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Volatilitatsprognose Mit Faktor-Garch-Modellen - Eine Empirische Studie Fur Den Deutschen Aktienmarkt (German, Paperback, 1997 ed.) Loot Price: R1,135
Discovery Miles 11 350
Repayment Terms: R106 pm x 12*
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Volatilitatsprognose Mit Faktor-Garch-Modellen - Eine Empirische Studie Fur Den Deutschen Aktienmarkt (German, Paperback, 1997...

Volatilitatsprognose Mit Faktor-Garch-Modellen - Eine Empirische Studie Fur Den Deutschen Aktienmarkt (German, Paperback, 1997 ed.)

Thomas Kaiser

Series: Empirische Finanzmarktforschung/Empirical Finance

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Loot Price R1,135 Discovery Miles 11 350 | Repayment Terms: R106 pm x 12*

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Die Schatzung und Prognose der Volatilitat von Finanzmarkttiteln hat durch die Verbreitung derivativer Finanzinstrumente und der dafur erforderlichen Bewertungsmodelle an Bedeutung gewonnen. Der Autor beschreibt einen neuen multivariaten Schatz- und Prognoseansatz."

General

Imprint: Deutscher Universitats Verlag
Country of origin: Germany
Series: Empirische Finanzmarktforschung/Empirical Finance
Release date: December 1997
First published: December 1997
As told to: Thomas Kaiser
Dimensions: 210 x 148 x 9mm (L x W x T)
Format: Paperback - Trade
Pages: 127
Edition: 1997 ed.
ISBN-13: 978-3-8244-6625-2
Languages: German
Subtitles: German
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > International economics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 3-8244-6625-2
Barcode: 9783824466252

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