persistent link: https://www.econbiz.de/10001650360
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Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan - 1998
Persistent link: https://www.econbiz.de/10013440918
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Nonlinear cointegration analysis of German unemployment
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937601
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The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607
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Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - 1995
Persistent link: https://www.econbiz.de/10000903731
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Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10001410603
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Analyse kointegrierter Modelle
Kim, Jeong-Ryeol - 1994
Persistent link: https://www.econbiz.de/10004227047
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Finite-sample distributions of self-normalized sums
Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10004713379