Are short term stock asset returns predictable? : an extended empirical analysis
Year of publication: |
2010
|
---|---|
Authors: | Mazzoni, Thomas |
Publisher: |
Hagen : FernUniv., Fakultät Wirtschaftswiss. |
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | Welt | World | Prognose | Aktienrendite |
-
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas, (2010)
-
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo, (2015)
-
On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M., (2016)
- More ...
-
Matchingprozesse auf beruflichen Teilarbeismärkten
Stops, Michael, (2009)
-
Fast Analytic Option Valuation with GARCH
Mazzoni, Thomas, (2008)
-
Expected A Posteriori Estimation in FinancialApplications
Mazzoni, Thomas, (2008)
- More ...