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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
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Simplified method of GED distribution parameters estimation
Purczyński, Jan - In: Folia oeconomica Stetinensia : FOS 10 (2011) 2, pp. 35-49
Persistent link: https://www.econbiz.de/10009663723
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The economic threshold with a stochastic pest population : a real options approach
Saphores, Jean-Daniel M. - In: American journal of agricultural economics 82 (2000) 3, pp. 541-555
Persistent link: https://www.econbiz.de/10001500407
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Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei; Tsai, Shu-Yu; Shyu, So-De; Chang, Chia-Chien - In: International review of economics & finance : IREF 43 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan; McAleer, Michael - In: Econometric reviews 37 (2018) 6/10, pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
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An investor’s perspective on risk-models and characteristic-models
Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276
Persistent link: https://www.econbiz.de/10011628338
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Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018
We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...
Persistent link: https://www.econbiz.de/10011931329
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Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market
Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten; … - In: Financial markets and portfolio management 29 (2015) 4, pp. 365-379
Persistent link: https://www.econbiz.de/10011444869
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Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius; Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing, dynamic asset …, (pp. 97-146). 2013
Persistent link: https://www.econbiz.de/10010412567
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Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003386339