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Der Halloween-Effekt in Europa und den USA : empirische Analyse des STXE 600 und S&P 500 sowie relevanter Subindices
Jenniches, Christian; Holtfort, Thomas - In: Corporate finance : Finanzierung, Kapitalmarkt, … 13 (2022) 11/12, pp. 338-345
Persistent link: https://www.econbiz.de/10013463599
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Historical financial analogies of the current crisis
Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - 2011
Persistent link: https://www.econbiz.de/10009684365
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10003670896
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A moving average comparison of the Tel-Aviv 25 and S$P 500 Stock Indices
Shachmurove, Yochanan (contributor) - 2001
Persistent link: https://www.econbiz.de/10001600744
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001945539
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Comparative study on business culture and investors' behaviour toward sustainable index change : Japan vs. the USA and Europe
Murashima, Miho - In: International journal of business and globalisation : IJBG 37 (2024) 1, pp. 128-149
Persistent link: https://www.econbiz.de/10015063810
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Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Nonlinear economic dynamics and financial modelling : …, (pp. 235-249). 2014
Persistent link: https://www.econbiz.de/10011286583
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Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping; Luo, Weiwei; Kim, Jae H. - In: Applied economics 45 (2013) 7/9, pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
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Tobins Q-Ratio : Bewertungsmaß für den Aktienmarkt
Zakrewski, Mario - In: Brennpunkt Risikomanagement und Regulierung, (pp. 199-211). 2015
Persistent link: https://www.econbiz.de/10010503300
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535