National Library of Finland
Open Data and Linked Data Service
Search works, persons, organizations and subjects:
Luoma, Martti
URI:
http://urn.fi/URN:NBN:fi:au:pn:000051369
name
Luoma, Martti
Authored works
A heuristic method for dealing with the masking effect in linear regression
A heuristic method of finding multiple outliers in linear regression
A new approach to the analysis of the financial time series of a corporation : unobservable variables in accounting and finance
A new method for estimation of ex ante equity risk premiums
A new theoretical gravitation model and its application to a case with drastically changing mass component
Analysing short and long term variations in yearly financial time series of the firm
Entropy and gravitation applied to the spatial distribution of students of the Vaasa school of economics at the beginning of the 1970's
Eräitä näkökohtia yrityksen kasvun estimoinnista lähinnä tilastotieteen näkökulmasta
Ett prediktionsproblem
Kontingenssitaulujen analysointi logaritmisesti lineaarisella mallilla
Market share as a function of the share of retail outlets and optimum allocation of outlets
Modell för företagets beteende på kort och lång sikt
Multiple outliers in linear regression
Näennäisesti erilliset regressioyhtälöt : teoriaa ja tietokonesovellutus
On problems of steady state assumptions in models of corporate behaviour
On the use of LISREL in the analysis of investment equations
Operaatioanalyysi
Rakennemuutospaineet Suomessa vuosina 1966-86
Tests of equality between sets of coefficients in two linear regressions : a generalization with binary dummy variables
The growth rate of capital and accountant's rate of profit for a firm in steady state growth
The influence of the outlets on the market share : constructing a theoretical model and applying it to banking
Thin trading and estimation of systematic risk : an application of an error-correction model
Works contributed to
A new look at the volatility information flows between stock markets : a case of two Nordic stock exchanges
An analysis of lead-lag structures using a frequency domain approach : empirical evidence from the Finnish and Swedish stock markets
Bankruptcy risk as a signal to reorganization of a company
Spectral characteristics of common stock return series
Testing for common autocorrelation features between two Scandinavian stock markets
Works about Luoma, Martti
Download this resource as RDF:
Turtle
RDF/XML
N-Triples
JSON-LD