Generalized Gaussian bridges Lähettänyt globaladmin Ma, 09.06.2014 - 09.16 Lue lisää Generalized Gaussian bridges
Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen Lähettänyt globaladmin Pe, 23.05.2014 - 05.45 Lue lisää Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies Lähettänyt globaladmin La, 04.01.2014 - 12.14 Lue lisää A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
Predicting Market Turning Points Lähettänyt globaladmin Ke, 11.12.2013 - 11.03 Lue lisää Predicting Market Turning Points
Structural and Cognitive Aspects of Social Capital and All-Cause Mortality: A Meta-Analysis of Cohort Studies Lähettänyt globaladmin Ti, 10.12.2013 - 06.40 Lue lisää Structural and Cognitive Aspects of Social Capital and All-Cause Mortality: A Meta-Analysis of Cohort Studies
Four Reasons Why Stock Prices Moves Lähettänyt globaladmin Ma, 28.01.2013 - 11.15 Lue lisää Four Reasons Why Stock Prices Moves
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors. Lähettänyt globaladmin Ma, 12.03.2012 - 12.26 Lue lisää Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors.
Cross-dynamics of exchange rate expectations Lähettänyt globaladmin To, 26.01.2012 - 08.42 Lue lisää Cross-dynamics of exchange rate expectations
Nonparametric Event Study Tests for Testing Cumulative Abnormal Returns Lähettänyt globaladmin Ke, 25.01.2012 - 16.17 Lue lisää Nonparametric Event Study Tests for Testing Cumulative Abnormal Returns
Exchange risk and universal returns: A test of international arbitrage pricing theory Lähettänyt globaladmin Ma, 19.12.2011 - 14.08 Lue lisää Exchange risk and universal returns: A test of international arbitrage pricing theory
