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~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
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DSGE-based priors for BVARs an...
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Dresdner Beiträge zu quantitativen Verfahren
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ECONIS (ZBW)
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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
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2
Strukturähnlichkeiten ökonomischer Prozesse im Zeitablauf
Lehmann-Waffenschmidt, Marco
;
Schwerin, Joachim
-
1996
Persistent link: https://www.econbiz.de/10000958462
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3
Risikoabschätzung durch historische Simulation
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961433
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4
Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd
;
Brechtmann, Markus
-
1994
Persistent link: https://www.econbiz.de/10000964811
Saved in:
5
Feasible minimax estimators in the simultaneous equations model under partial restrictions
Schipp, Bernd
;
Toutenburg, Helge
-
1994
Persistent link: https://www.econbiz.de/10000964814
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6
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
Saved in:
7
Historische Simulation
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981526
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8
Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann
-
1998
Persistent link: https://www.econbiz.de/10000983805
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9
Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann
;
Prinzler, Ralf
-
1997
Persistent link: https://www.econbiz.de/10000983807
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10
Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
-
1997
Persistent link: https://www.econbiz.de/10000974974
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