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Real estate investments, regulation, and financial intermediation
Heinrich, Michael - 2018
Persistent link: https://www.econbiz.de/10012173974
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Essays on mutual fund activeness and sustainability as a flow determinant
Fischer, Sebastian - 2019
Die vorliegende Dissertation widmet sich zwei aktuellen Fragestellungen zum Thema Aktienfonds: Der Bedeutung von … eines Fonds. Mit der Einführung eines NachhaltigkeitsRatings für Fonds hat der Datenanbieter Morningstar im März 2016 eine … einfach zu interpretierende Kennzahl geschaffen, mit deren Hilfe Investoren Aktienfonds mit hoher ökologischer und sozialer …
Persistent link: https://www.econbiz.de/10012119140
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Essays on the performance evaluation of equity mutual funds : the choice of benchmark models
Breloer, Bernhard - 2014
Persistent link: https://www.econbiz.de/10010382671
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Bootstrapping and related techniques : proceedings of an international conference held in Trier, FRG, June 4 - 8, 1990
Jöckel, Karl-Heinz (ed.); Rothe, Günter (contributor);  … - 1992
Persistent link: https://www.econbiz.de/10000851682
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Modelling macroeconomic risk : the genesis of the European debt crisis
Schweinitz, Gregor von - 2013
Bootstrap; Europäische Währungsunion; Frühwarnsystem; Makroökonomische Ungleichgewichte; Makroökonomische Überwachung; Penalized Splines; Risikoprämien auf Staatsschulden; Staatsschuldenkrise; Semiparametrische Regression; Signalansatz
Persistent link: https://www.econbiz.de/10010418417
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Topics in modeling volatility based on high-frequency data
Roth, Constantin - 2018
In the first chapter, I compare the forecasting accuracy of different high-frequency based volatility models. The empirical analysis shows that the HEAVY and the Realized GARCH generally outperform the rest of the models. The inclusion of overnight returns considerably improves volatility...
Persistent link: https://www.econbiz.de/10011907996
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Applied microeconomics and econometrics
Farsi, Mehdi - 2008
Persistent link: https://www.econbiz.de/10003937878
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Essays in applied microeconomics and econometrics
Ullrich, Hannes - 2010
Persistent link: https://www.econbiz.de/10009161214
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State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752
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Multiple testing under copula dependency structures
Neumann, André - 2018
The key to multiple testing is to respect the dependencies between the marginal hypotheses tests. Any dependency structure can be modeled by so-called copula functions. This makes copulas an interesting tool in multiple testing. In particular, it is possible to explicitly utilize the dependency...
Persistent link: https://www.econbiz.de/10012166272