Factor-GARCH models for German stocks : a model comparison
Thomas Kaiser
| Year of publication: |
1997
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|---|---|
| Authors: | Kaiser, Thomas |
| Published in: |
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996. - Berlin [u.a.] : Springer, ISBN 3-540-62630-1. - 1997, p. 331-336
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| Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | CAPM | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001320988