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Combining analysts' forecasts with causal model forecasts of earnings growth
Terregrossa, Salvatore J., (1999)
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B., (1989)
Die Ermittlung der Faktorstruktur : ein Multifaktor-APT-Modell für den österreichischen Aktienmarkt
Aussenegg, Wolfgang, (1995)
Finite-sample distributions of self-normalized sums
Kurz-Kim, Jeong-Ryeol, (2003)
The stable long-run CAPM and the cross-section of expected returns
Kurz-Kim, Jeong-Ryeol, (2002)
Analyse kointegrierter Modelle
Kurz-Kim, Jeong-Ryeol, (1994)