Structural analysis of portfolio risk using beta impulse response functions
C. M. Hafner and H. Herwartz
| Year of publication: |
1998
|
|---|---|
| Authors: | Hefner, Christian M. ; Herwartz, Helmut |
| Published in: |
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research. - Oxford : Blackwell, ISSN 0039-0402, ZDB-ID 204788-3. - Vol. 52.1998, 3, p. 336-355
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Betafaktor | Beta risk | Schätzung | Estimation | Deutschland | Germany |
| Extent: | Graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Statistica Neerlandica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001352924