One-factor-Garch models for German stocks: Estimation and forecasting
Year of publication: |
1996
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Authors: | Kaiser, Thomas |
Publisher: |
Tübingen : Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät |
Subject: | Börsenkurs | Aktienmarkt | CAPM | Schätztheorie | Theorie | Deutschland | Dynamic Factors | GARCH | Asset Pricing | Forecasting |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 797378219 [GVK] hdl:10419/104946 [Handle] RePEc:zbw:tuedps:87 [RePEc] |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing |
Source: |
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One-factor-Garch models for German stocks : estimation and forecasting
Kaiser, Thomas, (1996)
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One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -
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