Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...

Anne Kathrin Adam conducts several empirical analyses to gain insights into the characteristics of institutional goals and strategy as well as the relationship between goals, strategy, and factors of success of business schools. The author gives an overview of the content of mission statements,...

This book explores the US economy from 1960 to 2010 using a more Keynsian, Cowles model approach, which the author argues has substantial advantages over the vector autoregression (VAR) and dynamic stochastic general equilibrium (DSGE) models used almost exclusively today. Heim presents a robust...

This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...

The growing complexity of many real world problems is one of the biggest challenges of our time. The area of international finance is one prominent example where decision making is often fraud to mistakes, and tasks such as forecasting, trading and hedging exchange rates seem to be too difficult...

This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and...

This volume addresses the current challenges for and future prospects of women’s entrepreneurship research, bringing together a wealth of diverse insights with implications for research, education and practice alike. Presenting theoretical and empirical research papers and case studies, the...

This book discusses the ways in which characteristics of innovative firms and innovative talents with core competence in Japanese, Korean, German, and American contexts are developed and nurtured, and compares innovative firms with a long history of business operations from these four countries....

Wilhelm Griga explores benefits of inpatriation, issues, remediation strategies, and factors influencing inpatriate assignment effectiveness to better fulfill individual and organizational demands. The author covers inpatriation theory and presents empirical research results on inpatriates from...