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Huynh, Kim; Kervalla, Pierre; Zheng, Jun - 2002

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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance

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Dynamic semiparametric factor models in risk neutral density estimation

Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 4, pp. 387-402

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Dynamic semiparametric factor models in risk neutral density estimation

Giacomini, Enzo (contributor); Härdle, Wolfgang (contributor) - 2008

Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...

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Marshallian vs Jacobs effects : which one is stronger? : evidence for Russia unemployment dynamics

Demidova, Olʹga Anatolʹevna; Kolyagina, Alena; … - 2018

This paper is devoted to the study of diversification and specialization influence on one of the main indicators of Russian labour market, the unemployment growth. The purpose of the work is to find out which effects dominate in the Russian regions, Marshallian or Jacobs, and whether this...

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Marshallian vs Jacobs effects : which one is stronger? : evidence for Russia unemployment dynamics

Demidova, Olʹga Anatolʹevna; Kolyagina, Alena; … - 2019

Persistent link: https://www.econbiz.de/10012162975

Marshallian vs Jacobs effects : which is stronger? : evidence for Russia unemployment dynamics

Demidova, Olʹga Anatolʹevna; Kolyagina, Alena; … - In: Structural change and economic dynamics : SC+ED 55 (2020), pp. 244-258

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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt

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Statistical tools for finance and insurance

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-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …

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A Bayesian semiparametric analysis of ARCH models

Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000

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