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Okun's law, does the Austrian unemployment-GDP relationship exhibit structural breaks?

Sögner, Leopold - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 553-564

Persistent link: https://www.econbiz.de/10001609093

The economic role of jumps and recovery rates in the market for corporate default risk

Schneider, Paul; Sögner, Leopold; Veza, Tanja - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1517-1547

Persistent link: https://www.econbiz.de/10008909155

An econometric analysis of maintenance costs as a basis for infrastructure charges for the Austrian railway system

Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-438

Persistent link: https://www.econbiz.de/10003676926

Entry and exit dynamics in Austrian manufacturing

Hölzl, Werner (contributor); Sögner, Leopold (contributor) - 2004

Persistent link: https://www.econbiz.de/10002550469

Estimating marginal costs for the Austrian railway system

Mundluch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - 2002

Persistent link: https://www.econbiz.de/10001698696

The implicit estimation of default intensities and recovery rates

Frühwirth, Manfred; Sögner, Leopold - In: Empirie und Betriebswirtschaft : Entwicklungen und …, (pp. 351-371). 2003

Persistent link: https://www.econbiz.de/10001799635

Bayesian estimation of the Heston volatility model

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003

Persistent link: https://www.econbiz.de/10001752050

Making Parametric Portfolio Policies Work

Gehrig, Thomas - 2019

We provide examples of pitfalls for parametric portfolio policies as introduced by Brandt, Santa Clara and Valkanov (RFS 2009). For the leading case of constant relative risk aversion (CRRA) strong assumptions on the properties of the returns, the variables used to implement the parametric...

Persistent link: https://www.econbiz.de/10012900495

Online-Appendix to : Making Parametric Portfolio Policies Work

Gehrig, Thomas - 2019

We provide examples of pitfalls for parametric portfolio policies as introduced by Brandt, Santa Clara and Valkanov. For the leading case of constant relative risk aversion (CRRA) strong assumptions on the properties of the returns, the variables used to implement the parametric portfolio policy...

Persistent link: https://www.econbiz.de/10012899919

Making parametric portfolio policies work

Gehrig, Thomas P.; Sögner, Leopold; Westerkamp, Arne - 2018

Persistent link: https://www.econbiz.de/10011982320