Essays in empirical finance

Essays in empirical finance

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[32] Kremers, J.J.M, Ericsson, N.R., and Dolado, J.J. (1992) The Power of Cointe- gration Tests, Oxford Bulletin of Economics and Statistics, 54, 325-348. ... [36] Miiller, U.A., Dacorogna, M.M., Dave, R.D., Pictet, O.V., Olsen, R.B., and Ward, J.R. (1993) Trade with Heterogeneous Prior Beliefs and ... [43] Ramsey, J.B. ( 1999) Regression over Timescale Decompositions: A Sampling Analysis of Distributionalanbsp;...

Title:Essays in empirical finance
Author:Anders C. Johansson
Publisher:Goteborg University - 2007-01-01


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