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Wahlfreiheit und die Struktur intertemporaler Entscheidungen
Traeger, Christian - 2003
Die Arbeit beschäftigt sich mit einer axiomatischen Charakterisierung von Wahlfreiheit. Im ersten Teil analysiere ich im statischen Kontext bestehende Axiomensysteme und erarbeite ihre impliziten normativen Annahmen und Defizite. Aus ihnen leite ich die Notwendigkeit ab, sowohl die...
Persistent link: https://www.econbiz.de/10009476225
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Latent degradation indicator estimation using condition monitoring information
Zhou, Yifan; Ma, Lin; Sun, Yong; Mathew, Joseph - 2008
Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...
Persistent link: https://www.econbiz.de/10009437705
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Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha; Nardari, Federico; Shephard, Neil - 2006
This paper is concerned with the Bayesian estimation and comparison of flexible, high dimensional multivariate time series models with time varying correlations. The model proposed and considered here combines features of the classical factor model with that of the heavy tailed univariate...
Persistent link: https://www.econbiz.de/10009441545
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Valuation of properties and economic models of real estate markets
Schulz, Rainer - 2003
Bewertungen von Immobilien sollen den Marktwert einschätzen und sind notwendig für Kauf-, Verkaufs- und Bauentscheidungen, für die Kreditvergabe und für die Besteuerung. Trotz dieser eindeutigen Aufgabenstellung existierten unterschiedliche Verfahren, mit welchen Marktwerte ermittelt werden...
Persistent link: https://www.econbiz.de/10009467095
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Exponential Smoothing for Forecasting and Bayesian Validation of Computer Models
Wang, Shuchun - 2006
Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple...
Persistent link: https://www.econbiz.de/10009475950
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Discrete Time Stochastic Volatility Model
Tang, Guojing - 2009
In this dissertation we propose a new model which captures observed features of asset prices. The model reproduces the skewness and fat tails of asset returns by introducing a discretized variance gamma process as the driving innovation process, in addition to a double gamma process to reflect...
Persistent link: https://www.econbiz.de/10009450636
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Seasonal Adjustment of an Aggregate Series using Univariate and Multivariate Basic Structural Models
Birrell, C.; Steel, D. G.; Lin, Y. X. - 2010
Time series resulting from aggregation of several sub-series can be seasonally adjusted directly or indirectly. With model-based seasonal adjustment, the sub-series may also be considered as a multivariate system of series and the analysis may be done jointly. This approach has considerable...
Persistent link: https://www.econbiz.de/10009457605
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Estimation of regulatory credit risk models
Pérez Montes, Carlos - 2013
Incluye bibliografía ; This article estimates a general credit risk model with both macroeconomic and latent credit factors for Spanish banks during the period 2004-2010. The proposed framework allows to estimate with bank level data both the standard credit risk model of Basel II and...
Persistent link: https://www.econbiz.de/10012530413
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Grundsätze der Entscheidungstheorien
Klecker, Thomas - 2009
Problemlösung und Entscheidungsfindung in der unternehmerischen Praxis.Die Entscheidungstheorie ist ein Zweig der angewandten … Entscheidungstheorie aufgefasst werden, geht es doch hier praktisch immer um das Treffen der jeweils „richtigen“ Entscheidung. Zentraler … Bereich der Entscheidungstheorie und auch Kernpunkt dieser Arbeit ist die Entscheidungsfindung unter Unsicherheit …
Persistent link: https://www.econbiz.de/10009434210