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Applied quantile regression: microeconometric, financial, and environmental analyses
Schulze, Niels - 2004
In 1978, Roger Koenker and Gilbert Bassett, Jr. introduced a new econometric estimation method and entitled it quantile …
Persistent link: https://www.econbiz.de/10009475352
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Where is the Market? Three Econometric Approaches to Measure Contributions to Price Discovery
Peter, Franziska Julia - 2011
Measuring the contribution of different markets to the price discovery process of a common asset has been the subject of many research studies in the last decade. In particular the newly developed derivatives markets have given rise to an increasing number of empirical studies examining the...
Persistent link: https://www.econbiz.de/10009475355
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The Economics of Environmental Crime : Theoretical Aspects and Econometric Investigations
Almer, Christian Alexander - 2009
The present thesis extends the economic literature on the enforcement of environmental regulations by empirically analysing the effectiveness of environmental criminal law. It is a shortcoming of the discussion on the merits of criminal sanctions for environmental offenses that the empirical...
Persistent link: https://www.econbiz.de/10009476185
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Germany as an Immigration Country : Empirical Evidence
Fertig, Michael - 2002
Germany has been an immigration country for more than 30 years now, although many politicians claim the opposite and many people in Germany are inclined to agree with their assessment. However, it is the actual experience with immigration, and not what people would like to experience, which...
Persistent link: https://www.econbiz.de/10009476209
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Technology, Firm Performance and Market Structure
Schmidt-Ehmcke, Jens - 2009
country level R&D and patent information, I present efficiency scores based on intertemporal frontier estimation for the … country level R&D and patent information, I present efficiency scores based on intertemporal frontier estimation for the …
Persistent link: https://www.econbiz.de/10009460747
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Three Essays on Estimation and Dynamic Modelling of Multivariate Market Risks using High Frequency Financial Data
Voev, Valeri - 2008
This dissertation consists of three stand-alone research papers, all of which treat the topic of estimation and dynamic … management so important. If risks were not correlated, the concepts of hedging, portfolio diversification and risk management … categories - estimation (Chapter 1 and 2) and dynamic modelling (Chapter 3), and are intentionally arranged in a particular …
Persistent link: https://www.econbiz.de/10009471603
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Parameter estimation error: a cautionary tale in computational finance
Popovic, Ray - 2010
difficulties that can ensue when failing to account for estimation risk in valuation and hedging formulae. … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … parameter sigma, we derive the resulting marginal distribution of the approximated GBM. This allows us to derive post-estimation …
Persistent link: https://www.econbiz.de/10009476145
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Network effects, compatibility, and adoption of standards
Grajek, Michał - 2005
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
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Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene
Hock, Thorsten - 2003
Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...
Persistent link: https://www.econbiz.de/10009433722
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Myopia of Health-Care Reform Using Business Models
Kenneth, MacInnes; McAlister, Vivian C. - 2001
Background: Health-care institutions have looked to business for models to respond to the requirement for reform. This has changed the perspective of institutions that were founded on charitable principles, and managed with liberal employment policies and deficit budgeting. Using lesions from...
Persistent link: https://www.econbiz.de/10009447213