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Pitman-closeness as a measure to evaluate the quality of forecasts
Wenzel, Thomas - 1998
Persistent link: https://www.econbiz.de/10010467707
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Consumer price adjustment under the microscope : Germany in a period of low inflation
Hoffmann, Johannes (contributor);  … - 2006
We analyse the adjustment of retail and services prices in a period of low inflation, using a set of individual price … data from the German Consumer Price Index which covers the years 1998 to 2003. We strong find evidence of time- and state …-dependent price adjustment. Most importantly, the differences in unconditionalʺ sectoral price flexibility are found to be linked to …
Persistent link: https://www.econbiz.de/10003339174
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Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf - 1998
Persistent link: https://www.econbiz.de/10000681350
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Combining German macro economic forecasts using rank-based techniques
Klapper, Matthias - 1998
Persistent link: https://www.econbiz.de/10000672969
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Measuring business sector concentration by an infection model
Düllmann, Klaus (contributor) - 2006
Results from portfolio models for credit risk tell us that loan concentration in certain industry sectors can substantially increase the value-at-risk (VaR). The purpose of this paper is to analyze whether a tractable infection modelʺ can provide a meaningful estimate of the impact of...
Persistent link: https://www.econbiz.de/10003326735
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Modelling and understanding of chatter
Wolfrum, P.; Gepperth, A.; Sandamirskaya, Y.; Webber, O.; … - 2006
Recent analysis in chatter modelling of BTA deep-hole drilling consisted in phenomenological modelisation of relationships between the observed time series and appearance of chatter during the process. Using the newly developed MEWMA control chart [4, 5], it has even been possible to predict the...
Persistent link: https://www.econbiz.de/10003354923
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Similarity measures for clustering SNP and epidemiological data
Selinski, Silvia (contributor) - 2006
Persistent link: https://www.econbiz.de/10003354968
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Proprietary income, entrepreneurial risk, and the predictability of US stock returns
Hoffmann, Mathias (contributor) - 2005
Proprietors are an important group of stockholders and non-diversifiable entrepreneurial risk could therefore help explain time-varying risk premia on the aggregate stock market. This paper suggests an entrepreneurial distress factor that is highly correlated with the aggregate...
Persistent link: https://www.econbiz.de/10003355063
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A practical guide for optimal designs of experiments in the Monod model
Strigul, Nikolay (contributor); Dette, Holger (contributor);  … - 2006
experimental data is a challenging problem. Recently, it was shown theoretically that the application of optimal design theory in …
Persistent link: https://www.econbiz.de/10003355230