Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Year of publication: |
2004
|
---|---|
Authors: | Lüders, Erik ; Schröder, Michael |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Kapitalertrag | Börsenkurs | Aktienindex | Anlageverhalten | ARCH-Modell | Nichtlineares Verfahren | Vergleich | Schätzung | Vereinigte Staaten | Grossbritannien | Deutschland | Frankreich | Japan | asset pricing | HARA-utility function | behavioral finance | NGARCHin-mean |
Series: | ZEW Discussion Papers ; 04-19 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 380857456 [GVK] hdl:10419/24029 [Handle] RePEc:zbw:zewdip:1849 [RePEc] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Schröder, Michael, (2004)
-
Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Lüders, Erik, (2004)
-
Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik, (2004)
- More ...
-
The dynamics of overconfidence: Evidence from stock market forecasters
Deaves, Richard, (2005)
-
The Power Law and Dividend Yields
Lüders, Erik, (2004)
-
The Dynamics of Overconfidence: Evidence from Stock Market Forecasters
Deaves, Richard, (2005)
- More ...