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Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Heiden, Moritz Daniel
-
2016
This cumulative dissertation studies various approaches to improve stock market volatility forecasts based on nonlinearity and asymmetric dependence modeling as well as new innovative data sources. Studying multivariate dependence patterns using a vine copula approach and incorporating Google...
Persistent link: https://www.econbiz.de/10011473107
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2
Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael
-
2015
Persistent link: https://www.econbiz.de/10010511447
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3
Essays on multivariate stochastic volatility models
Trojan, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10010511448
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4
Advances in applied nonlinear time series modeling
Khan, Muhammad Yousaf
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2015
Persistent link: https://www.econbiz.de/10011311768
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5
Essays on nonlinear panel data models
Lei, Jinghua
-
2014
Persistent link: https://www.econbiz.de/10011372937
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6
The effects of inflation on economic growth and on its macroeconomic determinants
Khan, Muhammad
-
2014
This thesis is concerned with the effects of inflation on output growth and on its determinants. In the first step, ourstudy analyzes two aspects of the inflation–growth relationship. First, it examines the nonlinearity of the relationshipbetween inflation and output growth and identifies...
Persistent link: https://www.econbiz.de/10011298937
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On an inverse problem of financial mathematics with error in the operator
Stephan, Anna
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010373439
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8
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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9
To merge or not to merge : five essays analyzing value creation in mergers and acquisitions
Stock, Pascal
-
2013
Persistent link: https://www.econbiz.de/10011305919
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10
Empirical perspectives on learning at work
Meyer, Jan
-
2012
Persistent link: https://www.econbiz.de/10009768211
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