Integrated Volatility -- Zero-inflated Data Generation Processes -- Algorithmic Text Forecasting. …-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 estimators to compute the unobservable volatility; second, a new two …

theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new … theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new …

This book aims to explain to the readers the basic idea of the general equilibrium theory, which forms the core of the … current mainstream economics called neoclassical school. To understand this theory is absolutely necessary, either to study …

Konfigurative Mikrofundierung von Dynamic Capabilities durch Intellektuelles Kapital -- Formative Mikrofundierung von … Mikrofundierung von Dynamic Capabilities in der Flüchtlingskrise durch Führungsaktivitäten und organisationale Prozesse. … Capabilities zugrunde liegen bzw. diese mikrofundieren. Empirisch wird die Mikrofundierung von Dynamic Capabilities im …

who value microfoundations and view micro-lev …