Identifying Permanent and Temporary Components in Daily and Monthly Japanese Stock Prices

Author： Ray B.  

Publisher： Springer Publishing Company

ISSN： 1387-2834

Source： Financial Engineering and the Japanese Markets, Vol.4, Iss.3, 1997-01, pp. : 233-256

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The role of transition in temporary organizations: linking the temporary to the permanent

By Jacobsson Mattias   Burström Thommie   Wilson Timothy L.  

International Journal of Managing Projects in Business, Vol. 6, Iss. 3, 2013-06 ,pp. : 576-586

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Volatility clustering in monthly stock returns

By Jacobsen B.   Dannenburg D.  

Journal of Empirical Finance, Vol. 10, Iss. 4, 2003-09 ,pp. : 479-503

Elsevier

Access to resources Recommend Favorite

Cointegration, forecasting and international stock prices

By Crowder W.J.   Wohar M.E.  

Global Finance Journal, Vol. 9, Iss. 2, 1998-09 ,pp. : 181-204

Elsevier

Access to resources Recommend Favorite

The Structure of the Japanese Stock Market

By Yonezawa Y.  

Financial Engineering and the Japanese Markets, Vol. 5, Iss. 1, 1998-01 ,pp. : 1-28

Springer Publishing Company

Access to resources Recommend Favorite

Dynamic interaction between house prices and stock prices in Malaysia

By    

International Journal of Strategic Property Management, Vol. 18, Iss. 2, 2014-04 ,pp. : 163-177

Taylor & Francis Ltd

Access to resources Recommend Favorite