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Search works, persons, organizations and subjects:
Lanne, Markku
URI:
http://urn.fi/URN:NBN:fi:au:pn:000083301
name
Lanne, Markku
Authored works
A skewed GARCH-in-mean model : an application to U.S. stock returns
Co-integration and the term structure of Finnish short-term interest rates
Essays on inference in time series models with near unit roots : applications to interest rates
Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Nonlinear dynamics of interest rate and inflation
Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Testing the predictability of stock returns
The effect of transaction costs on exchange rate volatility : daily and intradaily evidence
Threshold autoregressions for strongly autocorrelated time series
Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Works contributed to
Is lead-lag stronger under bad news? : evidence from a complementary test
Stock price adjustment under short-selling restrictions : evidence from nonlinear time series tests
Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Works about Lanne, Markku
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