Replicating patterns in autocorrelated financial time series

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Bank and financial market efficiency
1. Verfasser:	Gorener, Rifat (VerfasserIn)
Weitere Verfasser:	Demirel, Omer (VerfasserIn), Norsworthy, John Randolph (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2004
Schlagworte:	1996-2000 > Börsenkurs > Zeitreihenanalyse > Autokorrelation > Bootstrap-Verfahren > USA > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Bank failures in banking panics : risky banks or road kill?	2004	Dwyer, Gerald P.
Ownership structure, operating inefficiency and regulatory reform : an analysis of US thrifts	2004
Management of earnings by financial institutions in the Indian subcontinent	2004	Anandarajan, Asokan
Bancassurance and the future of banking	2004	Nurullah, Mohamed
Information and international spread of banking panics	2004	Vaugirard, Viktor E.
Stock market and economic forces during liberalization : Korean experience	2004	Goswami, Gautam
Monetary collapse during the Great Depression : did the stock of money fall, or was it pushed?	2004	Evans, Paul D.
Loan repayment in the Grameen Bank : the importance of borrower opportunity cost and gender	2004	Ameen, Farhad
State of informational efficiency of the South African equity market during the apartheid, transition and the post-apartheid periods	2004	Hasan, Tanweer
Bank mergers in South Korea : does government intervention add value?	2004	Choi, Sungho
Bidder gains : the undervaluation hypothesis	2004	Raj, Mahendra
Replicating patterns in autocorrelated financial time series	2004	Gorener, Rifat
Foreign portfolio investments and stock prices : an application to an emerging market	2004	Kiymaz, Halil