Studies in Empirical Economics

Econometric Analysis of Financial Markets

Editors: Kaehler, Jürgen, Kugler, Peter (Eds.)

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Table of contents (13 chapters)

  • Some Pitfalls in Using Empirical Autocorrelations to Test for Zero Correlation among Common Stock Returns

    Krämer, Walter (et al.)

    Pages 1-9

  • Temporal Aggregation of Time-Series

    Drost, Feike C.

    Pages 11-21

  • On Long- and Short-Run Purchasing Power Parity

    MacDonald, Ronald (et al.)

    Pages 23-46

  • Cointegration and the Monetary Model of the Exchange Rate

    Hansen, Gerd

    Pages 47-63

  • Does Cointegration Matter in the Empirical Analysis of the CAPM?

    Ronning, Gerd

    Pages 65-77

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-642-48666-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $129.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-642-48668-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Econometric Analysis of Financial Markets
Editors
  • Jürgen Kaehler
  • Peter Kugler
Series Title
Studies in Empirical Economics
Copyright
1994
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-48666-1
DOI
10.1007/978-3-642-48666-1
Softcover ISBN
978-3-642-48668-5
Series ISSN
1431-8830
Edition Number
1
Number of Pages
VIII, 230
Number of Illustrations and Tables
47 b/w illustrations
Topics