-Universit at zu Berlin is gratefully acknowledged. yCASE { Center for Applied Statistics and Economics, Humboldt-Universit at zu … economics is a challenging task in particular in a dynamic context. With the formulation of utility maximisation theory … risk aversion parameters and economic indicators of the business cycle sig at 1% = * sig at 5% = ** sig at 10 …

Statistics and Economics, Institute for Statistics and Econometrics of Humboldt-Universit¨at zu Berlin, Spandauer Straße 1, 10178 …

- Center for Applied Statistics and Economics. ‡Corresponding author. Research associate at the Institute for Statistics and … Econometrics of Humboldt- Universit¨at zu Berlin and CASE-Center for Applied Statistics and Economics, Spandauer Straße 1, 10178 … for mortality, fertility and migration. Monash Econometrics and Business Statistics Working Papers, Monash University, 14 …

- Center for Applied Statistics and Economics. ‡Corresponding author. Research associate at the Institute for Statistics and … Econometrics of Humboldt- Universit¨at zu Berlin and CASE-Center for Applied Statistics and Economics, Spandauer Straße 1, 10178 … for mortality, fertility and migration. Monash Econometrics and Business Statistics Working Papers, Monash University, 14 …

Statistics and Economics, Humboldt-Universit at zu Berlin, School of Business and Economics, Spandauerstr. 1, 10178 Berlin …, Germany xUniversit at Mannheim, Department of Economics, L7, 3-5, 68131 Mannheim, Germany 1 1 Introduction One of the key …., Diebold, F. and Ebens, H. (2001a). The distribution of realized stock return volatility, Journal of Financial Economics 61: 43 …

Statistics and Economics, Humboldt-Universit at zu Berlin, School of Business and Economics, Spandauerstr. 1, 10178 Berlin …, Germany xUniversit at Mannheim, Department of Economics, L7, 3-5, 68131 Mannheim, Germany 1 1 Introduction One of the key …., Diebold, F. and Ebens, H. (2001a). The distribution of realized stock return volatility, Journal of Financial Economics 61: 43 …

Wolfgang Karl H ardle, Brenda L opez Cabrera CASE - Center for Applied Statistics and Economics Humboldt-Universit at zu Berlin … exchange business day at least two calendar days after the futures contract month. The accumulation period of each CAT index …

- Center for Applied Statistics and Economics. ‡Corresponding author. Research associate at the Institute for Statistics and … Econometrics of Humboldt- Universit¨at zu Berlin and CASE-Center for Applied Statistics and Economics, Spandauer Straße 1, 10178 … for mortality, fertility and migration. Monash Econometrics and Business Statistics Working Papers, Monash University, 14 …