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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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The role of risk in financial markets
Chou, Ray Yeutien - 1995
Persistent link: https://www.econbiz.de/10000965178
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri - 1988
Persistent link: https://www.econbiz.de/10000746710
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Empirical and theoretical aspects of conditional heteroscedasticity in assett pricing
Lee, Suk R. - 1988
Persistent link: https://www.econbiz.de/10000786828
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Maximum-likelihood estimation of the consumption-based capital-asset pricing model
Baek, Yong-ho - 1990
Persistent link: https://www.econbiz.de/10000788177
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The econometric problems associated with size-sorted portfolios in empirical tests of the capital asset pricing model
Hillion, Pierre Henri - 1988
Persistent link: https://www.econbiz.de/10000795967
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Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin - 1998 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
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New methods for the arbitrage pricing theory and the present value model
Mei, Jianping - 1994
Persistent link: https://www.econbiz.de/10000425981