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~person:"Hjalmarsson, Erik"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Hjalmarsson, Erik
Caporale, Guglielmo Maria
87
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39
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37
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Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik
;
Manchev, Peter
-
2009
Persistent link: https://www.econbiz.de/10009535469
Saved in:
2
Diversification across characteristics
Hjalmarsson, Erik
-
2009
Persistent link: https://www.econbiz.de/10009535464
Saved in:
3
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2009
Persistent link: https://www.econbiz.de/10009535470
Saved in:
4
Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik
-
2008
Persistent link: https://www.econbiz.de/10003997782
Saved in:
5
Testing the expectations hypothesis when interest rates are near integrated
Beechey, Meredith Jane
;
Hjalmarsson, Erik
;
Österholm, Pär
-
2008
Persistent link: https://www.econbiz.de/10009269043
Saved in:
6
Jackknifing stock return predictions
Chiquoine, Benjamin
;
Hjalmarsson, Erik
-
2008
Persistent link: https://www.econbiz.de/10009269061
Saved in:
7
Predicting global stock returns
Hjalmarsson, Erik
-
2008
Persistent link: https://www.econbiz.de/10008990364
Saved in:
8
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
9
A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik
;
Österholm, Pär
-
2007
Persistent link: https://www.econbiz.de/10003997612
Saved in:
10
The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik
-
2007
Persistent link: https://www.econbiz.de/10003997742
Saved in:
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