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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - In: The review of financial studies 13 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001475039
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La dimensione aziendale come misura alternativa di rischio sistematico : un'analisi empirica per il mercato di borsa italiano
Tavolari, Luca - In: Quaderni di economia e finanza : rivista quadrimestrale … 3 (1995) 3, pp. 87-119
Persistent link: https://www.econbiz.de/10001186948
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De waarde van het aandelenbezit : enkele ramingen
Erp, F. A. M. van - 1987
Persistent link: https://www.econbiz.de/10013417853
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Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph - 1994
Persistent link: https://www.econbiz.de/10000891941
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Die Risiko-Rendite-Effizienz des Deutschen Aktienmarktes
Kerschbaum, Thomas - 1990
Persistent link: https://www.econbiz.de/10000813931
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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