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ECONIS (ZBW)
64
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1
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:
2
Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael
-
2015
Persistent link: https://www.econbiz.de/10010511447
Saved in:
3
Essays on multivariate stochastic volatility models
Trojan, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10010511448
Saved in:
4
Advances in applied nonlinear time series modeling
Khan, Muhammad Yousaf
-
2015
Persistent link: https://www.econbiz.de/10011311768
Saved in:
5
Essays on nonlinear panel data models
Lei, Jinghua
-
2014
Persistent link: https://www.econbiz.de/10011372937
Saved in:
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
Saved in:
7
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:
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
Saved in:
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
Saved in:
10
Empirical perspectives on learning at work
Meyer, Jan
-
2012
Persistent link: https://www.econbiz.de/10009768211
Saved in:
11
Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009666650
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12
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
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13
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
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14
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
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15
Essays on nonlinearity in economic time series
Heinen, Florian
-
2011
Persistent link: https://www.econbiz.de/10009348370
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16
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
Saved in:
17
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:
18
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:
19
Enhanced forecasting methods, fat tails, and their applications in finance
Scherrer, Christian
-
2010
Persistent link: https://www.econbiz.de/10008842522
Saved in:
20
Essays on nonlinear panel time series models
Mesters, Geert
-
2015
Persistent link: https://www.econbiz.de/10010461080
Saved in:
21
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:
22
Prognose makroökonomischer Zeitreihen : ein Vergleich linearer Modelle mit neuronalen Netzen
Koller, Wolfgang
-
2014
Persistent link: https://www.econbiz.de/10010239501
Saved in:
23
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
24
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
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25
Measurement error in nonlinear models : an application to disclosure limitation techniques
Nolte, Sandra
-
2010
Persistent link: https://www.econbiz.de/10003952764
Saved in:
26
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
27
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
-
2009
Persistent link: https://www.econbiz.de/10003885269
Saved in:
28
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
29
Essays on the large dimensional approximate dynamic factor model
Schmid, Frank
-
2009
Persistent link: https://www.econbiz.de/10013436419
Saved in:
30
The dynamics of corporate credit risk : an intensity-based econometric analysis
Monteiro, André Antonio
-
2008
Persistent link: https://www.econbiz.de/10003775855
Saved in:
31
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:
32
Statistical inference for multivariate nonlinear time series
Matteson, David S.
-
2008
Persistent link: https://www.econbiz.de/10011573342
Saved in:
33
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:
34
Nicht-lineare Wirkungsbeziehungen von Erfolgsfaktoren der Unternehmensgründung
Herr, Christian
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003407517
Saved in:
35
Asset allocation, multivariate position based trading, and the stylized facts
Pape, Bernd
-
2007
Persistent link: https://www.econbiz.de/10003610753
Saved in:
36
Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo
-
2006
Persistent link: https://www.econbiz.de/10003965066
Saved in:
37
Generalized spectral-based specification testing for time series and dynamic panel data model
Lee, Yoon-jin
-
2006
Persistent link: https://www.econbiz.de/10003965661
Saved in:
38
Essays on econometric models of relative prices
Norman, Stephen
-
2006
Persistent link: https://www.econbiz.de/10009242602
Saved in:
39
Nonlinearity in econometric forecasting and inference
Marmer, Vadim
-
2005
Persistent link: https://www.econbiz.de/10003553474
Saved in:
40
The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor
-
2005
Persistent link: https://www.econbiz.de/10003300833
Saved in:
41
Genetisches Programmieren als neues Instrumentarium zur Prognose makroökonomischer Größen : Anwendungen auf Inflationsraten und Wechselkurse
Zschischang, Elmar
-
2005
Persistent link: https://www.econbiz.de/10003063650
Saved in:
42
Micro-level investment and labour demand : an econometric analysis of German firms
Verick, Sher Singh
-
2005
Persistent link: https://www.econbiz.de/10002734188
Saved in:
43
Nonlinear nonstationary time series analysis and its application
Arai, Yoichi
-
2004
Persistent link: https://www.econbiz.de/10003549342
Saved in:
44
Three essays on non-classical measurement error in non-linear models
Mahajan, Aprajit
-
2004
Persistent link: https://www.econbiz.de/10003550168
Saved in:
45
Three essays on health insurance arrangements among married couples
Zimmer, David M.
-
2004
Persistent link: https://www.econbiz.de/10003550297
Saved in:
46
Neuronale Netze in der wirtschaftswissenschaftlichen Prognose und Modellgenerierung : eine theoretische und empirische Betrachtung mit Programmier-Beispielen ; mit 12 Tabellen
Lange, Carsten
-
2004
Persistent link: https://www.econbiz.de/10001759982
Saved in:
47
An evaluation of equilibrium business cycle models in the presence of statistical nonlinearities
Valderrama, Diego
-
2003
Persistent link: https://www.econbiz.de/10003624836
Saved in:
48
Essays on the impacts of consumer switching costs on e-commerce business models and services
Guan, Junwei
-
2003
Persistent link: https://www.econbiz.de/10003569924
Saved in:
49
Nichtlineare Abhängigkeiten bei finanzwirtschaftlichen Zeitreihen : aktuelle Testverfahren am Beispiel einer Wechselkursanalyse
Moeller, Ingo
;
Möller, Ingo
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001823650
Saved in:
50
Finanzprognosen versus Random-Walk-Theorie : Perspektiven eines nichtlinearen Kapitalmarktmodells
Kipp, Andreas
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001724785
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