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Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Persistent link: https://www.econbiz.de/10014018810

A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues

Genser, Michael (contributor) - 2006

advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily …

Persistent link: https://www.econbiz.de/10013520503

Statistik für Wirtschaftswissenschaftler : Eine realdatenbasierte Einführung mit SPSS

Eckstein, Peter P. - 2010 - 2., aktualisierte und erweiterte Auflage

Dieses fundierte Lehrbuch führt umfassend und praxisrelevant in die statistische Methodenlehre für wirtschaftswissenschaftliche Studiengänge ein. Verfahren der Deskriptiven Statistik, der Explorativen Datenanalyse, der Stochastik, der Induktiven Statistik sowie der Multivariaten Statistik...

Persistent link: https://www.econbiz.de/10013517155

Intergenerational Income Mobility and Redistributive Policy

Schad, Mareike - 2016

Policy and Intergenerational Income Mobility Intergenerational Income Persistence in Germany: the Role of Education and …

Persistent link: https://www.econbiz.de/10012397674

Econometric Analysis of Count Data

Winkelmann, Rainer (contributor) - 2008 - Fifth edition

The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...

Persistent link: https://www.econbiz.de/10013520920

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

Ardia, David (contributor) - 2008

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …

Persistent link: https://www.econbiz.de/10013520959

Projecting Potential Output : Methods and Problems

Wang, Qingwei - 2009

In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …

Persistent link: https://www.econbiz.de/10013522987

Analysis of Microdata

Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006

variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It …

Persistent link: https://www.econbiz.de/10013520518

Modern Econometric Analysis : Surveys on Recent Developments

Hübler, Olaf (contributor); Frohn, Jachim (contributor) - 2006

Traditional econometric analysis concentrate on classical methods which are far from suitable handling actual economic problems. Modern econometric analysis tries to develop approaches from an economic perspective. This book presents survey articles of the most important methods in econometrics....

Persistent link: https://www.econbiz.de/10013520671

Abwechslungsbedürfnis und Werbewirkung : Theoretische Überlegungen und experimentelle Prüfung

Dechêne, Christian Frédéric (contributor) - 2006

Theoretische Grundlagen zur Stimulationssuche von Individuen -- Exploratives Konsumentenverhalten -- Erklärungsbeitrag des Explorationsstrebens zur Wirkung von Werbung -- Empirisches Werbeexperiment -- Ergebnisse des Werbeexperiments -- Abschlussbetrachtung.

Persistent link: https://www.econbiz.de/10013516645

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