24 treff

Structural modelling of global capital asset pricing
Ralf Östermark
Bok Engelsk 1998
Multiple factor-GARCH modelling of global asset returns
Ralf Östermark
Bok Engelsk 1997
On the heteroscedasticity of the Finnish cash and derivatives markets
Ralf Östermark, Rune Höglund
Bok Engelsk 1996
Modelling the heteroscedasticity of the Finnish Stock Index and stock index future series
Rune Höglund, Ralf Östermark
Bok Engelsk 1995
A flexible multicomputer algorithm for artificial neural networks
Ralf Östermark
Bok Engelsk 1993
The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market
Ralf Östermark, Jaana Aaltonen
Bok Engelsk 1992
Lead-lag relations and cointegration in two Scandinavian stock markets
Östermark, Ralf
Bok Svensk 1992
Parametric stability of interior point methods for linear programming : ecidence on solving portfolio problems on high performance computers
Ralf Östermark
Bok Engelsk 1992
The forecasting performance of varmax and rotated state space algorithms
Ralf Östermark
Bok Engelsk 1992
Time series evidence of impacts of the U.S. economy on the Scandinavian economy : (by state space modeling) : to be presented at IFAC Workshop on Economic Time series Analysis and Systems Identification, Vienna July 1-3, 1992
Ralf Östermark, Masanao Aoki
Bok Engelsk 1992
Predictability of financial distress in Finnish conditions
Jaana Aaltonen, Ralf Östermark
Bok Engelsk 1992
Modelling VARMAX-processes by extended sample autocorrelation and linear regression techniques
Rune Höglund, Ralf Östermark
Bok Engelsk 1991
Multiple input transfer function noise modelling : a time and frequency domain algorithm
Ralf Östermark, Rune Höglund
Bok Engelsk 1991
Polynomial convergence to the efficient set of polytopes by interior point methodology : application: multiperiod programming under risk
Ralf Östermark
Bok Engelsk 1991
Identification of multiple input transfer function noise models : a regression approach
Rune Höglund, Ralf Östermark
Bok Engelsk 1990
Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Ralf Östermark
Bok Språk ikke angitt 1990
The Cartesian ARIMA search algorithm
Ralf Östermark, Rune Höglund
Bok Svensk 1988
Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Ralf Östermark
Bok Svensk 1988
A computerized approach to Keynesian economics
Ralf Östermark
Bok Svensk 1987
Privatdepositioners utvecklingsprocess och ekonometriska determinanter
Ralf Östermark
Bok Svensk 1987
Linear goal and multiobjective programming in financial planning : theoretical observations and a set of applications
Ralf Östermark
Bok Svensk 1986
Partialmodeller för beslutsstödande redovisningssystem
Ralf Östermark
Bok Svensk 1986
Räntedifferentiering och kreditransonering : stokastiska optimalitetsvillkor för räntereglerade monopolbanker
Ralf Östermark
Bok Svensk 1986
Synpunkter på juridisk beslutslogik : en analys av metanormers beslutsdimensioner
Ralf Östermark
Bok Svensk 1986