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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
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Key Factors in the Future Development of the Construction Industry
Fox, Paul; Skitmore, Martin - 2002
This paper reports on a recent study aimed at identifying the key factors influencing the development of the construction industry. From a list of 62 variables identified in earlier studies, a questionnaire survey was conducted. This quantitative study elicited views from 76 respondents and...
Persistent link: https://www.econbiz.de/10009437461
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Unit root testing in panel and time series models : new tests and economic applications
Florian Siedenburg - 2010
In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...
Persistent link: https://www.econbiz.de/10009428981
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Pricing Carbon: Allowance Price Determination in the EU ETS
Hintermann, Beat - 2008
variation, raising the question of a bubble. I carry out two different bubbles tests, the results of both of which are …. I examine if the price can be explained by marginal abatement costs as predicted by economic theory, or if there were … consistent with the presence of an allowance price bubble. I then address whether market manipulation by dominant power …
Persistent link: https://www.econbiz.de/10009450863
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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
subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …
Persistent link: https://www.econbiz.de/10009433722
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Dynamic Portfolio Construction and Portfolio Risk Measurement
Mazibas, Murat - 2011
is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula … over mean-variance optimization. The second is that, for all three risk measures, semi-parametric estimation of the optimal … portfolio offers a very significant improvement over non-parametric estimation. The results are robust to as the choice of …
Persistent link: https://www.econbiz.de/10009440952
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil - 2004
). 'Likelihood-based estimation of latent generalized ARCH structures', Econometrica, 72(5), 1481-1517. [The definitive version is …
Persistent link: https://www.econbiz.de/10009441544