Showing 1 - 10 of 1,973
Persistent link: https://www.econbiz.de/10013520847
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
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
implications for a regional cluster. This volume focuses on Denmark, Finland, Iceland, Norway, and Sweden. …
Persistent link: https://www.econbiz.de/10014017226
One theme of this volume is whether the complementarity between technology and human capital is a recent phenomenon, or whether it can be traced through history. Different approaches to human capital as well as technology are applied, and besides historical surveys are total factor productivity...
Persistent link: https://www.econbiz.de/10012054128
This book offers a comprehensive empirical analysis of continuing vocational training in Germany. Specific issues concerning continuing training that are debated in academia as well as in public are discussed. Wage and productivity effects of training are analyzed, explicitly accounting for the...
Persistent link: https://www.econbiz.de/10013520830
und Problemstellung -- Begriffliche Grundlagen -- Theoretische und konzeptionelle Grundlagen -- Methodische Grundlagen und empirische Ergebnisse -- Implikationen für Wissenschaft und Praxis -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014014334
Specification and Estimation: Using Mixed Frequency Datasets -- Chapter 3 Testing for Neglected Nonlinearity Using Regularized … Function in Persistent Nonlinear Times Series Models -- Chapter 10 Small Area Estimation with Correctly Specified Linking …This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights …
Persistent link: https://www.econbiz.de/10014016985
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
Monopsony and the Gender Pay Gap -- Spatial Monopsony and Regional Differences in the Gender Pay Gap -- Dynamic Monopsony … -- Simple Dynamic Monopsony -- A General Equilibrium Model of Dynamic Monopsony -- Dynamic Monopsony and the Gender Pay Gap … regularity of the gender pay gap. Theoretically, the main conclusion is that employers possess more monopsony power over their …
Persistent link: https://www.econbiz.de/10013521339