Structural analysis of portfolio risk using beta impulse response functions:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt- Univ., Wirtschaftswiss. Fak.
1998
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
98,41 |
| Beschreibung: | 22 S. |
Internformat
MARC
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| 100 | 1 | |a Hafner, Christian |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Structural analysis of portfolio risk using beta impulse response functions |c Christian Hafner ; Helmut Herwartz |
| 264 | 1 | |a Berlin |b Humboldt- Univ., Wirtschaftswiss. Fak. |c 1998 | |
| 300 | |a 22 S. | ||
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 98,41 | |
| 700 | 1 | |a Herwartz, Helmut |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 98,41 |w (DE-604)BV012925295 |9 98,41 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-019524471 | ||
Datensatz im Suchindex
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| author | Hafner, Christian Herwartz, Helmut |
| author_facet | Hafner, Christian Herwartz, Helmut |
| author_role | aut aut |
| author_sort | Hafner, Christian |
| author_variant | c h ch h h hh |
| building | Verbundindex |
| bvnumber | BV024847586 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)753309692 (DE-599)BVBBV024847586 |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV024847586 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:22:22Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019524471 |
| oclc_num | 753309692 |
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| owner_facet | DE-11 |
| physical | 22 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Humboldt- Univ., Wirtschaftswiss. Fak. |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Hafner, Christian Verfasser aut Structural analysis of portfolio risk using beta impulse response functions Christian Hafner ; Helmut Herwartz Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1998 22 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 98,41 Herwartz, Helmut Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 98,41 (DE-604)BV012925295 98,41 |
| spellingShingle | Hafner, Christian Herwartz, Helmut Structural analysis of portfolio risk using beta impulse response functions |
| title | Structural analysis of portfolio risk using beta impulse response functions |
| title_auth | Structural analysis of portfolio risk using beta impulse response functions |
| title_exact_search | Structural analysis of portfolio risk using beta impulse response functions |
| title_full | Structural analysis of portfolio risk using beta impulse response functions Christian Hafner ; Helmut Herwartz |
| title_fullStr | Structural analysis of portfolio risk using beta impulse response functions Christian Hafner ; Helmut Herwartz |
| title_full_unstemmed | Structural analysis of portfolio risk using beta impulse response functions Christian Hafner ; Helmut Herwartz |
| title_short | Structural analysis of portfolio risk using beta impulse response functions |
| title_sort | structural analysis of portfolio risk using beta impulse response functions |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT hafnerchristian structuralanalysisofportfolioriskusingbetaimpulseresponsefunctions AT herwartzhelmut structuralanalysisofportfolioriskusingbetaimpulseresponsefunctions |