Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens Exchange Stock Market

Verfügbar
0
SternSternSternSternStern
0Bewertungen
Seminar paper from the year 2007 in the subject Business economics - Investment and Finance, grade: 90.0%, , language: English, abstract: This paper examines the estimating and forecasting performance of the different and various Generalized Autoregressive Conditional Heteroscedasticity-GARCH’s models in relation to Capital Asste Pricing Model (CAPM) model. We apply the CAPM model with ordinary l...
Weiterlesen
E-Book
epub
36,99 €
Seminar paper from the year 2007 in the subject Business economics - Investment and Finance, grade: 90.0%, , language: English, abstract: This paper examines the estimating and forecasting performance of the different and various Generalized Autoregressive Conditional Heteroscedasticity-GARCH’s models in relation to Capital Asste Pricing Model (CAPM) model. We apply the CAPM model with ordinary l...
Weiterlesen
Autor*in folgen

Details

  • ISBN: 9783640576791
  • Seitenzahl: 91
  • Kopierschutz: Kein
  • Erscheinungsdatum: 26.03.2010
  • Verlag: GRIN VERLAG
  • Sprache: Englisch
  • Formate: epub, pdf