, Dividenden und Marktkapitalisierung mittels Kointegration und zeigt so eine gegenüber den herkömmlich verwendeten Methoden …

the face of high unemployment and a shrinking labor force due to demographic change. Despite the implementation of Germany …

This book analyses the employment effects of job creation schemes for the participating individuals in Germany … offered early in the unemployment spell. Both questions are studied for job creation schemes in Germany. In the empirical …

also has negative consequences for high-skilled workers. Focusing on the case of Germany, Deborah Winkler shows how … insights, detailed empirical analysis, and economic policy recommendations. Although her main focus is on the case of Germany …

Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …

presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the … Volatility -- 9. Multivariate Time series -- 10. Estimation of Covariance Function -- 11. VARMA Processes -- 12. Estimation of … VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15. Co-integration -- 16. The Kalman …