Conditional Heavy Tails and the Stock Market Returns in Germany
Year of publication: |
2017
|
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Authors: | Oden, John |
Other Persons: | Hurt, Kevin (contributor) ; Gentry, Susan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Deutschland | Germany | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
Extent: | 1 Online-Ressource (8 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 14, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3013849 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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