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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo - 2009
Persistent link: https://www.econbiz.de/10003931427
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Measuring variations in health inequalities : semiparametric modeling of the concentration index
Siegel, Martin - 2012
Persistent link: https://www.econbiz.de/10010211049
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A Dynamic Integer Count Data Model for Financial Transaction Prices
Pohlmeier, Winfried; Liesenfeld, Roman - 2003
In this paper we develop a dynamic model for integer counts to capture the dis- creteness of price changes for financial transaction prices. Our model rests on an autoregressive multinomial component for the direction of the price change and a dynamic count data component for the size of the...
Persistent link: https://www.econbiz.de/10010263413
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Regional convergence in unified Germany : a spatial econometric perspective
Kosfeld, Reinhold; Eckey, Hans-Friedrich; Dreger, Christian - 2002
Persistent link: https://www.econbiz.de/10001712909
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An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina; Maravall Herrero, Agustín - 2000
Persistent link: https://www.econbiz.de/10001514391
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Structural models of exchange rate determination
Najand, Mohammad; Bond, Charlotte - In: Journal of multinational financial management 10 (2000) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10001481099
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A dynamic integer count data model for financial transaction prices
Liesenfeld, Roman (contributor);  … - 2003
In this paper we develop a dynamic model for integer counts to capture the dis- creteness of price changes for financial transaction prices. Our model rests on an autoregressive multinomial component for the direction of the price change and a dynamic count data component for the size of the...
Persistent link: https://www.econbiz.de/10002527884
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Balancing energy in the German market design
Möller, Christoph - 2010
Persistent link: https://www.econbiz.de/10008823314
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Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Uthoff, Philipp - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009503897