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Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten

Webel, Karsten - 2009

Die empirische Kapitalmarktforschung beobachtet in den Volatilitäten von Aktienkursrenditen immer wieder eine lang anhaltende Abhängigkeitsstruktur, ein so genanntes langes Gedächtnis. Dieses hat weit reichende Konsequenzen. Beispielsweise verkompliziert ein tatsächlich vorliegendes langes...

Persistent link: https://www.econbiz.de/10014015173

China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness

Zhou, Hui - 2015

-- Study on Building China’s Financial Supervision System -- Reference -- Acknowledgement. … correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial … inflation, and provides a theoretical basis for and empirical demonstration of monetary policy implementation in China. Previous …

Persistent link: https://www.econbiz.de/10014021002

Integration und Volatilität bei Emerging Markets

Herrmann, Frank - 2005 - Gabler Edition Wissenschaft

Charakteristisch für Emerging Markets sind hohe Aktienrenditen und eine geringe Korrelation mit den Aktienrenditen der entwickelten Märkte, so dass durch Diversifikation der Investmentanlagen eine Verringerung des Portfoliorisikos erreicht werden kann. Die zunehmende Integration...

Persistent link: https://www.econbiz.de/10013517438

Short Selling Activities and Convertible Bond Arbitrage : Empirical Evidence from the New York Stock Exchange

Werner, Sebastian P. - 2010

Background and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events...

Persistent link: https://www.econbiz.de/10013522889

Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance

Emons, Ben - 2015

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income distribution. This book will teach you to look at...

Persistent link: https://www.econbiz.de/10014018467

Renditenanomalien in Deutschland und den USA

Artmann, Sabine Birgitt - 2011

Die Erklärung von Aktienrenditen ist und bleibt eine Herausforderung für die Finanzmarktforschung. Ziel dieses Buch ist es, einen Beitrag zum besseren Verständnis der Wirkung von Unternehmenskennzahlen auf Aktienrenditen zu leisten. Dazu werden verschiedene Kennzahlen auf ihren Einfluss auf...

Persistent link: https://www.econbiz.de/10013516444

Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics

Mahoney, Daniel - 2016

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...

Persistent link: https://www.econbiz.de/10014306581

Analyzing Financial Data and Implementing Financial Models Using R

Ang, Clifford S. - 2015

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...

Persistent link: https://www.econbiz.de/10012402086

The Complete Options Trader : A Strategic Reference for Derivatives Profits

Thomsett, Michael C. - 2018

Options traders rely on a vast array of information concerning probability, risk, strategy components, calculations, and trading rules. Traders at all levels, as well as portfolio managers, must refer to numerous print and online sources, each source only providing part of the information they...

Persistent link: https://www.econbiz.de/10012397614

Predicting Stock Returns : Implications for Asset Pricing

McMillan, David G. - 2018

This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price...

Persistent link: https://www.econbiz.de/10012397752