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type_genre:"Survey"
type_genre:"Übersichtsarbeit"
~person:"Cochrane, John H."
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Cochrane, John H.
Gil-Alaña, Luis A.
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Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
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2
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009710832
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3
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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Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
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