a comparable data set for Germany for the time period 1968-1990. We analyze this data set in order to identify a "best …/French for US stock returns is almost the best one in Germany. The book-to-market-ratio turns out to be the variable with highest …

exchange the paper compares estimation results of parametric and nonparametric autoregressive models with respect to possible …

alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of …

problem of online estimation of current values of w = w(T) and a = a(T) from the observations SI , ... ,ST. We propose an … adaptive method of estimation which does not use any information about time homogeneity of the obscured process. We apply this …

. However, no empirical evidence exists for Germany so far. We investigate the effectiveness of (i) self-ratings of health by … individuals and (ii) changes in self-rated health, as predictors of mortality for Germany. Methods: A sub-sample of 3 … a valid predictor of mortality in Germany, adding previously self-rated health has no effect on explaining the …

. Institutional differences between Germany and the U.S. allow to disentangle the three main hypotheses on the announcement effect …. Consistently, abnormal returns around the announcement day are much lower in Germany than in the U.S. Although a significant …