This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...

This volume was prepared by Julian Dieler while he was working with the Center for Energy, Climate and exhaustible Resources at the Ifo Institute for Economic Research. At the latest since the adoption of the Kyoto Protocol in 1997 climate policies are permanently on the international policy...

Die vorliegende Dissertation befasst sich mit probabilistischen Prognosen, die seit einigen Jahren ein aktives ökonometrisches Forschungsgebiet darstellen. Da solche Prognosen eine vollständige Verteilung für die interessierende Zufallsvariable angeben, beinhalten sie Information über...