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Führt wertorientierte Unternehmensführung zur messbaren Wertsteigerung?
Schaffer, Christian - 2005
Persistent link: https://www.econbiz.de/10003011448
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Essays in financial economics
Verter, Geoffrey - 2003
Persistent link: https://www.econbiz.de/10003384083
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Risk model validation : an intraday VaR and ES approach using the multiplicative component GARCH
Summinga-Sonagadu, Ravi; Narsoo, Jason - In: Risks : open access journal 7 (2019) 1/10, pp. 1-23
In this paper, we employ 99% intraday value-at-risk (VaR) and intraday expected shortfall (ES) as risk metrics to assess the competency of the Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based on the 1-min EUR/USD exchange rate returns. Five...
Persistent link: https://www.econbiz.de/10012018629
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Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos; Hualde, Javier - 2017
Persistent link: https://www.econbiz.de/10011763135
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On equity risk prediction and tail spillovers
Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
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Die Gestaltung von Unternehmenszentralen : eine empirische Analyse anhand internationaler Vergleichszahlen
Digmayer, Jörg W. - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001672661
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Conditional Returns to Shareholders of Bidding Firms : An Australian Study
Akhtar, Farida - 2013
make normal returns. Results are robust and consistent with conventional economic theory. In sum failing to account for …
Persistent link: https://www.econbiz.de/10013077619
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An empirical examination of negative economic value added firms
Ivanov, Stoyu I.; Leong, Kenneth; Zaima, Janis K. - In: The international journal of business and finance … 8 (2014) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10010205756