One-factor-GARCH models for German stocks : estimation and forecasting
Thomas Kaiser
| Year of publication: |
1996
|
|---|---|
| Authors: | Kaiser, Thomas |
| Publisher: |
Tübingen : Wirtschaftswiss. Seminar Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ. |
| Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | CAPM | Schätztheorie | Estimation theory | Theorie | Theory | Deutschland | Germany | Aktienkursprognose | GARCH-Prozess |
| Extent: | 34 S. graph. Darst. |
|---|---|
| Series: | Tübinger Diskussionsbeiträge. - Tübingen : Wirtschafts- und Sozialwiss. Fak., Univ., ZDB-ID 2084922-9. - Vol. 87 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 22 - 23 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013268564