Questionnaire data is used to identify socio-demographic as well as the risk-awareness characteristics of users offended on the Internet. The data comprises a representative sample of 3,000 individuals, containing information on employment, education, age, the frequency of Internet usage and...

Autoren-Abstract: This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only differ in the parameters to be estimated. We assume that only limited information is used to construct estimators....

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only differ in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More...

This paper applies recently developed procedures to monitor and date so-called "financial market dislocations", defined as periods in which substantial deviations from arbitrage parities take place. In particular, we focus on deviations from the triangular arbitrage parity for exchange rate...

This Special Issue was organized in relation to the fifth Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, which took place at the Institute for Advanced Studies in Vienna on 9 June and 10 June 2022 [...]

In this article we study the expected rank problem under full information. Our approach uses the planar Poisson approach from Gnedin (2007) to derive the expected rank of a stopping rule that is one of the simplest non-trivial examples combining rank dependent rules with threshold rules. This...