Stock market risk-return inference : an unconditional non-parametric approach
Thomas Mikosch and Catalin Starica
| Year of publication: |
2005
|
|---|---|
| Authors: | Mikosch, Thomas ; Starica, Catalin |
| Publisher: |
Copenhagen : University of Copenhagen, laboratory of Actuarial Mathematics |
| Subject: | Mathematik | Mathematics | Aktienmarkt | Stock market | Risiko | Risk | Einnahmen | Revenue | Erwartungsbildung | Expectation formation | Volatilität | Volatility | Finanzmathematik |
| Extent: | 40 S graph. Darst |
|---|---|
| Series: | Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen. - Copenhagen, ISSN 0902-9885, ZDB-ID 2217970-7. - Vol. 202 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.act.ku.dk/wop/2005/wop202.pdf |
| ISBN: | 87-7837-632-0 |
| Classification: | Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002789961