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~isPartOf:"CREATES research paper"
~subject:"Deutschland"
~subject:"Zeitreihenanalyse"
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Deutschland
Zeitreihenanalyse
Beta risk
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Betafaktor
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2004 - 2013
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CREATES research paper
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Bundesbank Series 1 Discussion Paper
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CBN journal of applied statistics
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Decision making and risk/return optimization in financial economics
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Essays in nonlinear time series econometrics
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Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
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