Common nonstationary components of asset prices-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Common nonstationary components of asset prices

Published:1988-06 Issue:2-3 Volume:12 Page:347-364
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Bossaerts Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference24 articles.

1. Portfolio separation, aggregation and equilibrium rates of return in a recursive economy;Bossaerts,1987

2. A canonical analysis of multiple time series;Box;Biometrika,1977

3. An intertemporal equilibrium beta pricing model;Connor,1987

4. On the theory of cointegrated economic time series;Engle,1987

5. Co-integration and error correction: Representation, estimation, and testing;Engle;Econometrica,1987

Cited by 83 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Emotional Engagement and Trading Performance;Management Science;2023-10-11

2. Analysis of performance of the pairs trading strategy using public sector enterprises stocks;RECENT ADVANCES IN SCIENCES, ENGINEERING, INFORMATION TECHNOLOGY & MANAGEMENT;2023

3. Macroeconomic fundamentals and cryptocurrency prices: A common trend approach;Financial Management;2022-12-27

4. BayVAR_R: Bayesian VAR Modeling in R;SSRN Electronic Journal;2022

5. Compare Stock Returns in China and the United States;Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022);2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP