Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Jürgen Kähler"'
Autor:
Jürgen Kähler, Christoph S. Weber
Publikováno v:
WiSt - Wirtschaftswissenschaftliches Studium. 44:572-578
Autor:
Nicolas Pinkwart, Jürgen Kähler
Publikováno v:
WiSt - Wirtschaftswissenschaftliches Studium. 40:24-29
Publikováno v:
Wirtschaftsdienst. 93:140-142
Autor:
Christoph Pasternak, Jürgen Kähler
Publikováno v:
WiSt - Wirtschaftswissenschaftliches Studium. 31:165-168
Autor:
Jürgen Kähler, Adrian Sargeant
Publikováno v:
Nonprofit Management and Leadership. 10:5-19
There has been much interest of late in the relative efficiency of various forms of fundraising activity. It is the purpose of this article to establish the typical returns that might be expected to accrue from a variety of fundraising methods. Based
Autor:
Jürgen Kähler
Publikováno v:
The New Capital Markets in Central and Eastern Europe ISBN: 9783642625695
One of the cornerstones of empirical finance is the analysis of market efficiency. A plethora of studies for mature capital markets has been directed at tests of the efficient-market hypothesis which states that prices fully reflect all available and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9917b17bf746a74e44e5791060b3c547
https://doi.org/10.1007/978-3-642-56520-5_8
https://doi.org/10.1007/978-3-642-56520-5_8
Autor:
Jürgen Kähler
Publikováno v:
Central Europe towards Monetary Union: Macroeconomic Underpinnings and Financial Reputation ISBN: 9781461355274
In the process of economic transformation from a centrally planned economy to a market economy, the establishment of a stock market takes a pivotal role. After the political revolutions in Central and Eastern Europe (CEE) in the late 80s and early 90
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a495c11c89451cfb126c50eb4401058
https://doi.org/10.1007/978-1-4615-1385-8_9
https://doi.org/10.1007/978-1-4615-1385-8_9
Autor:
Jürgen Kähler
Publikováno v:
Operations Research ’92 ISBN: 9783790806793
In this paper I will explore the applicability of GARCH (generalized autoregressive conditional heteroskedasticity) models to the modelling of volatility in financial markets. More specifically, I will examine the forecasting performance of GARCH mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f4589673cecf4b10de5521d51ba4933
https://doi.org/10.1007/978-3-662-12629-5_153
https://doi.org/10.1007/978-3-662-12629-5_153