Forecasting the correlation structure of German stock returns : a test of firm-specific factor models
Year of publication: |
1999
|
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Authors: | Steiner, Manfred ; Wallmeier, Martin |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 5.1999, 1, p. 85-102
|
Subject: | Portfolio-Management | Portfolio selection | Aktie | Share | Rendite | Yield | Schätzung | Estimation | Prognose | Forecast | Deutschland | Germany | 1975-1995 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung S. 6-7 In: European financial management |
Source: | ECONIS - Online Catalogue of the ZBW |
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