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Sökning efter: Johan Knif 16 träffar

Titel Författare År Språk
1 Time varying risk and CAPM-tests on data from a small stock market Tom Berglund 1992 Engelska
2 The impact of volatility development on the pricing of equity - an empirical study covering a period of market deregulations in Finland Kenneth Högholm 1999 Engelska
3 An analysis of lead-lag structures using a frequency domain approach - empirical evidence from the Finnish and Swedish stock markets Johan Knif 1993 Engelska
4 Common short-term volatility on international stock markets Johan Knif 1998 Engelska
5 A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression Johan Knif 1984 Engelska
6 Interdependence and usefulness of different market risk measures Johan Knif 1989 Engelska
7 Local and global price memory of international stock markets Johan Knif 1997 Engelska
8 A new look at stock return indicators and their impact under different market conditions Johan Knif 1995 Engelska
9 Order persistence among market risks of common stocks over time - empirical evidence from two thin stock markets Johan Knif 1993 Engelska
10 Parameter variability in the single factor market model - an empirical comparison of tests and estimation procedures using data from the Helsinki Stock Exchange Johan Knif 1989 Engelska
11 Predictability of conditional moments of a time-varying distribution of expected returns on a small stock market Johan Knif 1993 Engelska
12 Random models for the instability of market risk - empirical tests on data from the HeSE Johan Knif 1988 Engelska
13 Risk persistence in common stock returns - an empirical investigation on the HeSe Johan Knif 1989 Engelska
14 Tests for market model instability - an empirical comparison of tests using recursive residuals Johan Knif 1988 Engelska
15 Portfolio management and beta stability Thomas Lindqvist 1999 Engelska
16 Common long-term and short-term price memory on two Scandinavian stock markets Seppo Pynnönen 1996 Engelska

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