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Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance

Herwartz, Helmut; Golosnoy, Vasyl - 2007

We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...

Persistent link: https://www.econbiz.de/10010296287

Is the market classification of risk always efficient?: evidence from German third party motor insurance

Schwarze, Reimund; Wein, Thomas - 2005

Persistent link: https://www.econbiz.de/10010265106

Associations' agreement and the interest of the network suppliers: the strategic use of structural features

Wein, Thomas - 2005

The EU electricity directive (96/92/EC) established the right of the member states to choose between Regulated and Negotiated Third Party Access (RTPA and NTPA). The interest group theory is able to explain whether the introduction of NTPA in Germany had been an interest group equilibrium under...

Persistent link: https://www.econbiz.de/10010265110

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000168630

Is the market classification of risk always efficient? : evidence from German third party motor insurance

Schwarze, Reimund (contributor); Wein, Thomas (contributor) - 2005

Persistent link: https://www.econbiz.de/10003317054

Associations' agreement and the interest of the network suppliers : the strategic use of structural features

Wein, Thomas (contributor) - 2005

Persistent link: https://www.econbiz.de/10003317290

Semiparametric approaches to the prediction of conditional correlation matrices in finance

Golosnoy, Vasyl (contributor); Herwartz, Helmut (contributor) - 2006

Persistent link: https://www.econbiz.de/10003516408

Is the market classification of risk always efficient? : evidence from German third party motor insurance

Schwarze, Reimund; Wein, Thomas - In: German Risk and Insurance Review : GRIR ; das e-Journal … 1 (2005), pp. 173-203

Dieses Papier untersucht die empirischen Effekte der Deregulierung der Kfz-Versicherungstarife durch die 3. Sachversicherungsrichtlinie der EU aus dem Jahr 1994 auf die Risikostruktur des deutschen Kfz-Versicherungsmarktes und die Betriebsergebnisse der Kfz-Versicherungsanbieter. Unsere...

Persistent link: https://www.econbiz.de/10008651445

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10009578563

Are private banks the better banks? : An insight into the principal-agent structure and risk-taking behavior of German banks

Schmielewski, Frank; Wein, Thomas - In: Journal of economics and finance 39 (2015) 3, pp. 518-540

Persistent link: https://www.econbiz.de/10011471135