Download or read book Essays on Conditional Pricing of Finnish Stocks written by Markku Malkamäki and published by . This book was released on 1993 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Conditional Asset Pricing Models and Predictability of Finnish Stock Returns written by Mika Vaihekoski and published by . This book was released on 1997 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Conditional Pricing of Finnish Stocks written by Markku Malkamäki and published by . This book was released on 1993 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book European Equity Markets and Corporate Financial Decisions written by John Doukas and published by Psychology Press. This book was released on 1993 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: European Equity Markets and Corporate Financial Decisions explores the current nature of corporate decisions faced by European financial managers, the highly interdependent financial and economic environment in which they function, and how that environment seeks complete integration with other financial and economic environments. The contributing authors provide a timely core of theoretical and empirical investigations on a set of European equity markets and corporate financial management decisions to give readers a deeper understanding of equity markets in Europe.
Download or read book Global Market and Currency Risk in Finnish Stock Market written by Mika Vaihekoski and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Using conditional international asset pricing models, this paper investigates whether global market and currency risks are priced in the Finnish stock market. We take the view of Finnish investors and study the pricing of the market portfolio and industry portfolios using monthly data from 1987 to 2000. The results give strong support for the pricing of the global market risk yet the local market risk is also priced suggesting mild segmentation. We find strong support for the pricing of currency risk. This suggest that Finnish investors should be concerned with the currency risk even when investing in domestic stocks.
Download or read book Bulletin written by and published by . This book was released on 1993 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exchange Rate Interest Rate and Stock Market Price Volatility for Value at risk Analysis written by Monica Ahlstedt and published by . This book was released on 1997 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tiivistelmä.
Download or read book Analysis of Financial Risks in a GARCH Framework written by Monica Ahlstedt and published by . This book was released on 1998 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sammandrag.
Download or read book International Securities written by George C. Philippatos and published by . This book was released on 2001 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Year Book written by Suomen Pankki and published by . This book was released on 1993 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Studies on Market Structure and Technological Innovation written by Tuomas Saarenheimo and published by . This book was released on 1994 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1994 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bibliographie der Staats und Wirtschaftswissenschaften written by and published by . This book was released on 1993 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finnish Journal of Business Economics written by and published by . This book was released on 1992 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on International Finance written by Jungwon Suh and published by . This book was released on 2000 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Growth International Trade and Factor Price Equalization written by Ufuk Demiroglu and published by . This book was released on 1999 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
