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Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10009578563

Time varying market price of risk in the CAPM approaches, empirical evidence and implications

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001377689

Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface

Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919426

Confidence intervals for state price densities

Hlávka, Zdeněk (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001916784

E-privacy : evaluating a new search cost in online environments

Annacker, Dirk; Spiekermann, Sarah; Strobel, Martin - 2001

Electronic Commerce environments increasingly witness a conflict on the subject of e-privacy: While marketers want to maximize their customer knowledge and grasp the identity of their online users, consumers often want to stay anonymous and not reveal private information. The conflict suggests...

Persistent link: https://www.econbiz.de/10009615417

Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...

Persistent link: https://www.econbiz.de/10009615423

Overeducation, undereducation, and the theory of career mobility

Büchel, Felix; Mertens, Antje - 2001

The theory of career mobility (Sicherman and Galor 1990) claims that wage penalties for overeducated workers are … compensated by better promotion prospects. Sicherman (1991) was able to confirm this theory in an empirical study. However, the …

Persistent link: https://www.econbiz.de/10009616783

Money and banks : some theory and empirical evidence for Germany

Holtemöller, Oliver - 2002

In a world with imperfect competition, market externalities or asymmetric information, the impact of money and monetary … in Germany in the period of monetary targeting from 1975 to 1998 is estimated. The implications of the theoretical model …. -- monetary policy ; Endogenous money ; industrial organization approach to banking theory ; money multiplier ; vector error …

Persistent link: https://www.econbiz.de/10009620766

Intuitive optimizing for time allocation decisions in newly formed ventures

Lévesque, Moren; Schade, Christian D. - 2002

This article investigates whether decision makers intuitively optimize close to the normative prediction in entrepreneurial decision situations where their time must be allocated between a wage job and a newly formed venture. We offer an analytical model based on maximizing expected utility, and...

Persistent link: https://www.econbiz.de/10009621420

Nonlinear GARCH models for highly persistent volatility

Lanne, Markku; Saikkonen, Pentti - 2002

related to relatively infrequent changes in regime. U sing the theory of Markov chains we provide sufficient conditions for …

Persistent link: https://www.econbiz.de/10009621424