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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Tests of stochastic dominance for time series data : theory and empirical application
Kläver, Hendrik - 2006
Die vorliegende Arbeit untersucht Tests auf stochastische Dominanz, welche ein grundlegendes Konzept der Entscheidungstheorie ist. Hierbei konzentrieren wir uns auf stochastische Dominanz erster und zweiter Ordnung. Diese sind die beiden wichtigsten Entscheidungsregeln und finden Anwendung in...
Persistent link: https://www.econbiz.de/10003315772
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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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The cross-Section of German stock returns : new data and new evidence
Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - 2010
test the standard CAPM, the Fama-French three-factor model, and the Carhart four-factor model. Our tests are based on a …
Persistent link: https://www.econbiz.de/10008666515
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The cross-section of German stock returns : new data and new evidence
Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - In: Schmalenbach business review : sbr 64 (2012) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10009419592
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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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Antipersistence in German stock returns
Kunze, Karl-Kuno; Strohe, Hans Gerhard - 2010
Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher...
Persistent link: https://www.econbiz.de/10003985120
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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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Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001714163