scientific article; zbMATH DE number 1136457

zbMATH Open0895.90018MaRDI QIDQ4381642FDOQ4381642

Authors: Ralf Östermark 

Publication date: 1 April 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

spectral analysisJapanese stock marketFinnish derivatives

Mathematics Subject Classification ID

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

Cited In (2)

• 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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