Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
von Master of Science Christoph Wegener
| Year of publication: |
2016
|
|---|---|
| Authors: | Wegener, Christoph |
| Other Persons: | Sibbertsen, Philipp (degree supervisor) ; Schulenburg, Johann-Matthias von der (degree supervisor) |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
Hannover |
| Subject: | Strukturbruch | Structural break | Finanzkrise | Financial crisis | Zeitreihenanalyse | Time series analysis | Kapitalmarktforschung | Wirtschaftsstatistik |
| Description of contents: |
Sovereign credit risk, liquidity risk, explosiveness, structural breaks, fractional integration. - Liquiditätsrisiko, explosive Prozesse, Strukturbrüche
|
freely available
| Extent: | 1 Online-Ressource (III, 48 Seiten, 627 KB) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2016 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015205548