Modeling asset returns : a comparison of theoretical and empirical models
Erik Lüders and Michael Schröder
| Year of publication: |
2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Lüders, Erik (contributor) ; Schröder, Michael (contributor) |
| Institutions: | Zentrum für Europäische Wirtschaftsforschung (contributor) |
| Publisher: |
Mannheim : ZEW Zentrum für Europäische Wirtschaftsforschung |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Vergleich | Comparison | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Japan | Nichtlineare Regression | Nonlinear regression |
freely available
| Extent: | Online-Ressource, 22 p. = 492 KB, text ill |
|---|---|
| Series: | ZEW discussion papers. - Mannheim : ZEW, ZDB-ID 2125128-9. - Vol. 04-19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Record-last-verified: 31-03-04 Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001945539