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1
Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen
Aktienmarkt
Ulschmid, Christoph
-
1994
Persistent link: https://www.econbiz.de/10012700213
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2
Modelling nonlinearities in the German stock market
Robé, Sophie
-
1999
Persistent link: https://www.econbiz.de/10001356393
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3
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre
-
2003
Persistent link: https://www.econbiz.de/10001754325
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4
Volatilität von Wechselkursen im Licht der Mikrostrukturforschung
Königsmarck, Imke von
-
2000
Persistent link: https://www.econbiz.de/10001511095
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5
Value-at-risk-Modelle für Aktienportfolios auf der Basis der Varianz-Kovarianz-Methode : ein Vergleich vereinfachender Verfahren und Konzepte zur Einbeziehung impliziter Volatilitä...
Jockusch, Arne
-
2002
Persistent link: https://www.econbiz.de/10001629858
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6
Zur Relevanz von CAPM-Anomalien für den deutschen
Aktienmarkt
Stock, Detlev
-
2002
Persistent link: https://www.econbiz.de/10001566990
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7
Vermögenspreisblasen und geldpolitische Handlungsalternativen : eine Anwendung auf Aktienmärkte
Ende, Martin
-
2012
Persistent link: https://www.econbiz.de/10009545527
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8
Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen
Aktienmarkt
Ulschmid, Christoph
-
1994
Persistent link: https://www.econbiz.de/10000891941
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9
Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert
-
1995
Persistent link: https://www.econbiz.de/10000919875
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10
Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
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