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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue; Xie, Tian; Yu, Jun; Zhou, Qiankun - In: Journal of financial econometrics 20 (2022) 1, pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - In: Journal of financial econometrics 21 (2023) 4, pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631
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Revisiting equity premium puzzles in a data-rich environment
Douch, Mohamed; Bouaddi, Mohammed - In: Applied economics quarterly 65 (2019) 4, pp. 257-275
Persistent link: https://www.econbiz.de/10012432446
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Zur Quantifizierung der Risikoprämien deutscher Versicherungsaktien im Kontext eines Multifaktorenmodells
Elgeti, Rolf; Maurer, Raimond - 2000
Persistent link: https://www.econbiz.de/10001537776
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An investigation into the number of factors generating german stock returns
Adelberger, Otto L.; Lockert, Gerd - In: Empirical research on the German capital market : with …, (pp. 151-170). 1999
Persistent link: https://www.econbiz.de/10001427645
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The number of factors in security returns
Brown, Stephen J. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1247-1262
Persistent link: https://www.econbiz.de/10001080360
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Konditionierte Information und Renditequerschnitt am Aktienmarkt
Erke, Burkhard - In: Private Versicherung und soziale Sicherung : …, (pp. 371-390). 2001
Persistent link: https://www.econbiz.de/10001587328
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Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse
Ziegler, Andreas (contributor) - 2003
Persistent link: https://www.econbiz.de/10001822524