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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A., (1994)
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin, (1998)
Estimating the density tail index for financial time series
Kearns, Phillip, (1997)
Security factors as linear combinations of economic variables
Zhou, Guofu, (1999)
Small sample rank tests with applications to asset pricing
Zhou, Guofu, (1995)
Small sample tests of portfolio efficiency
Zhou, Guofu, (1991)