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Essays on the use of MIDAS regressions in banking and finance
Kostrov, Alexander - 2021
blinded. In the third essay, MIDAS regressions are applied to predict the realized covariance matrices. A covariance matrix … optimization procedure for a MIDAS-NLS estimator and reach a major enhancement in its performance. In order to facilitate the use …
Persistent link: https://www.econbiz.de/10012651022
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Essays in finance: aggregating distributions and detecting structural breaks
Ullmann, Daniel - 2017
Persistent link: https://www.econbiz.de/10012260505
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Asymetric Dependence in Finance : Diversification, Correlation and Portfolio Management in Market Downturns
Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
Distributions -- 7.3 Linear Transformation of Skew Normal and Skew t-Mixtures -- 7.4 Risk Measures -- 7.4.1 Risk Measures Based on …
Persistent link: https://www.econbiz.de/10011841506
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Econometrics of short and unreliable time series
Url, Thomas (ed.); Wörgötter, Andreas (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545862
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Stichproben, Erhebungsfehler, Datenqualität
Strecker, Heinrich (contributor) - 1994
Persistent link: https://www.econbiz.de/10000507439
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Surveys in econometrics
Oxley, Les (ed.); George, Donald A. R. (contributor);  … - 1995 - 1. publ.
Persistent link: https://www.econbiz.de/10000348741
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Econometric methods and applications
Maddala, Gangadharrao S. - 1994
Persistent link: https://www.econbiz.de/10000373371
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The foundations of econometric analysis
Hendry, David F. (ed.); Morgan, Mary S. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000375361
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Long-run economic relationships : readings in cointegration
Engle, Roger F. (contributor); Engle, Robert F. (ed.) - 1991
Persistent link: https://www.econbiz.de/10000330850