Browsing All of EconStor by Author Davies, Laurie
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 1973 | Existence, uniqueness and continuity of portfolio choice | Davies, Laurie; Ronning, Gerd |
| 1974 | Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode | Davies, Laurie; Ronning, Gerd |
| 2000 | The Dickey-Fuller-test for exponential random walks | Davies, Laurie; Krämer, Walter |
| 2000 | Testing for unit roots in the context of misspecified logarithmic random walks | Krämer, Walter; Davies, Laurie |
| 2002 | The one-way-table | Davies, Laurie |
| 2016 | A Neglected Semi-Stylized Fact of Daily Stock Returns | Davies, Laurie; Krämer, Walter |
| 2016 | Stylized Facts and Simulating Long Range Financial Data | Davies, Laurie; Krämer, Walter |
| 2018 | Lasso, knockoff and Gaussian covariates: a comparison | Davies, Laurie |
