haku: @author Östermark, R. / yhteensä: 10
viitteet: 1-10 / 10
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1.
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems
European Journal of Operational Research
2004 : JAN, VOL. 152:1, p. 195-214
 2004 Östermark, R.
2.
Multivariate cointegration analysis of the Finnish-Japanese stock markets
European Journal of Operational Research
2001 : NOV, VOL. 134:3, p. 498-507
 2001 Östermark, R.
3.
A rolling test of Granger causality between the Finnish and Japanese security markets
Omega
1997 : DEC, VOL. 25:6, p. 635-642
 1997 Aaltonen, J.
Östermark, R.
4.
VARMAX-modelling of blast furnace process variables.
European Journal of Operational Research
1996 : APR 5, VOL. 90:1, p. 85-101
 1996 Östermark, R.
Sax`n, H.
5.
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies.
European Journal of Operational Research
1991 : NOV 6, VOL. 55:1, p. 46-56
 1991 Östermark, R.
6.
Portfolio efficiency of univariate time series models.
Omega
1990 : VOL. 18:2, p. 159-169
 1990 Östermark, R.
7.
A super criterion for testing portfolio efficiency. Empirical evidence on Finnish stock data.
European Journal of Operational Research
1990 : JUN 15, VOL. 46:3, p. 304-312
 1990 Östermark, R.
8.
Arbitrage pricing models for two Scandinavian stock markets.
Omega
1989 : VOL. 17:5, p. 437-447
 1989 Östermark, R.
9.
Predictability of Finnish and Swedish stock returns.
Omega
1989 : VOL. 17:3, p. 223-236
 1989 Östermark, R.
10.
On the relationship between the empirical market line for the Finnish stock exchange and international evidence.
Liiketaloudellinen aikakauskirja
1987 : VOL. 36:3, p. 244-259
 1987 Östermark, R.
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