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61
Robust nonparametric estimation and prediction in ARCH-related models
Cron, Axel
-
1997
Persistent link: https://www.econbiz.de/10000633843
Saved in:
62
Predictions, nonlinearities and portfolio choice : applications of artificial neural networks to German market indexes
Kruse, Friedrich Christian
-
2012
-
1. Aufl
Persistent link: https://www.econbiz.de/10009628440
Saved in:
63
Technical analysis and financial asset forecasting : from simple tools to advanced techniques
Chan, Raymond H.
;
Lee, Spike Tsz Ho
;
Wong, Wing Keung
-
2014
Persistent link: https://www.econbiz.de/10010423682
Saved in:
64
Was leisten Finanzanalysten? : Eine empirische Analyse des deutschen Aktienmarktes
Henze, Jana
-
2004
-
1. Aufl.
Finanzanalysten üben wichtige Funktionen auf den Kapitalmärkten aus. Sie sind wesentlich am Anlageentscheidungsprozess potentieller Kapitalgeber beteiligt und beeinflussen mit ihren Tätigkeiten das Kapitalmarktgeschehen. Sowohl das generelle Forschungsdefizit auf dem deutschen Aktienmarkt als...
Persistent link: https://www.econbiz.de/10002581680
Saved in:
65
Börsenastrologie : Humbug oder Zukunftsmodell in der Finanzanalyse?
Restelli, Martin
-
2004
Persistent link: https://www.econbiz.de/10001820994
Saved in:
66
Renditeentwicklung vor und nach Aktienemissionen : eine empirische Analyse am deutschen
Kapitalmarkt
Burkhardt, Irmelin
-
2003
-
1. Aufl
Persistent link: https://www.econbiz.de/10001865148
Saved in:
67
Forecasting crashes : trading volume, past returns and conditional skewness in stock prices
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
-
2000
Persistent link: https://www.econbiz.de/10001474371
Saved in:
68
Renditeentwicklungen von Aktienemissionen : overpricing beim going public in Deutschland
Schweinitz, Johann
-
1997
Persistent link: https://www.econbiz.de/10000951340
Saved in:
69
Der Nutzen aktiver Portfoliostrategien vor dem Hintergrund zeitlich variabler Aktien- und Bondmarktrenditen : Theorie und empirische Untersuchung am Schweizer Aktien- und Bondmarkt
Schnedler, Philip
-
2003
Persistent link: https://www.econbiz.de/10001752994
Saved in:
70
Prediction of stock returns : a new way to look at it
Nielsen, Jens Perch
;
Sperlich, Stefan
-
2003
While the traditional R value is useful to evaluate the quality of a fit, it does not work when it comes to evaluating the predictive power of estimated financial models in finite samples.
Persistent link: https://www.econbiz.de/10005847013
Saved in:
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