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Subject
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Bayesian inference Credit risk EU-Staaten Fusion Kalman filter Kreditrisiko Lobbying Maximum-Likelihood-Schätzung Schätzung Statistische Verteilung Stochastischer Prozess USA United States World Theorie 68 Theory 68 Bayes-Statistik 42 Estimation 29 Time series analysis 25 Zeitreihenanalyse 25 Statistical distribution 23 Volatility 23 Volatilität 23 Monte Carlo simulation 20 Monte-Carlo-Simulation 20 Stochastic process 19 Transaction costs 19 Transaktionskosten 19 Welt 19 Netherlands 17 Niederlande 17 Forecasting model 16 Prognoseverfahren 16 ARCH model 15 ARCH-Modell 15 State space model 14 Zustandsraummodell 14 Algorithm 13 Algorithmus 13 Markov chain 12 Markov-Kette 12 Sampling 12 Stichprobenerhebung 12 Estimation theory 11 Schätztheorie 11 Exchange rate 10 Wechselkurs 10 Auslandsinvestition 9 Foreign investment 9
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Online availability
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Free
Type of publication
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Book / Working Paper
Type of publication (narrower categories)
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Arbeitspapier 92 Working Paper 92 Graue Literatur 91 Non-commercial literature 91
Language
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English
Author
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Bos, Charles S. Butter, Frank A. G. den Hoogerheide, Lennart Marrewijk, Charles van Perotti, Enrico C. Pozzi, Lorenzo Koopman, Siem Jan 128 Lucas, André 86 Dijk, Herman K. van 72 McAleer, Michael 69 Nijkamp, Peter 44 Dijk, Dick van 33 Groot, Henri L. F. de 33 Vries, Casper G. de 29 Demirgüç-Kunt, Asli 27 Francois, Joseph F. 25 Blasques, Francisco 24 Wijnbergen, Sweder van 24 Chang, Chia-Lin 23 Brown, Sarah 22 Mattoo, Aaditya 21 Ravazzolo, Francesco 19 Thurik, Adriaan R. 18 Basturk, Nalan 17 Paap, Richard 17 Praag, Mirjam van 17 Taylor, Karl 17 Perotti, Enrico 16 Rietveld, Piet 16 Ruta, Michele 16 Schwaab, Bernd 16 Wel, Michel van der 16 Allen, David E. 15 Ommeren, Jos van 15 Opschoor, Anne 15 Casarin, Roberto 14 Moraga-González, José Luis 14 Diks, Cees G. H. 13 Hoekman, Bernard M. 13 Huizinga, Harry 13 Kraay, Aart 13 Lederman, Daniel 13 Martin, Will 13
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Discussion paper / Tinbergen Institute SSRN research paper Sheffield economic research paper series Staff working paper / Bank of Canada World Bank Policy Research Working Paper CESifo working papers 12 Tinbergen Institute Discussion Paper 10 CESifo Working Paper Series 9 Working paper / Norges Bank 5 Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde 2 Amsterdam Center for Law & Economics Working Paper 1 CAMP working paper series 1 CESifo Working Paper 1 CORE discussion paper : DP 1 Econometric Institute research papers 1 Economics discussion papers 1 GSBE research memoranda 1 IFN Working Paper nr 1339. Stockholm: Research Institute of Industrial Economics (IFN), 2020 1 Norges Bank Working Paper 10/2017 1 Norges Bank Working Paper 11/17 1 SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin 1 Tinbergen Institute Discussion Paper 09-110/4 1 Tinbergen Institute Discussion Paper 12-144/VI 1 Tinbergen Institute Discussion Paper 14-039/III 1 Tinbergen Institute Discussion Paper 15-042/III 1 Tinbergen Institute Discussion Paper 16-088/VI 1 Tinbergen Institute Discussion Paper 16-099/III 1 Tinbergen Institute Discussion Paper 2018-046/VI 1 Tinbergen Institute Discussion Paper 2018-063/III 1 Tinbergen Institute Discussion Paper 2018-076/III 1 Tinbergen Institute Discussion Paper 2019-018/III 1 Tinbergen Institute Discussion Paper 2021-030/VI 1 Working paper / National Bank of Belgium 1 Working paper / National Bank of Belgium / National Bank of Belgium 1
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Source
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ECONIS (ZBW)
Showing 61 - 70 of 92
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Countries of a feather flock together - mergers and acquisitions ion the global economy
Garita, Gus; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003739022
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Cross-boarder mergers and acquisitions : on revealed comparative advantage and merger waves
Brakman, Steven; Garretsen, Harry; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003645088
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Cross-border mergers and acquisitions : on revealed comparative advantage and merger waves
Brakman, Steven; Garretsen, Harry; Marrewijk, Charles van - 2008 - This version: January 2008
By combining two large data sets (on international trade flows and cross-border mergers and acquisitions - M&As), we test two implications of Neary’s (2003, 2007) general oligopolistic equilibrium (GOLE) model (incorporating strategic interaction between firms in a general equilibrium...
Persistent link: https://www.econbiz.de/10011374427
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Have Euro area government bond risk premia converged to their common state?
Pozzi, Lorenzo; Wolswijk, Guido Franciscus Theodorus - 2008
We derive a model in which a standard international capital asset pricing (ICAPM) model is nested within an ICAPM model with market imperfections. In the latter model an idiosyncratic stochastic factor affects the return of risky assets (over a risk-free rate) on top of the systematic component...
Persistent link: https://www.econbiz.de/10011374402
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A K-sample homogeneity test based on the quantification of the p-p plot
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labelled the Harmonic Weighted Mass (HWM) index. We introduce the diagonal-deviation (d-d) plot that...
Persistent link: https://www.econbiz.de/10011377121
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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003787143
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
When analysing the volatility related to high frequency financial data, mostly non-parametric approaches based on realised or bipower variation are applied. This article instead starts from a continuous time diffusion model and derives a parametric analog at high frequency for it, allowing...
Persistent link: https://www.econbiz.de/10011374428
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Trade between China and the Netherlands : a case study of globalization
Butter, Frank A. G. den; Hayat, Raphie - 2008 - Version 12 February 2008
During the last decades, the growth of trade between China and the Netherlands has been larger than the increase in bilateral trade flows between China and most other countries. Using a time series based gravity model, this paper investigates the main determinants of this increase. The empirical...
Persistent link: https://www.econbiz.de/10011374425
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Dynamic correlations and optimal hedge ratios
Bos, Charles S.; Gould, Phillip - 2007
The focus of this article is using dynamic correlation models for the calculation of minimum variance hedge ratios between pairs of assets. Finding an optimal hedge requires not only knowledge of the variability of both assets, but also of the co-movement between the two assets. For this...
Persistent link: https://www.econbiz.de/10011372522
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