This dissertation consists of three stand-alone research papers, all of which treat the topic of estimation and dynamic modelling of multivariate volatility by employing the information contained in high-frequency data, which became available in the last 10 - 15 years. The main focus of all...

Standard statistical methods in the empirical economics and finance literature are mostly applicable to data that is aggregated on equally spaced time points. However, a key characteristic of many economic and financial variables is that they occur randomly and are observed irregularly in time....

Diese Arbeit untersucht die Fragestellung: „Der Terminkurs besitzt eine unverzerrte Prognosefähigkeit für den erwarteten Wechselkurs.“ Diese hypothetische Annahme der unverzerrten Prognosefähigkeit wird in der wissenschaftlichen theoretischen Literatur oft verwendet, in der Regel jedoch...

Consumers interact with each other and within their social networks. Influentials have an overproportional influence on other consumers? preferences and choices, thus having relevant implications for product development, marketing planning and strategic marketing. An important question that...

Die Untersuchung stellt den Textileinzelhandel in der Bundesrepublik Deutschland in tierfer Untergliederung im Rahmen seines Umfeldes das. Ziel der Darstellung ist die Erfassung der den Strukturwandel seit den siebziger Jahren dominierenden Entwicklungen.