✦ LIBER ✦

Statistical models of German stock returns

✍ Scribed by Vedat Akgiray; G. Geoffrey Booth; Otto Loistl

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Jump-diffusion models of German stock re

✍ Michaela Beinert; S. Trautmann 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 676 KB

State dependent models of stock returns

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

Stock returns during the German hyperinf

✍ S.R. Lee; D.P. Tang; K.Matthew Wong 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 85 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