✦ LIBER ✦

Cointegration and predictability of asset prices

✍ Scribed by G.M Caporale; N Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SOME FURTHER EVIDENCE ON THE PREDICTABIL

✍ J. D. Byers; D. A. Peel 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 412 KB

ASSET PRICES AND ASSET QUANTITIES

✍ Monika Piazzesi; Martin Schneider 📂 Article 📅 2007 🏛 MIT Press 🌐 English ⚖ 127 KB

Asset Price Dynamics, Volatility, and Pr

✍ Anthony F. Gyles 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 446 KB

Relative Commodity Prices and Cointegrat

✍ Juergen von Hagen 📂 Article 📅 1989 🏛 American Statistical Association 🌐 English ⚖ 253 KB

Disagreement and asset prices

✍ Carlin, Bruce I.; Longstaff, Francis A.; Matoba, Kyle 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 518 KB

Rational Asset Prices

✍ George M. Constantinides 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 237 KB