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type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"USA"
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Hautsch, Nikolaus
2
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Härdle, Wolfgang
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Applied quantitative finance
Advances in business cycle research : with application to the French and US economies
4
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
4
Agglomeration economics : [includes proceedings of the National Bureau of Economic Research conference, held in 2007]
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
Exchange rate economics : where do we stand?
4
Family business
4
Measuring capital in the new economy
4
Recent advances in estimating nonlinear models : with applications in economics and finance
4
The interrelationship between financial and energy markets
4
The theory of monetary aggregation
4
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
3
Applied regional growth and innovation models
3
Applying Kernel and nonparametric estimation to economic topics
3
Business cycles in economics : types, challenges and impacts on monetary policies
3
Econometric analysis of financial and economic time series ; part B
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Economic growth issues
3
Education, skills, and technical change : implications for future US GDP growth
3
Essays in empirical macroeconomics: zooming on financial imbalances
3
Essays on empirical asset pricing
3
Essays on mutual fund's trading activity
3
European Monetary Union, emerging markets and econometric issues in international finance
3
Frontiers of broadband, electronic and mobile commerce
3
Health and labor force participation over the life cycle : evidence from the past
3
Information advantages in the mutual fund industry : three essays
3
Information systems outsourcing : enduring themes, new perspectives and global challenges ; with 71 tables
3
Measuring and modeling health care costs
3
Microeconomics
3
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
3
New developments in productivity analysis
3
New trends in macroeconomics : with 38 tables
3
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
3
Sportökonomie
3
Three essays on credit rating agencies
3
Trade policy issues and empirical analysis : [papers from a conference held by the National Bureau of Economic Research in Cambridge, Mass., Feb. 13 - 14, 1987]
3
Women working longer : increased employment at older ages
3
1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
2
33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
2
A statistical equilibrium perspective on corporate profitability
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
2
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
3
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
4
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
5
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
6
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
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