Volatility and systematic risks in financial markets
von M.Sc. Christoph Würsig
| Year of publication: |
2022
|
|---|---|
| Authors: | Würsig, Christoph Matthias |
| Other Persons: | Prokopczuk, Marcel (degree supervisor) ; Dierkes, Maik (degree supervisor) |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
2022: Hannover : Gottfried Wilhelm Leibniz Universität |
| Subject: | Marktmacht | Systematisches Risiko | Vorhersage von Aktienrenditen | Rohstoffmärkte | Volatilität | Extrem-Risiko | Market power | systematic risk | Return Predictability | Commodity Market | Volatility | Tail Risk | Risiko | Risk | Systemrisiko | Systemic risk | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Schätzung | Estimation | CAPM | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Risikomanagement | Risk management | Kapitalmarkt |
freely available
| Extent: | 1 Online-Ressource (11, I-IV, 274 Seiten, 2.768 Mb) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2022 |
| Notes: | Literaturverzeichnis |
| Other identifiers: | 10.15488/11968 [DOI] |
| Classification: | Finanzwissenschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256100