Structural analysis of portfolio risk using beta impulse response functions
Year of publication: |
1998
|
---|---|
Authors: | Hafner, Christian M. ; Herwartz, Helmut |
Publisher: |
Berlin |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Betafaktor | Beta risk | Schätzung | Estimation | Deutschland | Germany | 1976-1996 |
-
Structural analysis of portfolio risk using beta impulse response functions
Hefner, Christian M., (1998)
-
Koutmos, Dimitrios, (2011)
-
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias, (2002)
- More ...
-
Hafner, Christian M., (1999)
-
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications
Hafner, Christian M., (1999)
-
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M., (1998)
- More ...