The impact of financial derivatives on financial market stability : evidence from DAX stock index futures trading using GARCH
von Eva Matanovic
| Year of publication: |
2010
|
|---|---|
| Authors: | Matanovic, Eva |
| Publisher: |
Hagen : Fernuniversität Hagen |
| Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Volatilität | Volatility | Risiko | Risk | Derivat | Derivative | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany |
freely available
| Extent: | Online-Ressource (IV, 203 S., 2,6 MB) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Hagen, Univ., Diss., 2010 |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008936038