Autor Mergner, Sascha

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  • 2008 Konferenzbeitrag
    ​ ​Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques​
    Mergner, S. & Bulla, J.​ (2008)
    European Journal of Finance14(8) pp. 771​-802. ​Conference on Computational Statistics and Data Analysis​, Limassol, CYPRUS.
    Abingdon​: Routledge Journals, Taylor & Francis Ltd. DOI: https://doi.org/10.1080/13518470802173396 
    Details  DOI  WoS 
  • 2009 Monografie | 
    ​ ​Applications of State Space Models in finance: ​an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and Pan-European industry portfolios​ ​
    Mergner, S.​ (2009)
    Göttingen​: Universitätsverlag Göttingen. DOI: https://doi.org/10.17875/gup2009-216 
    Details  DOI 

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