In 1978, Roger Koenker and Gilbert Bassett, Jr. introduced a new econometric estimation method and entitled it quantile …

most common type of environmental crime in Germany, namely illegal waste disposal. Using panel data at the county level of …- und Landkreisen Baden-Württembergs gewidmet. Die spezifische Analyse der in Deutschland am häufigsten registrierten …

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 … seems safe to argue that any assessment of Germany as 'no immigration country' is far from reality. This thesis provides …

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 …

Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 …

GARCH models are commonly used as latent processes in econometrics, financial economics, and macroeconomics. Yet no …). 'Likelihood-based estimation of latent generalized ARCH structures', Econometrica, 72(5), 1481-1517. [The definitive version is …

. (2004). 'Power and bipower variation with stochastic volatility and jumps', Journal of Financial Econometrics, 2(1), 1 … variance in stochastic volatility models, thus providing a model-free and consistent alternative to realized variance. Its … robustness property means that if we have a stochastic volatility plus infrequent jumps process, then the difference between …

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse … volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order …: the study of the impact of information arrival on exchange rate volatility and the uncovering of chartist patterns in the …