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2by Dimmock, Stephen G“... missed by the static CAPM. Using the methodology developed in Schwert and Seguin (1990) this thesis...”
Published 2000
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6by Sigrid Zobl, Bodo D. Wilts, Willi Salvenmoser, Peter Pölt, Ille C. Gebeshuber, Thorsten SchwerteGet full text
Published 2020-02-01
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7by Bettina Thalinger, Bettina Thalinger, Bettina Thalinger, Andreas Rieder, Anna Teuffenbach, Yannick Pütz, Thorsten Schwerte, Josef Wanzenböck, Michael Traugott, Michael TraugottGet full text
Published 2021-02-01
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11by Gounwa Awad, Toralf Roch, Ulrik Stervbo, Sviatlana Kaliszczyk, Anna Stittrich, Jan Hörstrup, Ocan Cinkilic, Heiner Appel, Larysa Natrus, Ludmila Gayova, Felix Seibert, Frederic Bauer, Timm Westhoff, Mikalai Nienen, Nina BabelGet full text
Published 2021-06-01
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12by Rainer Dziewas, Matthias auf dem Brinke, Ulrich Birkmann, Götz Bräuer, Kolja Busch, Franziska Cerra, Renate Damm-Lunau, Juliane Dunkel, Amelie Fellgiebel, Elisabeth Garms, Jörg Glahn, Sandra Hagen, Sophie Held, Christine Helfer, Mirko Hiller, Christina Horn-Schenk, Christoph Kley, Nikolaus Lange, Sriramya Lapa, Christian Ledl, Beate Lindner-Pfleghar, Marion Mertl-Rötzer, Madeleine Müller, Hermann Neugebauer, Duygu Özsucu, Michael Ohms, Markus Perniß, Waltraud Pfeilschifter, Tanja Plass, Christian Roth, Robin Roukens, Tobias Schmidt-Wilcke, Beate Schumann, Julia Schwarze, Kathi Schweikert, Holger Stege, Dirk Theuerkauf, Randall S. Thomas, Ulrich Vahle, Nancy Voigt, Hermann Weber, Cornelius J. Werner, Rainer Wirth, Ingo Wittich, Hartwig Woldag, Tobias WarneckeGet full text
Published 2019-04-01
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13by Benjamin Rohn, Wiebke Jansing, Felix S. Seibert, Thiemo Pfab, Okan Cinkilic, Jürgen Paßfall, Sven Schmidt, Nina Babel, Frederic Bauer, Timm H. WesthoffGet full text
Published 2020-01-01
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14by Lahmiri, Salim“... méthodologie de Schwert (1989) pour examiner la relation entre la volatilité et le niveau de l'économie...”
Published 2006
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15“... and modified Schwert and Seguin (1990) to estimate time-varying betas. Before the financial crisis period...”
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16“... of CAPM and the time-varying models including Schwert and Seguin Model, Multi-GARCH Model and Kalman...”
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17by 黃慈慧“... changes, so it’s a very important financial model. Schwert (1989) observed stock prices, and discovered...”
Published 2011
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18“... price than positive information. The result is consistent with the prior findings of Lowry and Schwert...”
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19“... 1991 to 2008. According to the Schwert(1989), uses VAR approach and Liljeblom and Stenius (1997) GARCH...”
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20“... and emerging markets over 1990 to 2011. The Fama and Schwert model and a dynamic ordinary least squares (DOLS...”
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