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Rationales Herdenverhalten und seine Auswirkungen auf Investitionsentscheidungen : Eine Analyse des durch Informations- und Zahlungsexternalitäten verursachten Herdenverhaltens im...
Zhu, Bingyu (contributor) - 2009
Investitionsentscheidungen -- Herdenverhalten im Rahmen der Prinzipal-Agenten-Beziehung -- Zusammenwirkung der Informations- und … durch Herdenverhalten äußern. Ein zwingendes methodisches Vorgehen zur Erforschung von Massenphänomenen gibt es jedoch nicht …, diese kann auf verschiedene Weise erfolgen. Das Entscheidungsverhalten einzelner Akteure, das zum Herdenverhalten führt …
Persistent link: https://www.econbiz.de/10014424783
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets
Persistent link: https://www.econbiz.de/10012053890
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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes
Persistent link: https://www.econbiz.de/10012053891
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Die Massenpsychologie der Finanzmarktkrise : US-Immobilienblase, Subprime Desaster, Schulden-Bubble und ihre Auswirkungen
Fenzl, Thomas - 2009
Fast täglich kommen neue Hiobsbotschaften aus der Wirtschaft und vonseiten der Finanzmärkte. Aktien verlieren dramatisch an Wert, Banken brechen zusammen, Unternehmen aller Branchen bauen Mitarbeiter ab. Die aktuelle Finanzmarktkrise hat die größte und schwerwiegendste Rezession seit der...
Persistent link: https://www.econbiz.de/10014015046
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Why Bank Panics Matter : Cross-Disciplinary Economic Theory
Betz, Frederick - 2014
Preface -- Chapter 1 Reality and Theory -- Chapter 2 Empirically-Grounded Theory -- Chapter 3 Bankground: Banking and Causality -- Chapter 4 Dynamics of Bank Panics -- Chapter 5 Control in an Economic System -- Chapter 6 Great Depression -- Chapter 7 Topological Economic Theory -- Chapter 8...
Persistent link: https://www.econbiz.de/10014017083
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DSL versus Kabel : Informationsexternalitäten als Determinanten von Pfadabhängigkeit und Wechselkosten bei der Adoption von Breitband-Technologien
Bach, Thomas (contributor) - 2009
Einführung -- Breitband als Untersuchungsobjekt -- Der Pfadabhängigkeitsansatz als übergeordnetes Erklärungsmodell historischer Prozessverläufe -- Der Kaufentscheidungsprozess des Nachfragers bei der Beschaffung von Breitbandanschlüssen -- Empirisches Design zur Kaufverhaltensanalyse bei...
Persistent link: https://www.econbiz.de/10014014852
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Reflexivity in Economics : An Experimental Examination on the Self-Referentiality of Economic Theories
Sandri, Serena (contributor) - 2009
This study discusses the implications of the recursive or self-reflexive effects of economic theories on bounded rational behaviour and interaction. It focuses on the mechanisms through which bounded rational actors perceive the self-referential nature of economic theories and might absorb their...
Persistent link: https://www.econbiz.de/10013521099
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Recent Advances in Estimating Nonlinear Models : With Applications in Economics and Finance
Ma, Jun - 2014
Chapter 1 Stock Return and Inflation: An Analysis Based on the State-Space Framework -- Chapter 2 Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets -- Chapter 3 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks -- Chapter 4 On the...
Persistent link: https://www.econbiz.de/10014016985
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Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models
Repplinger, Detlef (contributor); Fandel, G. (contributor);  … - 2008
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...
Persistent link: https://www.econbiz.de/10013521005
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Advances in Panel Data Analysis in Applied Economic Research : 2017 International Conference on Applied Economics (ICOAE)
Tsounis, Nicholas (ed.); Vlachvei, Aspasia (ed.) - 2018
in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held … at Coventry University, this volume provides current research on econometric panel data methodologies as they are applied …. In addition, there is growing interest in the field for panel data estimation methods, tests and techniques. This volume …
Persistent link: https://www.econbiz.de/10013256186