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Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts

Rünstler, Gerhard - 1992

Persistent link: https://www.econbiz.de/10000838938

Heteroscedasticity in Canadian stock returns

Sin, Low B.; Tsiopoulos, Thomas - 1993

Persistent link: https://www.econbiz.de/10000878721

A new non-linear GARCH model

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000958392

Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt

Warfsmann, Jürgen - 1993

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One-factor-Garch models for German stocks : estimation and forecasting

Kaiser, Thomas - 1996

This paper presents theoretical models and their empirical results for the return and variance dynamics of German stocks. A factor structure is used in order to allow for a parsimonious modeling of the first two moments of returns. Dynamic factor models with GARCH dynamics (GARCH(1,1)-M,...

Persistent link: https://www.econbiz.de/10010407100