Synopsis
Seminar paper from the year 2008 in the subject Economics - Finance, grade: 1,7, Christian-Albrechts-University of Kiel, language: English, abstract: There is a long tradition of scholars seeking to understand the distributional regularities of financial returns. Research traces back to the turn of the 19th century. Since then, it underwent a lot of drastic changes, which are to be shown in this paper. The aim of this paper is to show theoretical models that account for the distributional regularities in financial returns as well as to illustrate the empirical analysis. It is necessary to understand the evolution of research on this topic because it came about in a consecutive manner. Thus, this paper will document over one hundred years of research on distributional properties of financial returns. The second chapter will start with the results of Louis Bachelier and his normal distribution hypothesis. Then it will describe Benoît Mandelbrot's groundbreaking results, which rejected Bachelier's normal hypothesis and introduced the Lévy-stable distributions. Mandelbrot's work had such an impact that it will be described in greater detail. The third chapter will present the results of research that followed after Mandelbrot's findings. It will also display and explain the results of recent research.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Distributional Regularities of Financial Returns
Image d'archives
Distributional Regularities of Financial Returns
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9783640833016
Acheter neuf
EUR 23,41
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Distributional Regularities of Financial Returns
impression à la demandeVendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Seminar paper from the year 2008 in the subject Economics - Finance, grade: 1,7, Christian-Albrechts-University of Kiel, language: English, abstract: There is a long tradition of scholars seeking to understand the distributionalregularities of financial returns. Research traces back to the turn of the 19thcentury. Since then, it underwent a lot of drastic changes, which are to be shownin this paper.The aim of this paper is to show theoretical models that account for the distributionalregularities in financial returns as well as to illustrate the empiricalanalysis. It is necessary to understand the evolution of research on this topicbecause it came about in a consecutive manner. Thus, this paper will documentover one hundred years of research on distributional properties of financial returns.The second chapter will start with the results of Louis Bachelier and his normaldistribution hypothesis. Then it will describe Benoît Mandelbrot's groundbreakingresults, which rejected Bachelier's normal hypothesis and introduced theLévy-stable distributions. Mandelbrot's work had such an impact that it will bedescribed in greater detail.The third chapter will present the results of research that followed after Mandelbrot'sfindings. It will also display and explain the results of recent research. 32 pp. Englisch. N° de réf. du vendeur 9783640833016
Acheter neuf
EUR 15,99
Expédition à EUR 23
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Distributional Regularities of Financial Returns
Edité par
GRIN Verlag, GRIN Verlag Feb 2011, 2011
ISBN 10 : 3640833015
ISBN 13 : 9783640833016
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Seminar paper from the year 2008 in the subject Economics - Finance, grade: 1,7, Christian-Albrechts-University of Kiel, language: English, abstract: There is a long tradition of scholars seeking to understand the distributionalregularities of financial returns. Research traces back to the turn of the 19th century. Since then, it underwent a lot of drastic changes, which are to be shown in this paper. The aim of this paper is to show theoretical models that account for the distributional regularities in financial returns as well as to illustrate the empirical analysis. It is necessary to understand the evolution of research on this topic because it came about in a consecutive manner. Thus, this paper will document over one hundred years of research on distributional properties of financial returns. The second chapter will start with the results of Louis Bachelier and his normal distribution hypothesis. Then it will describe Benoît Mandelbrot's groundbreaking results, which rejected Bachelier's normal hypothesis and introduced the Lévy-stable distributions. Mandelbrot's work had such an impact that it will be described in greater detail. The third chapter will present the results of research that followed after Mandelbrot's findings. It will also display and explain the results of recent research.Books on Demand GmbH, Überseering 33, 22297 Hamburg 32 pp. Englisch. N° de réf. du vendeur 9783640833016
Acheter neuf
EUR 15,99
Expédition à EUR 60
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Distributional Regularities of Financial Returns
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2008 in the subject Economics - Finance, grade: 1,7, Christian-Albrechts-University of Kiel, language: English, abstract: There is a long tradition of scholars seeking to understand the distributionalregularities of financial returns. Research traces back to the turn of the 19thcentury. Since then, it underwent a lot of drastic changes, which are to be shownin this paper.The aim of this paper is to show theoretical models that account for the distributionalregularities in financial returns as well as to illustrate the empiricalanalysis. It is necessary to understand the evolution of research on this topicbecause it came about in a consecutive manner. Thus, this paper will documentover one hundred years of research on distributional properties of financial returns.The second chapter will start with the results of Louis Bachelier and his normaldistribution hypothesis. Then it will describe Benoît Mandelbrot's groundbreakingresults, which rejected Bachelier's normal hypothesis and introduced theLévy-stable distributions. Mandelbrot's work had such an impact that it will bedescribed in greater detail.The third chapter will present the results of research that followed after Mandelbrot'sfindings. It will also display and explain the results of recent research. N° de réf. du vendeur 9783640833016
Acheter neuf
EUR 15,99
Expédition à EUR 60,62
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Distributional Regularities of Financial Returns
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. Print on Demand pp. 64 64:B&W 8.268 x 11.693 in or 297 x 210 mm (A4) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 96149921
Acheter neuf
EUR 71,11
Expédition à EUR 7,59
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 4 disponible(s)
Image d'archives
Distributional Regularities of Financial Returns
impression à la demandeVendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. Print on Demand pp. 64. N° de réf. du vendeur 2697295998
Acheter neuf
EUR 75,83
Expédition à EUR 3,49
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 4 disponible(s)
Image d'archives
Distributional Regularities of Financial Returns
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. PRINT ON DEMAND pp. 64. N° de réf. du vendeur 1897295988
Acheter neuf
EUR 71,65
Expédition à EUR 9,95
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 4 disponible(s)
Image fournie par le vendeur
Distributional Regularities of Financial Returns
Vendeur : preigu, Osnabrück, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Distributional Regularities of Financial Returns | Jakob Blatz | Taschenbuch | 32 S. | Englisch | 2011 | GRIN Verlag | EAN 9783640833016 | Verantwortliche Person für die EU: GRIN Publishing GmbH, Waltherstr. 23, 80337 München, info[at]grin[dot]com | Anbieter: preigu. N° de réf. du vendeur 107094362
Acheter neuf
EUR 15,99
Expédition à EUR 70
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 5 disponible(s)