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Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - 2004
Persistent link: https://www.econbiz.de/10002121816
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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The electoral process in the Unified Germany
Fuchs, Dieter; Rohrschneider, Robert - 1997
Persistent link: https://www.econbiz.de/10000630717
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Wählen als rationales Handeln : Anmerkungen zum Nutzen des Rational-Choice Ansatzes in der empirischen Wahlforschung
Fuchs, Dieter; Kühnel, Steffen - 1993
Persistent link: https://www.econbiz.de/10013392941
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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Capital redistribution and the market allocation of firm-ownership
Grüner, Hans Peter - 1996
Persistent link: https://www.econbiz.de/10000960012
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.; Maharaj, Elizabeth Ann - 2004
Persistent link: https://www.econbiz.de/10002474629