edoc

Browse by Basel Contributors ID

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type | Refereed | No Grouping
Jump to: Yes

Yes

Drobetz, Wolfgang and Wegmann, Patrick. (2002) Mean Reversion on Global Stock Markets. Swiss Journal of Economics and Statistics, 138 (3). pp. 215-239.

Wegmann, Patrick and Portmann, Thomas. (1998) Lower Partial Moments und Value-at-Risk: Eine Synthese. Finanzmarkt und Portfolio Management, 12 (3). pp. 326-341.