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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~language:"eng"
~subject:"Effizienzmarkthypothese"
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Börsenkurs
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Estimation theory
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Advances in quantitative analysis of finance and accounting : a research annual
Discussion paper / Centre for Economic Forecasting
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
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12
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Cointegration and joint market efficiency
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1996
Persistent link: https://www.econbiz.de/10000561695
Saved in:
2
Cointegration and joint market efficiency
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1996
Persistent link: https://www.econbiz.de/10000927958
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
4
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
5
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
6
The correlation structure of the world stock market
Hunter, John Edward
- In:
Advances in quantitative analysis of finance and …
2
(
1993
),
pp. 1-37
Persistent link: https://www.econbiz.de/10001148527
Saved in:
7
Testing for nonlinearity in daily German stock returns
Funke, Michael
-
1993
Persistent link: https://www.econbiz.de/10000142708
Saved in:
8
Non-parametric estimates of the foreign exchange risk premium and tests of exchange market efficiency
Wickens, Michael
;
Thomas, Stephen
-
1991
Persistent link: https://www.econbiz.de/10000130908
Saved in:
9
Weak-form efficiency in the Hong Kong stock market
Callen, Jeffrey L.
(
contributor
)
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 149-159
Persistent link: https://www.econbiz.de/10001112388
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