This dissertation consists of three stand-alone research papers, all of which treat the topic of estimation and dynamic … categories - estimation (Chapter 1 and 2) and dynamic modelling (Chapter 3), and are intentionally arranged in a particular … assets in the presence of a host of market microstructure frictions. An extension to this problem, where both the estimation …

Community Innovation Survey für die Untersuchung in Europa. Die Ergebnisse zeigen, dass die drei verschiedenen Ebenen der …

creciente proporción de madres inmigrantes en Europa es menos conocido. Este artículo se pregunta cómo afecta la carga del … entre las madres inmigrantes no comunitarias y las nativas en el norte y el sur de Europa es de 35 y 17 puntos porcentuales …

We model the dynamic volatility and correlation structure of electricity futures of the European Energy Exchange index …. We use a new multiplicative dynamic conditional correlation (mDCC) model to separate long-run from short-run components …-date effects in short-term conditional variances. We find different correlation dynamics for long and short-term contracts and the …

Asymmetric Correlation is an empirical observation that correlations between security returns are significantly higher … factors and model securities' returns.I find that fundamental factors can only partially explain the asymmetric correlation … next important step towards understanding asymmetric correlation. …

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …