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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter (contributor) - 2006
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654
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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389047
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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The predictability of stock returns and the efficient market hypothesis
Fluck, Zsuzsanna; Malkiel, Burton G.; Quandt, Richard E. - 1993 - Current version
Persistent link: https://www.econbiz.de/10000865896
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Equity risk premia and corporate profit forecasts around the stock crash of October 1987
Siegel, Jeremy J. - 1990
Persistent link: https://www.econbiz.de/10000800646
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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
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Earnings and expected returns
Lamont, Owen A. - 1996
Persistent link: https://www.econbiz.de/10000598108
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745