8 Treffer für Schlagwort = "Aktienkurs"

• A generalized method of moments estimator for structural vector autoregressions based on higher moments Keweloh, Sascha Alexander Dortmund : Universitätsbibliothek Dortmund, [September 2019]

• Measurement errors in index trader positions data is the price pressure hypothesis still invalid? Bohl, Martin T. ; Branger, Nicole ; Trede, Mark Münster : Center for Quantitative Economics, 2019

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013

• Stock price related financial fragility and growth patterns Aßmuth, Pascal Bielefeld : Center for Mathematical Economics (IMW), April 2015

• Stock price related financial fragility and growth patterns Aßmuth, Pascal Reviewed version, Bielefeld : Center for Mathematical Economics (IMW), June 2015

• Stock price related financial fragility and growth patterns Aßmuth, Pascal Bielefeld, Germany : Universität Bielefeld, Faculty of Business Administration and Economics, April 2015

• Sup-ADF-style bubble-detection methods under test Monschang, Verena ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2019