Testing of a market fraction model and power-law behaviour in the DAX 30
Xue-Zhong He, Youwei Li
| Year of publication: |
March 2015
|
|---|---|
| Authors: | He, Xue-zhong ; Li, Youwei |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 31.2015, p. 1-17
|
| Subject: | Asset pricing | Fundamentalists and trend followers | (FI)GARCH | Power-law | Tail index | Börsenkurs | Share price | Schätzung | Estimation | Aktienindex | Stock index | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Anlageverhalten | Behavioural finance | Deutschland | Germany | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011489318