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Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F. - 1997
Persistent link: https://www.econbiz.de/10000966504
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
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The HP-filter in cross-country comparisons
Marcet, Albert (contributor); Ravn, Morten O. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627211
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943015
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The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.; Sanchez-Valle, René - 1998
Persistent link: https://www.econbiz.de/10000998646
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Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier (contributor); Wolf, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
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Inflation, political instability and stockmarket volatility in interwar Germany
Voth, Hans-Joachim (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560433
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168159