The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX
Markus Höchstötter
| Year of publication: |
2006
|
|---|---|
| Authors: | Höchstötter, Markus |
| Publisher: |
Hamburg : Kovač |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Deutschland | Germany | Statistische Verteilung | Statistical distribution | Deutscher Aktienindex | Aktienrendite | Geschichte 1988-2003 | Stabile Verteilung | Heavy-tailed Verteilung | GARCH-Prozess |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [verlagdrkovac.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XXV, 354 S. graph. Darst. 210 mm x 150 mm, 499 gr. |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. 35 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Karlsruhe, Univ., Diss., 2006 |
| ISBN: | 3-8300-2491-6 ; 978-3-8300-2491-0 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003354675