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51

Simulating competing cointegration tests in a bivariate system

Ostermark, Ralf, Hoglund, Rune

Journal:

Journal of Applied Statistics

Year:

1999

Language:

english

File:

PDF, 199 KB

english, 1999

52

Comparing the causality patterns between some Scandinavian stock returns and global return factors

Ostermark, Ralf, Aaltonen, Jaana

Journal:

International Journal of Systems Science

Year:

1999

Language:

english

File:

PDF, 628 KB

english, 1999

53

Structural modelling of global capital asset pricing

Ostermark, Ralf

Journal:

International Journal of Systems Science

Year:

1999

Language:

english

File:

PDF, 228 KB

english, 1999

54

Multivariate Granger causality in international asset pricing: evidence from the Finnish and Japanese financial economies

Ostermark, Ralf

Journal:

Applied Financial Economics

Year:

1998

Language:

english

File:

PDF, 209 KB

english, 1998

55

Concurrent processing of heteroskedastic vector-valued mixture density models

Östermark, Ralf

Journal:

Journal of Applied Statistics

Year:

2010

Language:

english

File:

PDF, 310 KB

english, 2010

56

Comparison of univariate and multivariate Granger causality in international asset pricing. Evidence from Finnish and Japanese financial economies

OSTERMARK, RALF, AALTONEN, JAANA

Journal:

Applied Financial Economics

Year:

1999

Language:

english

File:

PDF, 345 KB

english, 1999

57

The structural relationship between financial ratios and capital asset pricing

ÖSTERMARK, RALF, AALTONEN, JAANA

Journal:

International Journal of Systems Science

Year:

1995

Language:

english

File:

PDF, 684 KB

english, 1995

58

Multiple input transfer function noise modelling in the time and frequency domain:empirical evidence from Monte Carlo simulations

Höglund, Rune, Östermark, Ralf

Journal:

Journal of Applied Statistics

Year:

1993

Language:

english

File:

PDF, 1.14 MB

english, 1993

59

The predictability of Finnish stock index futures and cash returns by derivatives volume

Östermark, Ralf, Martikainen, Teppo, Aaltonen, Jaana

Journal:

Applied Economics Letters

Year:

1995

Language:

english

File:

PDF, 188 KB

english, 1995

60

Testing the relevance of accounting numbers in security valuation: a structural model with Scandinavian data

Östermark, Ralf, Aaltonen, Jaana

Journal:

Applied Financial Economics

Year:

1995

Language:

english

File:

PDF, 377 KB

english, 1995

61

A Chance‐constraint Programming Approach to the Capital Pricing Model

Östermark, Ralf

Journal:

Year:

1991

Language:

english

File:

PDF, 258 KB

english, 1991

62

Forecasting stock returns with reference to global capital asset pricing forces

Östermark, Ralf

Journal:

Year:

1999

Language:

english

File:

PDF, 204 KB

english, 1999

63

Monte Carlo tests of cointegration with structural breaks

Östermark, Ralf, Höglund, Rune

Journal:

Year:

2000

Language:

english

File:

PDF, 311 KB

english, 2000

64

Estimating system response to a regime shift: some evidence on international asset pricing

Östermark, Ralf, Höglund, Rune, Saxén, Henrik

Journal:

Year:

1999

Language:

english

File:

PDF, 275 KB

english, 1999

65

Modelling dynamic systems with biased regression and spectral methods

Östermark, Ralf

Journal:

Year:

1995

Language:

english

File:

PDF, 120 KB

english, 1995

66

A multiprocessor interior point algorithm

Östermark, Ralf, Saarinen, Martin

Journal:

Year:

1996

Language:

english

File:

PDF, 136 KB

english, 1996

67

The impact of social pressures, locus of control, and professional commitment on auditors’ judgment

Nasution, Damai, Östermark, Ralf

Journal:

Asian Review of Accounting

Year:

2012

Language:

english

File:

PDF, 192 KB

english, 2012

68

SENSITIVITY ANALYSIS OF FUZZY LINEAR PROGRAMS: AN APPROACH TO PARAMETRIC INTERDEPENDENCE

Östermark, Ralf

Journal:

Year:

1987

Language:

english

File:

PDF, 351 KB

english, 1987

69

New tests with a multipurpose parallel genetic hybrid algorithm

Östermark, Ralf

Journal:

Year:

2001

Language:

english

File:

PDF, 155 KB

english, 2001

70

Concurrent processing of mixed‐integer non‐linear programming problems

Östermark, Ralf

Journal:

Year:

2009

File:

PDF, 254 KB

2009

71

Scalability of the genetic hybrid algorithm on a parallel supercomputer

Chen, Mian‐yun, Östermark, Ralf

Journal:

Year:

2008

Language:

english

File:

PDF, 116 KB

english, 2008

72

Mixed Markov modelling of financial success

Aaltonen, Jaana, Östermark, Ralf

Journal:

Year:

1998

Language:

english

File:

PDF, 133 KB

english, 1998

73

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part II: Results and Conclusions

Östermark, Ralf, Höglund, Rune

Journal:

Year:

1993

Language:

english

File:

PDF, 780 KB

english, 1993

74

Dynamic portfolio management under competing representations

Oussalah, Mourad, Östermark, Ralf

Journal:

Year:

2005

Language:

english

File:

PDF, 887 KB

english, 2005

75

The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model

Östermark, Ralf

Journal:

Year:

2000

Language:

english

File:

PDF, 149 KB

english, 2000

76

A recursive partitioning algorithm for matrix inversion on parallel computers

Östermark, Ralf

Journal:

Year:

1998

Language:

english

File:

PDF, 186 KB

english, 1998

77

Recursive least squares modelling: empirical evidence from the Finnish and Japanese markets

Höglund, Rune, Östermark, Ralf

Journal:

Year:

1997

Language:

english

File:

PDF, 170 KB

english, 1997

78

The Performance of a Newly Emerged Mutual Fund Industry on a Thin Security Market: Empirical Evidence From Finland

Kasanen, Eero, Kinnunen, Juha, Östermark, Ralf, Aaltonen, Jaana

Journal:

International Review of Financial Analysis

Year:

1992

Language:

english

File:

PDF, 641 KB

english, 1992

79

Competing transformation models

Östermark, Ralf, Aaltonen, Jaana

Journal:

Year:

1999

Language:

english

File:

PDF, 288 KB

english, 1999

80

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part I: Theory

Östermark, Ralf, Höglund, Rune

Journal:

Year:

1993

Language:

english

File:

PDF, 324 KB

english, 1993

81

Visualisation of Financial Planning Models: The Case of an MCDM Model in Commercial Banking

Östermark, Ralf, Kasanen, Eero

Journal:

Year:

1989

Language:

english

File:

PDF, 268 KB

english, 1989

82

Monte Carlo tests of cointegration in a bivariate normal common factor system

Ostermark, Ralf

Journal:

Applied Financial Economics

Year:

2000

Language:

english

File:

PDF, 317 KB

english, 2000

83

Massively Parallel Processing of Recursive Multi-period Portfolio Models

Östermark, Ralf

Journal:

European Journal of Operational Research

Year:

2016

Language:

english

File:

PDF, 2.17 MB

english, 2016

84

A flexible platform for mixed‐integer non‐linear programming problems

Östermark, Ralf

Journal:

Year:

2007

Language:

english

File:

PDF, 225 KB

english, 2007

85

A short note on the Growth Potential of risky fund investments

Ralf Östermark

Journal:

Journal of Derivatives & Hedge Funds

Year:

2011

Language:

english

File:

PDF, 556 KB

english, 2011

86

Using Neural Nets in Modelling Vector Time Series

Östermark, Ralf

Journal:

Year:

1994

Language:

english

File:

PDF, 145 KB

english, 1994

87

Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data

Östermark, Ralf

Journal:

Year:

2000

Language:

english

File:

PDF, 272 KB

english, 2000

88

Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Mahmood Ali, Syed Riaz, Ahmed, Shaker, Östermark, Ralf

Journal:

The Quarterly Review of Economics and Finance

Year:

2019

File:

PDF, 3.96 MB

2019