Pages that link to "Item:Q5750316"

The following pages link to Econometric tests of rationality and market efficiency (Q5750316):

Displaying 9 items.

• The forward discount puzzle and market efficiency (Q691616) (← links)
• Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets (Q853873) (← links)
• Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
• The New Keynesian Phillips curve revisited (Q964556) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY (Q2886984) (← links)