scientific article; zbMATH DE number 1136457

MaRDI QIDQ4381642zbMATH OpenFDO

Authors Ralf Östermark

Publication date 1 April 1998

zbMATH Keywords

Finnish derivativesJapanese stock marketspectral analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Multivariate cointegration analysis of the Finnish-Japanese stock markets
• State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)
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• Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism

Cited in

(3)

• The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model
• State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)
• Multivariate cointegration analysis of the Finnish-Japanese stock markets

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