| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Collinearity analysis of a simple money demand equation |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
787 |
| Dynamic Risk Profile of the US Term Structure by Wavelet MRA |
0 |
0 |
0 |
161 |
1 |
1 |
2 |
365 |
| Galton's Error and the Under-Representation of Systematic Risk |
0 |
0 |
0 |
88 |
1 |
1 |
6 |
366 |
| Identification of a linear system from inexact data: a three variable example |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
348 |
| Investment Model Uncertainty and Fair Pricing |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
323 |
| Long Memory Options: LM Evidence and Simulations |
0 |
0 |
0 |
163 |
0 |
0 |
0 |
463 |
| Long Memory Options: Valuation |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
361 |
| Long-Term Dependence Characteristics of European Stock Indices |
0 |
0 |
0 |
266 |
0 |
0 |
2 |
764 |
| Measurement of Financial Risk Persistence |
0 |
0 |
0 |
356 |
0 |
0 |
3 |
908 |
| Measuring Financial Cash Flow and Term Structure Dynamics |
0 |
0 |
0 |
215 |
1 |
1 |
3 |
840 |
| Measuring the Degree of Efficiency of Financial Market |
0 |
0 |
1 |
997 |
1 |
2 |
5 |
3,504 |
| Model Uncertainty, Complexity and Rank in Finance |
0 |
0 |
0 |
204 |
2 |
2 |
2 |
699 |
| Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash |
0 |
0 |
0 |
883 |
0 |
2 |
6 |
2,685 |
| Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate |
0 |
0 |
1 |
252 |
1 |
1 |
5 |
657 |
| Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data |
0 |
0 |
0 |
475 |
0 |
1 |
1 |
1,268 |
| Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets |
0 |
0 |
0 |
113 |
3 |
5 |
6 |
484 |
| Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
590 |
| Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
1,137 |
| Persistence Characteristics of Latin American Financial Markets |
0 |
0 |
0 |
191 |
2 |
3 |
7 |
881 |
| Persistence Characteristics of Latin American Financial Markets |
0 |
0 |
0 |
138 |
0 |
2 |
3 |
763 |
| Persistence Characteristics of the Chinese Stock Markets |
0 |
0 |
0 |
449 |
1 |
1 |
4 |
1,502 |
| Quality control of empirical econometrics: a status report |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
327 |
| System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets |
0 |
0 |
0 |
220 |
2 |
3 |
4 |
797 |
| The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore |
0 |
0 |
0 |
124 |
1 |
2 |
4 |
546 |
| The Changing Concept of Financial Risk |
0 |
0 |
1 |
340 |
1 |
2 |
4 |
1,205 |
| The Degree of Stability of Price Diffusion |
0 |
0 |
0 |
144 |
1 |
1 |
3 |
630 |
| The Fed’s Consistent Monetary Policy: A Long Term Perspective |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
221 |
| The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
300 |
| The ghost in the box: comment on \\"what will take the con out of econometrics.\\" |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
709 |
| The prejudices of least squares, principal components and common factor schemes |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
509 |
| Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments |
0 |
0 |
0 |
198 |
1 |
2 |
3 |
1,398 |
| Visualization of Chaos for Finance Majors |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
87 |
| Visualization of Chaos for Finance Majors |
0 |
0 |
0 |
332 |
1 |
2 |
7 |
1,012 |
| Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 |
0 |
0 |
0 |
785 |
2 |
3 |
3 |
2,084 |
| Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997 |
0 |
0 |
0 |
99 |
0 |
2 |
2 |
284 |
| Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification |
0 |
0 |
0 |
117 |
1 |
1 |
1 |
395 |
| When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! |
0 |
1 |
1 |
209 |
0 |
1 |
3 |
443 |
| Why VAR Fails: Long Memory and Extreme Events in Financial Markets |
1 |
1 |
1 |
537 |
2 |
2 |
5 |
1,006 |
| Why there is still no empirical evidence for a money equation! Comments on \\"an historical perspective to the econometrics of money and income.\\" |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
197 |
| Total Working Papers |
1 |
2 |
5 |
8,762 |
27 |
52 |
117 |
31,845 |
LogEc is hosted by the
Örebro University School of Business.