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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Karlsruher Ökonometrie-Workshop <4, 1993, Karlsruhe>
2
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2
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2
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2
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1
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1
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1
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1
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Finance
Balcerzak, Adam P.
(
ed.
);
Pietryka, Ilona
(
ed.
)
-
Międzynarodowa konferencja z cyklu "Współczesne …
-
2017
Persistent link: https://www.econbiz.de/10011958316
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2
Moment matching versus Bayesian estimation : backward-looking behaviour in a new-Keynesian baseline model ; conference paper
Franke, Reiner
;
Jang, Tae-Seok
;
Sacht, Stephen
-
2013
The paper considers an elementary New-Keynesian three equation model and compares its Bayesian estimation to the results from the method of moments (MM), which seeks to match a finite set of the model-generated second moments of in ation, output and the interest rate to their empirical...
Persistent link: https://www.econbiz.de/10010344663
Saved in:
3
Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper
Dzemski, Andreas
;
Sarnetzki, Florian
-
2014
-
This version: February 15, 2014
We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...
Persistent link: https://www.econbiz.de/10010491120
Saved in:
4
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
Saved in:
5
Financial risk in insurance
Ottaviani, Giovanni
(
contributor
);
Ottaviani, Giuseppe
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10000532103
Saved in:
6
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dez...
Hipp, Christian
(
ed.
)
-
1997
Persistent link: https://www.econbiz.de/10000634274
Saved in:
7
Risk and capital : proceedings of the 2nd Summer Workshop on Risk and Capital, held at the University of Ulm, West Germany; June 20-24, 1983
Bamberg, Günter
(
ed.
);
Spremann, Klaus
(
contributor
)
-
1984
Persistent link: https://www.econbiz.de/10000091950
Saved in:
8
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
9
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissensc...
Franz, Wolfgang
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003075509
Saved in:
10
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
Bol, Georg
(
ed.
);
Schwenker, Friedhelm
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000573162
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