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Finanzprognosen versus Random-Walk-Theorie : Perspektiven eines nichtlinearen Kapitalmarktmodells
Kipp, Andreas - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001724785
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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Prognostizierbarkeit von Aktienrenditen : die Ursachen von Bewertungsanomalien am deutschen Aktienmarkt
Garz, Hendrik - 2000
Persistent link: https://www.econbiz.de/10001467539
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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Selected essays in empirical asset pricing : information incorporation at the single-firm, industry and cross-industry level
Funke, Christian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716445
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Studies on equity market behavior : volatility, predictability and integration
Marathe, Achla - 1994
Persistent link: https://www.econbiz.de/10000916122
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Predictive accuracy of experimental asset markets
Schmidt, Carsten - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001785058
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Backtesting value at risk and expected shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa - 2017
Persistent link: https://www.econbiz.de/10011659838