Modelling nonlinearities in the German stock market
Sophie Robé
| Year of publication: |
1999
|
|---|---|
| Authors: | Robé, Sophie |
| Publisher: |
Frankfurt am Main : Lang |
| Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Nichtlineare Regression | Nonlinear regression | Kapitalmarkttheorie | ARCH-Prozess |
| Extent: | XII, 165 S. graph. Darst., Tab. 21 cm |
|---|---|
| Series: | Europäische Hochschulschriften / 5. - Frankfurt, M. : PL Acad. Research, ISSN 0531-7339, ZDB-ID 510547-X. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Bibliografie enthalten ; Bibliography included ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Kassel, Univ., Diss., 1998 |
| ISBN: | 3-631-34618-2 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001356393