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Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006

In this paper, we extend the concept of News Impact Curve developed by Engle and Ng (1993) to the higher moments of the multivariate returns' distribution, thereby providing a tool to investigate the impact of shocks on the characteristics of the subsequent distribution. For this purpose, we...

Persistent link: https://www.econbiz.de/10003394353

Empirical determination of aggregate demand and supply curves : the example of the RWI Business Cycle Model

Heilemann, Ullrich; Findeis, Hagen - In: Economic modelling 29 (2012) 2, pp. 158-165

Persistent link: https://www.econbiz.de/10009536046

Measuring major and minor cycles in univariate economic time series

Fukuda, Kosei - In: Economic modelling 26 (2009) 5, pp. 1093-1100

Persistent link: https://www.econbiz.de/10003871284

The perils of performance measurement in the German mutual-fund industry

Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013

We document a curious feature of the German mutual fund industry. Unlike U.S. mutual funds, funds domiciled in Germany … results of both approaches coincide perfectly and show that all but one of the funds domiciled in Germany report intraday NAVs …

Persistent link: https://www.econbiz.de/10009751161