Narrow search
Showing 1 - 10 of 161
Cover Image
Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
Cover Image
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro (ed.); Peña, Daniel (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10013274618
Cover Image
Asymetric Dependence in Finance : Diversification, Correlation and Portfolio Management in Market Downturns
Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
-- 5.1 Introduction -- 5.2 Asymmetric Dependence in Implied Equity Correlation: The Implied Correlation Skew -- 5.3 The … Effect of Correlation Skew on Portfolio Choice -- 5.3.1 The Optimal Portfolio Incorporating Stochastic Correlation -- 5 ….3.2 Characteristics and Model Intuition -- 5.3.3 Empirical Observations -- 5.4 Equity Correlation Products -- 5.4.1 Dispersion -- 5 …
Persistent link: https://www.econbiz.de/10011841506
Cover Image
Essays on the use of MIDAS regressions in banking and finance
Kostrov, Alexander - 2021
Economic time series are available at different frequencies due to their origin and data collection techniques. A mixed data sampling (MIDAS) regression is mainly a forecasting tool designed to harness mixed-frequency data. This dissertation proposes a computationally efficient estimation...
Persistent link: https://www.econbiz.de/10012651022
Cover Image
Essays in finance: aggregating distributions and detecting structural breaks
Ullmann, Daniel - 2017
Persistent link: https://www.econbiz.de/10012260505
Cover Image
Demografie und Wohnungswirtschaft : bezahlbares Wohnen im Alter
Zimmerli, Joëlle (ed.) - 2017
Persistent link: https://www.econbiz.de/10011636888
Cover Image
Collateral, reallocation, and aggregate productivity : evidence from the U.S. housing boom
Dörr, Sebastian - 2018
This paper shows that rising real estate prices reduce industry productivity, because they lead to a reallocation of capital and labor towards inefficient firms. I establish that the rise in real estate value during the US housing boom relaxes firms' financial constraints. Companies borrow...
Persistent link: https://www.econbiz.de/10012220104
Cover Image
1819-2003
Eitrheim, Øyvind (contributor) - 2004
Persistent link: https://www.econbiz.de/10002409060
Cover Image
European metropolitan housing markets : with 94 tables
Andersson, Åke E. (ed.) - 2007
Persistent link: https://www.econbiz.de/10003408638
Cover Image
Studies in Housing and Urban Analysis in Japan
Asami, Yasushi (ed.); Sadahiro, Yukio (ed.);  … - 2024
Chapter 1. Statistical multi-dimensional scaling under the geographical constraints: The development of Bayesian Multi-dimensional Scaling and its application to time-space mapping -- Chapter 2. Structure of Place Attachment, and Relationship with Predictors and Consequences of Place Attachment...
Persistent link: https://www.econbiz.de/10014490530