Market beta and factor risk premia in financial markets
von M.Sc. Fabian Hollstein
| Year of publication: |
2015
|
|---|---|
| Authors: | Hollstein, Fabian |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
Hannover |
| Subject: | Betafaktor | Beta risk | Risikoprämie | Risk premium | Elektronisches Handelssystem | Electronic trading | Risiko | Risk | Schätzung | Estimation | Wertpapierhandelssystem |
| Description of contents: |
Market beta estimation, high-frequency data, aggregate economic uncertainty. - Marktbeta-Schätzung, Hochfrequenzdaten, gesamtwirtschaftliche ökonomische Unsicherheit
|
freely available
| Extent: | 1 Online-Ressource (xvi, 228 S., 1605 KB) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2015 |
| Notes: | Zusammenfassung in deutscher Sprache |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453200