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Search: subject_exact:"Nonlinear econometrics"
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ECONIS (ZBW)
82
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82
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1
New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon
-
2023
Persistent link: https://www.econbiz.de/10014282051
Saved in:
2
Inference in predictive regression models with persistent regressors
Hillmann, Benjamin
-
2021
Persistent link: https://www.econbiz.de/10012663790
Saved in:
3
Macroeconomic forecasting and business cycle analysis with nonlinear models
Heinrich, Markus
-
2020
Persistent link: https://www.econbiz.de/10012624946
Saved in:
4
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon
-
2020
Persistent link: https://www.econbiz.de/10012415028
Saved in:
5
Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
6
Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus
-
2019
Persistent link: https://www.econbiz.de/10012134188
Saved in:
7
Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus
-
2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
Saved in:
8
Towards solving long-horizon nonlinear dynamic programs: scalability and robustness
Na, Sen
-
2021
Persistent link: https://www.econbiz.de/10013465405
Saved in:
9
Modelling nonlinearities in cointegration relationships
Schweikert, Karsten
-
2017
Persistent link: https://www.econbiz.de/10012795244
Saved in:
10
Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
Saved in:
11
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
Saved in:
12
Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael
-
2015
Persistent link: https://www.econbiz.de/10010511447
Saved in:
13
Essays on multivariate stochastic volatility models
Trojan, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10010511448
Saved in:
14
Advances in applied nonlinear time series modeling
Khan, Muhammad Yousaf
-
2015
Persistent link: https://www.econbiz.de/10011311768
Saved in:
15
Essays on nonlinear panel data models
Lei, Jinghua
-
2014
Persistent link: https://www.econbiz.de/10011372937
Saved in:
16
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
Saved in:
17
On an inverse problem of financial mathematics with error in the operator
Stephan, Anna
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010373439
Saved in:
18
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
Saved in:
19
Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang
-
2014
In dieser Arbeit wird die Eignung des Instrumentariums der neuronalen Netze, im Konkreten der autoregressiven Neuronale-Netz-Modelle (ARNN), zur Modellierung und Prognose von makroökonomischen Zeitreihen untersucht und mit jenen der autoregressiven (AR) und autoregressiven...
Persistent link: https://www.econbiz.de/10011933751
Saved in:
20
Nichtlineare Modellierung von Hedge-Fonds-Renditen : Eine empirische Untersuchung mit Hilfe des Bayesschen Strukturbruchmodells
Thies, Sven
-
2018
-
1. Auflage
Persistent link: https://www.econbiz.de/10012522771
Saved in:
21
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
Saved in:
22
Empirical perspectives on learning at work
Meyer, Jan
-
2012
Persistent link: https://www.econbiz.de/10009768211
Saved in:
23
Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009666650
Saved in:
24
Inflation hedging : an empirical analysis on inflation nonlinearities, infrastructure, and international equities
Rödel, Maximilian Georg
-
2012
This dissertation analyzes how asset performance relates to inflation based on 50 countries and 60 years of data. The three key findings are: a nonlinear behavior of bills, bonds, and equities against inflation, the demystification of listed infrastructure as inflation hedge, and, finally, a...
Persistent link: https://www.econbiz.de/10009741569
Saved in:
25
Verteilte Zustandsschätzung nichtlinearer Systeme
Hilgers, Peter
-
2012
Die Arbeit handelt von der Kombination des Unscented Kalman-Filters mit den Methoden der Dezentralisierung, Verteilung und Fusion. Zu Anfang werden die allgemeinen Grundlagen der optimalen Zustandsschätzung für das lineare Filter hergeleitet. Aus diesen Betrachtungen, die auch mit Blick auf...
Persistent link: https://www.econbiz.de/10009691295
Saved in:
26
Pricing, implementation and calibration of credit derivatives in incomplete market
Houssou, Régis
-
2011
After the financial crisis of 2UU8. it is observed that tlie liquidity of many credit derivatives has dried up. The existence of illiquid credit derivatives that can not be perfectly hedged means that the market is incomplete. Therefore. the classical risk-neutral approach to valuing the credit...
Persistent link: https://www.econbiz.de/10009523460
Saved in:
27
Essays on nonlinearity in economic time series
Heinen, Florian
-
2011
Persistent link: https://www.econbiz.de/10009348370
Saved in:
28
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
Saved in:
29
Understanding the behavior of the real exchange rate : Bayesian estimation of nonlinear models
Kaltenrieder, Gilles
-
2010
Persistent link: https://www.econbiz.de/10008905712
Saved in:
30
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
31
Enhanced forecasting methods, fat tails, and their applications in finance
Scherrer, Christian
-
2010
Persistent link: https://www.econbiz.de/10008842522
Saved in:
32
Essays on nonlinear panel time series models
Mesters, Geert
-
2015
Persistent link: https://www.econbiz.de/10010461080
Saved in:
33
Accounting for time-varying and nonlinear relationships in macroeconometric models
Tudyka, Andreas
-
2015
Persistent link: https://www.econbiz.de/10011898737
Saved in:
34
Mustererkennungsbasierte Prognosesysteme für Finanzmärkte : Entwicklung eines heuristischen, sequentiellen Verfahrensansatzes unter Verwendung digitaler Signalverarbeitung, nichtli...
Bohlmann, Daniel
-
2015
Persistent link: https://www.econbiz.de/10013432874
Saved in:
35
Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang
-
2014
Persistent link: https://www.econbiz.de/10010239501
Saved in:
36
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
37
Essays on nonlinear macroeconomic dynamics
Bocola, Luigi
-
2014
Persistent link: https://www.econbiz.de/10012501748
Saved in:
38
Three essays on the nonparametric estimation of nonlinear cointegrating regressions
Duffy, James A.
-
2014
Persistent link: https://www.econbiz.de/10012507702
Saved in:
39
Essays in time series econometrics : nonlinear, nonstationary GMM estimation, credit shock transmission, and global VAR models
Han, Fei
-
2012
Persistent link: https://www.econbiz.de/10011818536
Saved in:
40
Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Heitger, Florian
-
2010
Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...
Persistent link: https://www.econbiz.de/10008664303
Saved in:
41
Measurement error in nonlinear models : an application to disclosure limitation techniques
Nolte, Sandra
-
2010
Persistent link: https://www.econbiz.de/10003952764
Saved in:
42
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
43
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
-
2009
Persistent link: https://www.econbiz.de/10003885269
Saved in:
44
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
45
Essays on the large dimensional approximate dynamic factor model
Schmid, Frank
-
2009
Persistent link: https://www.econbiz.de/10013436419
Saved in:
46
The dynamics of corporate credit risk : an intensity-based econometric analysis
Monteiro, André Antonio
-
2008
Persistent link: https://www.econbiz.de/10003775855
Saved in:
47
Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
Ardia, David
-
2008
Persistent link: https://www.econbiz.de/10003855637
Saved in:
48
Pricing of bond options : unspanned stochastic volatility and random field models
Repplinger, Detlef
-
2008
Persistent link: https://www.econbiz.de/10013278100
Saved in:
49
Statistical inference for multivariate nonlinear time series
Matteson, David S.
-
2008
Persistent link: https://www.econbiz.de/10011573342
Saved in:
50
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
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