Phase transition in the S&P stock market
Year of publication: |
October 2016
|
---|---|
Authors: | Raddant, Matthias ; Wagner, Friedrich |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 11.2016, 2, p. 229-246
|
Subject: | Stock price correlations | CAPM | S&P500 | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s11403-015-0160-x [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Phase transition in the S&P stock market
Raddant, Matthias, (2013)
-
Transitions in the stock markets of the US, UK, and Germany
Raddant, Matthias, (2014)
-
Lengua Lafosse, Patricia, (2018)
- More ...
-
Multivariate GARCH for a large number of stocks
Raddant, Matthias, (2016)
-
Transitions in the stock markets of the US, UK, and Germany
Raddant, Matthias, (2014)
-
Phase transition in the S&P stock market
Raddant, Matthias, (2013)
- More ...