Konzepte der barwertigen Zinsrisikomessung -- Determinanten der Autokorrelation in der historischen Simulation … -- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen -- Analyse der Prognosegüte vor dem Hintergrund …. Der Inhalt Konzepte der barwertigen Zinsrisikomessung Determinanten der Autokorrelation in der historischen Simulation …

econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like … of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly …

In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …

application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of …

The field of financial econometrics has exploded over the last decade. This book represents an integration of theory …'s Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series … leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics …