Deutsch
Röder, Klaus (1996) Intraday-Volatilität und Expiration-Day-Effekte bei DAX, IBIS-DAX und DAX-Future. Finanzmarkt und Portfolio-Management 10 (4), pp. 463-477.
![[img]](http://epub.uni-regensburg.de/style/images/fileicons/application_pdf.png)
| PDF - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader 1748Kb |
| Item Type: | Article |
|---|---|
| Institutions: | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) |
| Interdisciplinary subject network: | Immobilien- und Kapitalmärkte, Immobilien- und Kapitalmärkte |
| Subjects: | 300 Social sciences > 330 Economics |
| Status: | Published |
| Refereed: | Unknown |
| Created at the University of Regensburg: | Unknown |
| Owner: | Martin Kaiser |
| Deposited On: | 03 Jul 2009 08:26 |
| Last Modified: | 20 Jul 2011 23:35 |
| Item ID: | 8317 |
Export bibliographical data
Literature of the same author
in this repositoryat BASEat Google Scholarat Scirus
Bookmark
- ASCII Citation
- BibTeX
- Dublin Core
- EndNote
- HTML Citation
- METS
- OAI-ORE Resource Map (Atom Format)
- OAI-ORE Resource Map (RDF Format)
- RDF+N-Triples
- RDF+N3
- RDF+XML
- Refer
- Reference Manager
- Simple Metadata
- XML
- xMetaDissPlus
Literature of the same author
in this repositoryat BASEat Google Scholarat ScirusBookmark
Citeulike
Connotea
Del.icio.us
Digg
Facebook
Owner Only: item control page