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Jump-diffusion models of German stock returns

✍ Scribed by Michaela Beinert; S. Trautmann

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Statistical models of German stock retur

✍ Vedat Akgiray; G. Geoffrey Booth; Otto Loistl 📂 Article 📅 1989 🏛 Springer Vienna 🌐 English ⚖ 895 KB

A Simplified Jump Process for Common Sto

✍ Clifford A. Ball and Walter N. Torous 📂 Article 📅 1983 🏛 School of Business Administration, University of W 🌐 English ⚖ 798 KB

State dependent models of stock returns

✍ Phillip A. Braun 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 682 KB

Time-Varying Betas of German Stock Retur

✍ Markus Ebner; Thorsten Neumann 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 522 KB

Short-term predictability of German stoc

✍ Walter Krämer 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 291 KB

Weekday dependence of German stock marke

✍ Helmut Herwartz 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 251 KB 👁 2 views