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1 Ergebnisse
1
Common Predictable Components in Regional Stock Markets:
Cheung, Yin-Wong
;
He, Jia
;
Ng, Lilian K.
Journal of Business & Economic Statistics. 15 (1997) 1 - p. 35-42 , 1997
Link:
https://www.jstor.org/stable/1392071
RT Journal T1
Common Predictable Components in Regional Stock Markets
UL https://suche.suub.uni-bremen.de/peid=jstor-1392071&Exemplar=1&LAN=DE A1 Cheung, Yin-Wong A1 He, Jia A1 Ng, Lilian K. PB American Statistical Association YR 1997 SN 0735-0015 K1 Asset pricing K1 Linkages between national equity markets K1 Maximally predictable portfolio K1 Maximal R2 K1 Maximum latent root test K1 Economics K1 Economic disciplines K1 Financial economics K1 Financial markets K1 Stock markets K1 Philosophy K1 Epistemology K1 Alethiology K1 Predictability K1 Applied economics K1 Econometrics K1 Economic indicators K1 Economic indices K1 Stock market indices K1 Information science K1 Information analysis K1 Data analysis K1 Instrumental variables K1 Mathematics K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Eigenvalues K1 Finance K1 Financial investments K1 Investment returns K1 Dividends K1 Investment return rates K1 Yield K1 Applied philosophy K1 Philosophy of science K1 Scientific method K1 Hypothesis testing K1 Null hypothesis K1 Mathematical values K1 Critical values K1 Economic statistics JF Journal of Business & Economic Statistics VO 15 IS 1 SP 35 OP 42 LK http://dx.doi.org/https://www.jstor.org/stable/1392071 DO https://www.jstor.org/stable/1392071 SF ELIB - SuUB Bremen
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