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Persistenz und Antipersistenz im deutschen Aktienmarkt : eine empirische Untersuchung
Kunze, Karl-Kuno - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003858912
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Long term stochastic dependence in financial prices : evidence from the German stock market
Lux, Thomas - 1996
Persistent link: https://www.econbiz.de/10000588475
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The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX
Höchstötter, Markus - 2006
Persistent link: https://www.econbiz.de/10003354675
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Semiparametric approaches to the prediction of conditional correlation matrices in finance
Golosnoy, Vasyl (contributor); Herwartz, Helmut (contributor) - 2006
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...
Persistent link: https://www.econbiz.de/10003516408
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Structural breaks and testing for the random walk hypothesis in international stock prices
Chancharat, Surachai; Valadkhani, Abbas - In: The journal of the Korean economy 8 (2007) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10009771405
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A variance-ratio test of random walk in international stock markets
Li, Bin; Liu, Benjamin - In: The empirical economics letters : a monthly … 11 (2012) 8, pp. 775-782
Persistent link: https://www.econbiz.de/10010199252
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Economic growth and business cycles in Liechtenstein : econometric investigations considering the past, present, and future
Brunhart, Andreas - 2013
Persistent link: https://www.econbiz.de/10010247826
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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
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Schätzung der Risikoprämie auf Basis historischer Renditezeitreihen : 1960 - 2009
Ehrhardt, Jan - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009389418