Author Mergner, Sascha
-
2008 | Conference Paper
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
Mergner, S. & Bulla, J. (2008)
European Journal of Finance, 14(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 | Monograph |
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