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Essays in computational statistics with applications to volatility forecasting and forecast combination
Knaus, Simon D.
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2014
Der erste Aufsatz der vorliegenden Dissertation untersucht die Dynamik der realisierten Volatilität. Ein erfolgreiches Model in diesem Bereich ist das sogenannte heterogene auto-regressive Modell (HAR), das konzeptionell einfach und gut für Vorhersagen geeignet ist. Eine neue Herangehensweise...
Persistent link: https://www.econbiz.de/10010350528
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Essays on multivariate modelling of financial markets using copula and sentiment networks
Tetereva, Anastasija
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2018
Persistent link: https://www.econbiz.de/10011965123
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Four Essays on Robustification of Portfolio Models
Schanbacher, Peter
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2013
Persistent link: https://www.econbiz.de/10010408120
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Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
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2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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