Forecasting the correlation structure of German stock returns: a test of firmspecific factor models
| Author: | Manfred SteinerGND, Martin WallmeierGND |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/28182 |
| Parent Title (English): | European Financial Management |
| Publisher: | Wiley |
| Place of publication: | Chichester |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 1999 |
| Release Date: | 2017/07/21 |
| Volume: | 5 |
| Issue: | 1 |
| First Page: | 85 |
| Last Page: | 102 |
| DOI: | https://doi.org/10.1111/1468-036X.00081 |
| Institutes: | Wirtschaftswissenschaftliche Fakultät |
