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Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10008990625
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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Unerwartete Gewinn- und Dividendeninformationen am deutschen Aktienmarkt : eine empirische Analyse
Werner, Mathias - 1999
Persistent link: https://www.econbiz.de/10000684108
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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Essays on momentum, autoregressive returns, and conditional volatility : evidence from the Saudi stock market
Alsubaie, Abdullah - 2007
Persistent link: https://www.econbiz.de/10009696677
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Essays in financial economics : empirical research on the Japanese stock market
Iwasawa, Seiichiro - 2003
Persistent link: https://www.econbiz.de/10003628392
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Empirical research on hedge funds : intentional return smoothing, autocorrelation and heterogeneity
Bürgi, Anina Cristina - 2008
Persistent link: https://www.econbiz.de/10003845967
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The analytics of labour supply under alternative risk regimes
Kanwar, Sunil - 1991
Persistent link: https://www.econbiz.de/10000864878
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Landwirtschaft und Makroökonomie : Abbildung ausgewählter Zusammenhänge mit vektorautoregressiven Modellen
Kuhl, Michaela - 1998
Persistent link: https://www.econbiz.de/10000673271