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type_genre:"Survey"
type_genre:"Übersichtsarbeit"
~person:"Brenner, Robin James"
~person:"Cochrane, John H."
~subject:"Zeitreihenanalyse"
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Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009710832
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2
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001218112
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Volatility tests and efficient markets : a review essay
Cochrane, John H.
- In:
Journal of monetary economics
27
(
1991
)
3
,
pp. 463-485
Persistent link: https://www.econbiz.de/10001108299
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