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Statistical models of German stock returns
Authors:Vedat Akgiray  G. Geoffrey Booth  Otto Loistl
Affiliation:(1) Present address: Department of Finance, School of Business Administration, Clarkson University, 13676 Potsdam, NY, USA;(2) Present address: Department of Finance, College of Business Administration, Louisiana State University, 70803 Baton Rouge, LA, USA;(3) Present address: Universität Gesamthochschule Paderborn, Postfach 1621, D-4790 Paderborn, Germany
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