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Time Series Econometrics : Learning Through Replication

Levendis, John D. - 2018 - Corrected publication 2021

In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by...

Persistent link: https://www.econbiz.de/10012397044

Backtesting Value at Risk and Expected Shortfall

Roccioletti, Simona - 2016 - 1st ed. 2016

In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...

Persistent link: https://www.econbiz.de/10014018353

Multifractal detrended analysis method and its application in financial markets

Cao, Guangxi; He, Ling-yun; Cao, Jie - 2018

Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric … Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF …-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 …

Persistent link: https://www.econbiz.de/10012397137

Assessing the Economic Impact of Tourism : A Computable General Equilibrium Modelling Approach

Meng, Samuel - 2017

This book employs a computable general equilibrium (CGE) model - a widely used economic model which uses actual data to provide economic analysis and policy assessment - and applies it to economic data on Singapore’s tourism industry. The authors set out to demonstrate how a novice modeller...

Persistent link: https://www.econbiz.de/10012397352

Angewandte Induktive Statistik und Statistische Testverfahren : eine computergestützte Einführung mit Excel, SPSS und Stata

Cleff, Thomas - 2019

Dieses Lehrbuch führt praxisorientiert in die Grundlagen, Techniken und Anwendungsmöglichkeiten der modernen induktiven Datenanalyse ein. Die Inhalte reichen von der klassischen Messfehlertheorie und den Grundlagen der Wahrscheinlichkeitsrechnung, über die Darstellung unterschiedlicher...

Persistent link: https://www.econbiz.de/10012401781

Die Zusammenarbeit mit Agenturen bei der Integrierten Kommunikation : Anforderungen, Umsetzung und empirische Befunde aus Unternehmenssicht

Bruhn, Manfred - 2010

Grundlagen zur Integrierten Kommunikation und zur Zusammenarbeit mit Agenturen -- Konzeptualisierung eines (GAP-)Modells zur Umsetzung der Integrierten Kommunikation in Unternehmen durch die Zusammenarbeit mit Agenturen -- Konzeption einer empirischen Studie -- Analyse der...

Persistent link: https://www.econbiz.de/10014424958

A Primer for Unit Root Testing

Patterson, Kerry - 2010

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Persistent link: https://www.econbiz.de/10012106206

Inflation versus Price-Level Targeting : Bayesian Estimation of a Small Open DSGE Model for Switzerland

Heim, Lukas - 2015

Lukas Heim evaluates the performance of a price-level targeting rule compared to that of a standard inflation targeting rule. The comparison is based on a medium-scale DSGE model which has been estimated based on state-of-the-art Bayesian methods. The model for the Swiss economy is an expanded...

Persistent link: https://www.econbiz.de/10012819094

A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors

Vollmer, Markus - 2015

Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...

Persistent link: https://www.econbiz.de/10012819111

Methodological Investigations in Agent-Based Modelling : With Applications for the Social Sciences

Silverman, Eric - 2018

theory, the text provides substantive examples of the application of agent-based models in the field of demography. This work …

Persistent link: https://www.econbiz.de/10012692246

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