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Fortgeschrittene technische Indikatoren am Aktienmarkt : eine empirische Analyse
Hornbach, Christian; Hellenkamp, André - 2011
Persistent link: https://www.econbiz.de/10010475020
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Cyclical changes in firm volatility
De Veirman, Emmanuel; Levin, Andrew T. - 2011
Persistent link: https://www.econbiz.de/10009412941
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Cyclical changes in firm volatility
Veirmann, Emmanuel de; Levin, Andrew T. - 2014
Persistent link: https://www.econbiz.de/10010233111
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Cyclical changes in firm volatility
De Veirman, Emmanuel; Levin, Andrew T. - 2011
Persistent link: https://www.econbiz.de/10009405737
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Economic census / Subject series / 42 / Summary
USA / Bureau of the Census - Washington, DC : US Census Bureau - 1997(2001) -
Persistent link: https://www.econbiz.de/10001765488
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Economic census / Wholesale trade / Subject series / Miscellaneous subjects
USA / Bureau of the Census - Washington, DC : US Census Bureau - 1997(2001) -
Persistent link: https://www.econbiz.de/10001765489
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Evaluating and improving methods to estimate the implied cost of capital and return decompositions
Halteren, Jörn van - 2011
Persistent link: https://www.econbiz.de/10009316528
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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10001394327
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Determinants of sales profitability for Polish agricultural distributors
Korneta, Piotr - In: International journal of management and economics 55 (2019) 1, pp. 40-51
sales margins. Additionally, the study confirmed the influence of the following selected external profitability determinants …: market share, unemployment rate, and several industry-specific variables. This paper proposes the first set of sales …
Persistent link: https://www.econbiz.de/10012116052
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817