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When Uncertainty Blows in the Orchard: Comovementand the Equilibrium Volatility Risk Premia

Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - Swiss National Centre of Competence in Research North … - 2010

equilibriumvolatility and correlation risk premia. In our economy, uncertainty is linked to both firm-specific and market-wide signals …: Greatersubjective uncertainty or higher disagreement on the market-wide signal imply a larger correlation of beliefs, a strongerco …-movement of stock returns, and a substantial correlation risk premium generated by the endogenous optimal risksharingamong …

Persistent link: https://www.econbiz.de/10009305103

Algebraische Zerlegung der Gaußschen Summe der Abweichungsquadratefür den Unterricht an Hochschule und Gymnasium

Maier, Helmut - Leontief-Institut für Wirtschaftsanalyse - 2010

Die Lösung des linearen Regressionsproblems mit Hilfe der Differentialrechnung ist klassischer Bestandteil von statistischen Grundkursen an Universitäten und Fachhochschulen. Sie geht auf Carl Friedrich Gauß (1777-1855) zurück, der dieses Problem der Linearen Algebra mit Hilfe der...

Persistent link: https://www.econbiz.de/10008911514

Analyse von Steueramnestiedaten

Haug, Michael; Hölscher, Luise; Schweinberger, Andreas - Frankfurt School of Finance & Management - 2008

Tax fraud is a serious problem for fiscal authorities worldwide, not only in countries regarded as “hightax”like Germany. Besides long-term tax reforms, tax amnesties are used to bring back taxableamounts into the legal sector. The German tax amnesty of 2004/2005 was one of the last examples...

Persistent link: https://www.econbiz.de/10005865612

TWO-STAGE QUANTILE REGRESSION

Kim, Tae-Hwan; Muller, Christophe - University <Nottingham> / Department of Economics - 2000

We present in this paper the asymptotic properties of two-stage quantile regressionestimators. These results permit valid inferences in structural models estimated using quantileregressions, in which the possible endogeneity of some explanatory variables is treated viaancilliary predictive...

Persistent link: https://www.econbiz.de/10005869189