haku: @indexterm TIME SERIES / yhteensä: 413
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103.
GARCH-Effekte auf dem deutschen Aktienmarkt
Zeitschrift für Betriebswirtschaft
1997 : VOL. 67:3, p. 311-331
 1997 Dankenbring, H.
Missong, M.
104.
On trend estimation of time-series: a simple linear programming approach
Journal of the Operational Research Society
1997 : JAN, VOL. 48:1, p. 90-96
 1997 Mosheiov, G.
Raveh, A.
105.
Empirics for economic growth and convergence
European Economic Review
1996 : JUN, VOL. 40:6, p. 1353-1375
 1996 Quah, D. T.
106.
Long term dependence in stock returns
Journal of Empirical Finance
1996 : DEC, VOL. 3:4, p. 393-420
 1996 Jacobsen, B.
107.
A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 147-161
 1996 Kato, H.
108.
How naive is the stock market's use of earnings information?
Journal of Accounting & Economics
1996 : JUN, VOL. 21:3, p. 319-337
 1996 Ball, R.
Bartov, E.
109.
Estimating earnings response coefficients: Pooled versus firm-specific models
Journal of Accounting & Economics
1996 : JUN, VOL. 21:3, p. 279-295
 1996 Teets, W. R.
Wasley, C. E.
110.
The engine of growth or its handmaiden?
Empirical Economics
1996 : VOL. 21:1, p. 77-112
 1996 Riezman, R.
Whiteman, C.
Summers, P.
111.
Chaos and nonlinear dynamics in financial and nonfinancial time series: evidence from Finland
European Journal of Operational Research
1996 : AUG 23, VOL. 93:1, p. 155-172
 1996 Takala, K.
Viren, M.
112.
Dinamica caotica y politica economica.
Informacion Comercial Espanola
1996 : MAY, 753, p.7-23
 1996 Fernanadez Diaz, A.
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