Econometric analysis of financial markets:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Heidelberg
Physica-Verl. u.a.
1994
|
| Schriftenreihe: | Studies in empirical economics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 230 S. graph. Darst. |
| ISBN: | 3790807400 0387914765 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV008319941 | ||
| 003 | DE-604 | ||
| 005 | 20061218 | ||
| 007 | t | ||
| 008 | 931101s1994 gw d||| |||| 10||| eng d | ||
| 016 | 7 | |a 931612586 |2 DE-101 | |
| 020 | |a 3790807400 |9 3-7908-0740-0 | ||
| 020 | |a 0387914765 |9 0-387-91476-5 | ||
| 035 | |a (OCoLC)30348587 | ||
| 035 | |a (DE-599)BVBBV008319941 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-355 |a DE-703 |a DE-739 |a DE-19 |a DE-384 |a DE-M347 |a DE-N2 |a DE-945 |a DE-12 |a DE-521 |a DE-188 | ||
| 050 | 0 | |a HG226 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 084 | |a 27 |2 sdnb | ||
| 084 | |a 17 |2 sdnb | ||
| 245 | 1 | 0 | |a Econometric analysis of financial markets |c Jürgen Kaehler ... (eds.) |
| 264 | 1 | |a Heidelberg |b Physica-Verl. u.a. |c 1994 | |
| 300 | |a VI, 230 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Studies in empirical economics | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Money market |x Econometric models | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kointegration |0 (DE-588)4347470-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Methode |0 (DE-588)4038971-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a ARCH-Prozess |0 (DE-588)4346437-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |y 1992 |z Mannheim |2 gnd-content | |
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 1 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 1 | 2 | |a Methode |0 (DE-588)4038971-6 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |D s |
| 689 | 2 | 1 | |a Kointegration |0 (DE-588)4347470-6 |D s |
| 689 | 2 | |5 DE-604 | |
| 689 | 3 | 0 | |a Kapitalmarkttheorie |0 (DE-588)4137411-3 |D s |
| 689 | 3 | 1 | |a ARCH-Prozess |0 (DE-588)4346437-3 |D s |
| 689 | 3 | |5 DE-604 | |
| 700 | 1 | |a Kaehler, Jürgen |d 1953- |e Sonstige |0 (DE-588)131702696 |4 oth | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005497064&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-005497064 | ||
Datensatz im Suchindex
| _version_ | 1804122714255917056 |
|---|---|
| adam_text | Contents
Some Pitfalls in Using Empirical Autocorrelations to Test
for Zero Correlation among Common Stock Returns
W. Kramer and R. Runde CL
Temporal Aggregation of Time Series
F.C. Drost • ¦ ¦ 11
On Long and Short Run Purchasing Power Parity
R. MacDonald and I.W. Marsh 23/
Cointegration and the Monetary Model of the Exchange Rate
G. Hansen 47/
Does Cointegration Matter in the Empirical Analysis of the CAPM?
G. Ronning CM*
Constructing an Empirical Model for Swiss Franc Exchange Rates
and Interest Rate Differentials
H. Garbers 79
Frequency Domain Analysis of Euromarket Interest Rates
G. Kirchgassner and J. Wolters 89
Structuring Volatile Swiss Interest Rates:
Some Evidence on the Present Value Model and a VAR VARCH Approach
R. M. Kunst and W. Polasek 105
The Expectation Hypothesis and Interest Rate Volatility
on the Euromarket: Some Empirical Results
P.Kugler 129
An Investigation of the Effect of Funding on the Slope of the Yield Curve
D.M. Egginton and S.G. Hall 139
Stylized Facts, Realignments and Investment Strategies in the EMS
K.G. Koedijk, P.A. Stork and C.G. de Vries 163
Risk and Return in January: Some UK Evidence / ^
A. Demos, E. Sentana and M. Shah VlSL
Markov Switching Models for Exchange Rate Dynamics
and the Pricing of Foreign Currency Options
J. Kaehler and V. Marnet 203
|
| any_adam_object | 1 |
| author_GND | (DE-588)131702696 |
| building | Verbundindex |
| bvnumber | BV008319941 |
| callnumber-first | H - Social Science |
| callnumber-label | HG226 |
| callnumber-raw | HG226 |
| callnumber-search | HG226 |
| callnumber-sort | HG 3226 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)30348587 (DE-599)BVBBV008319941 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02566nam a2200649 c 4500</leader><controlfield tag="001">BV008319941</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20061218 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">931101s1994 gw d||| |||| 10||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">931612586</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3790807400</subfield><subfield code="9">3-7908-0740-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387914765</subfield><subfield code="9">0-387-91476-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)30348587</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV008319941</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG226</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">27</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">17</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Econometric analysis of financial markets</subfield><subfield code="c">Jürgen Kaehler ... (eds.)</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Heidelberg</subfield><subfield code="b">Physica-Verl. u.a.</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VI, 230 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Studies in empirical economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Money market</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kointegration</subfield><subfield code="0">(DE-588)4347470-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Methode</subfield><subfield code="0">(DE-588)4038971-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">ARCH-Prozess</subfield><subfield code="0">(DE-588)4346437-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="y">1992</subfield><subfield code="z">Mannheim</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Methode</subfield><subfield code="0">(DE-588)4038971-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Kointegration</subfield><subfield code="0">(DE-588)4347470-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Kapitalmarkttheorie</subfield><subfield code="0">(DE-588)4137411-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="1"><subfield code="a">ARCH-Prozess</subfield><subfield code="0">(DE-588)4346437-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kaehler, Jürgen</subfield><subfield code="d">1953-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)131702696</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005497064&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-005497064</subfield></datafield></record></collection> |
| genre | (DE-588)1071861417 Konferenzschrift 1992 Mannheim gnd-content |
| genre_facet | Konferenzschrift 1992 Mannheim |
| id | DE-604.BV008319941 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:18:16Z |
| institution | BVB |
| isbn | 3790807400 0387914765 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005497064 |
| oclc_num | 30348587 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-703 DE-739 DE-19 DE-BY-UBM DE-384 DE-M347 DE-N2 DE-945 DE-12 DE-521 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-703 DE-739 DE-19 DE-BY-UBM DE-384 DE-M347 DE-N2 DE-945 DE-12 DE-521 DE-188 |
| physical | VI, 230 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Physica-Verl. u.a. |
| record_format | marc |
| series2 | Studies in empirical economics |
| spelling | Econometric analysis of financial markets Jürgen Kaehler ... (eds.) Heidelberg Physica-Verl. u.a. 1994 VI, 230 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Studies in empirical economics Ökonometrisches Modell Econometrics Money market Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Methode (DE-588)4038971-6 gnd rswk-swf ARCH-Prozess (DE-588)4346437-3 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1992 Mannheim gnd-content Kreditmarkt (DE-588)4073788-3 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Ökonometrie (DE-588)4132280-0 s Methode (DE-588)4038971-6 s Kapitalmarkttheorie (DE-588)4137411-3 s Kointegration (DE-588)4347470-6 s ARCH-Prozess (DE-588)4346437-3 s Kaehler, Jürgen 1953- Sonstige (DE-588)131702696 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005497064&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Econometric analysis of financial markets Ökonometrisches Modell Econometrics Money market Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Kointegration (DE-588)4347470-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd ARCH-Prozess (DE-588)4346437-3 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4347470-6 (DE-588)4073788-3 (DE-588)4137411-3 (DE-588)4132280-0 (DE-588)4038971-6 (DE-588)4346437-3 (DE-588)1071861417 |
| title | Econometric analysis of financial markets |
| title_auth | Econometric analysis of financial markets |
| title_exact_search | Econometric analysis of financial markets |
| title_full | Econometric analysis of financial markets Jürgen Kaehler ... (eds.) |
| title_fullStr | Econometric analysis of financial markets Jürgen Kaehler ... (eds.) |
| title_full_unstemmed | Econometric analysis of financial markets Jürgen Kaehler ... (eds.) |
| title_short | Econometric analysis of financial markets |
| title_sort | econometric analysis of financial markets |
| topic | Ökonometrisches Modell Econometrics Money market Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Kointegration (DE-588)4347470-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Ökonometrie (DE-588)4132280-0 gnd Methode (DE-588)4038971-6 gnd ARCH-Prozess (DE-588)4346437-3 gnd |
| topic_facet | Ökonometrisches Modell Econometrics Money market Econometric models Kointegration Kreditmarkt Kapitalmarkttheorie Ökonometrie Methode ARCH-Prozess Konferenzschrift 1992 Mannheim |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005497064&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kaehlerjurgen econometricanalysisoffinancialmarkets |