2 Treffer für Schlagwort = "GARCH"

• The role of emerging economies in the global price formation process of commodities evidence from Brazilian and U.S. markets Bohl, Martin T. ; Gross, Christian ; Souza, Waldemar Münster : Center for Quantitative Economics, 2016

• Short selling constraints and stock returns volatility empirical evidence from the German stock market Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016