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21 - 30 von 53

	21	Predicting the credit cycle with an autoregressive model Höse, Steffi. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., [2005]
	22	Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors Munich : CESifo, 2005
	23	Sources of predictability of European stock markets for high-technology firms Pierdzioch, Christian. - Kiel : Inst. for World Economics, 2005
	24	Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-Prozessen Genz, Michael, 2004
	25	Do institutional investors destabilize stock prices? Bohl, Martin T.. - Frankfurt (Oder) : Dep. of Economics, European Univ. Viadrina, 2004
	26	Is inflation persistence intrinsic in industrial economies? Levin, Andrew T.. - Frankfurt am Main : Europ. Central Bank, 2004
	27	Modelling realized variance when returns are serially correlated Oomen, Roel C. A.. - Berlin : WZB, 2004
	28	Cross autocorrelation between small and large cap portfolios in the German and Turkish stock markets Altay, Erdinç. - Halle : Univ., Wirtschaftswiss. Fak., 2003
	29	Price limits on a call auction market Henke, Harald. - Frankfurt (Oder) : Univ., Dep. of Economics, 2003
	30	Small sample properties of forecasts from autoregressive models under structural breaks Pesaran, M. Hashem. - Munich : CES, 2003