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Estimation of continuous time models driven by Lévy Processes

Floor Brix, Anne - 2014

Persistent link: https://www.econbiz.de/10011369534

Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model

Reid, Sean F. - 2002

Persistent link: https://www.econbiz.de/10003777077

Tales from the unit interval : backtesting, forecasting and modeling

Nielsen, Thor Pajhede - 2017

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Essays on structural vector autoregressions identified through time-varying volatility

Schlaak, Thore - 2019

Persistent link: https://www.econbiz.de/10012173758

Essays on financial models

Amilon, Henrik - 2000

Persistent link: https://www.econbiz.de/10001534304

Modeling latent variables in economics and finance

Bluteau, Keven - 2019

–regime and Markov-switching GARCH (MSGARCH) models, from a risk management perspective. I find that, for daily, weekly, and ten … étude à grande échelle empirique pour comparer la` performance de prévision de modèle GARCH sans changement de régime et de … modèle GARCH à changement de régimes Markovien (MSGARCH) du point de vue d’un gestionnaire des risques. Les résultats …

Persistent link: https://www.econbiz.de/10012055679

Business fluctuations, job flows and trade unions : dynamics in the economy

Schirwitz, Beate - 2013

This study was prepared by Beate Schirwitz while she was working at the Ifo Institute’s Dresden Branch. It was completed in February 2012 and accepted as a doctoral thesis by the Faculty of Law, Management, and Economics at the Johannes Gutenberg University Mainz in July 2012. It focuses on a...

Persistent link: https://www.econbiz.de/10011697527

Empirical studies on public debt and fiscal transfers

Reischmann, Markus Josef - 2016

This volume includes five self-contained chapters in the fields of public debt and fiscal transfer schemes. After an introduction to the topic, chapter 2 shows that the institutional setting of fiscal policy making needs to be considered when assessing the sustainability of fiscal policy. Using...

Persistent link: https://www.econbiz.de/10011742833