Measuring the impact of information timeless on the predictability of stock index and stock index futures returns : an application of vector models
Ralf Östermark and Hannu Hernesniemi
| Year of publication: |
1992
|
|---|---|
| Authors: | Östermark, Ralf ; Hernesniemi, Hannu |
| Publisher: |
°Abo |
| Subject: | Börsenkurs | Share price | Index-Futures | Index futures | Information | Prognose | Forecast | Finnland | Finland | VARMAX | 1988-1991 |
| Extent: | 17 Bl. : zahlr. graph. Darst |
|---|---|
| Series: | Memo-stencil / Företagsekonomiska Institutionen, Åbo Akademi. - Åbo : [Verlag nicht ermittelbar], ISSN 0359-0011, ZDB-ID 856493-0. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 951-650-086-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000845939