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1
Dynamic semiparametric factor models in risk neutral density
estimation
Giacomini, Enzo
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2008
Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...
Persistent link: https://www.econbiz.de/10003727490
Saved in:
2
Employment effect of innovation
Kancs, D'Artis
;
Siliverstovs, Boriss
-
2015
&D investment and firm employment, and to address important econometric issues, which is not possible in the standard
estimation
…
Persistent link: https://www.econbiz.de/10011983796
Saved in:
3
Employment effect of innovation
Kancs, D'Artis
;
Siliverstovs, Boriss
-
2017
estimation
approach used in the previous literature. Our results suggest that modest innovators do not create and may even …
Persistent link: https://www.econbiz.de/10011619463
Saved in:
4
Dynamic semiparametric factor models in risk neutral density
estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
5
Factor structural time series models for official statistics with an application to hours worked in Germany
Weigand, Roland
;
Wanger, Susanne
;
Zapf, Ines
-
2015
factors. A two-step
estimation
strategy is presented, which is based on principal components in differences in a first step …. The methods are applied to the
estimation
of paid and unpaid overtime work as well as flows on working-time accounts in …
Persistent link: https://www.econbiz.de/10011309972
Saved in:
6
Estimating Large-Scale Factor Models for Economic Activity In Germany : Do They Outperform Simpler Models?
Schumacher, Christian
;
Dreger, Christian
-
2003
This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10014107530
Saved in:
7
Estimating Large-Scale Factor Models for Economic Activity in Germany : Do They Outperform Simpler Models?
Schumacher, Christian
;
Dreger, Christian
-
2008
This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10014064731
Saved in:
8
Determinants of expected stock returns : large sample evidence from the German market
Artmann, Sabine
;
Finter, Philipp
;
Kempf, Alexander
-
2010
This paper conducts a comprehensive asset pricing study based on a unique dataset for the German stock market. For the period 1963 to 2006 we show that two value characteristics (book-to-market equity, earnings-to-price) and momentum explain the cross-section of stock returns. Corresponding...
Persistent link: https://www.econbiz.de/10008666529
Saved in:
9
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics
Cao, Ji
;
Härdle, Wolfgang
;
Mungo, Julius
-
2009
As a function of strike and time to maturity the implied volatility
estimation
is a challenging task in financial … econometrics. Dynamic Semiparametric Factor Models (DSFM) are a model class that allows for the
estimation
of the implied …
Persistent link: https://www.econbiz.de/10003828611
Saved in:
10
An Affine Multifactor Model with Macro Factors for the German Term Structure : Changing Results During the Recent Crises
Halberstadt, Arne
-
2016
Using arbitrage-free affine models, we analyze the dynamics of German bond yields and risk premia for the period 1999 to 2010 (EMU). We estimate two model specifications, one with only latent factors, and another one with a Taylor-type rule comprising a price and a real activity factor drawn...
Persistent link: https://www.econbiz.de/10012988809
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