Time varying covariance structures in financial markets
Frank Gerhard; Dieter Hess
| Year of publication: |
1996
|
|---|---|
| Authors: | Gerhard, Frank |
| Other Persons: | Hess, Dieter (contributor) |
| Publisher: |
Konstanz |
| Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | USA | United States | 1987-1995 |
| Extent: | 25 S. graph. Darst. |
|---|---|
| Series: | Diskussionsbeiträge / 2. - Konstanz, ZDB-ID 1011719-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013388200