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ArticleStochastic properties of german stock returns

Walter Kr�mer1996

Article1996

Stochastic properties of german stock returns

Walter Kr�mer · Ralf Runde

35 citations·0/0 files stored·Empirical Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1965The Behavior of Stock-Market Prices 1995Journal of the American Statistical Association 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1980Stock returns and the weekend effect 1981Day of the Week Effects and Asset Returns 1984A Further Investigation of the Weekend Effect in Stock Returns 1987A monthly effect in stock returns

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1998A tail estimator for the index of the stable paretian distribution 2003Estimating financial risk under time-varying extremal return behavior 2005Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?

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Year1996

Typearticle

Published1996-06-01

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations35

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/bf01175974

openalex_workW2015221990

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