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Modeling latent variables in economics and finance
Bluteau, Keven - 2019
The subject of unobservable variables encompasses this thesis. These latent (i.e., unobservable) variables must be inferred using statistical models or observable proxies. The objectives of my doctoral thesis are to develop and test new statistical models to infer these variables and link them...
Persistent link: https://www.econbiz.de/10012055679
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Three Essays on Using High Frequency Data in Estimating Financial Risks
Großmaß, Lidan - 2013
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...
Persistent link: https://www.econbiz.de/10010200953
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Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario - 2016
Persistent link: https://www.econbiz.de/10011525409
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Essays on the dynamics of market and liquidity risk
Cuonz, Jan - 2019
Persistent link: https://www.econbiz.de/10012016423
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670
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Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr - 2018
Persistent link: https://www.econbiz.de/10012002196
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Three essays on estimation, forecasting and evaluation of financial risk
Dimitriadis, Timo - 2018
Persistent link: https://www.econbiz.de/10012062878
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Valuation with personal taxes under different financing and dividend policies
Sümpelmann, Johannes Sebastian - 2019
The valuation of firms is one of the topics that valuation theorists and practitioners have addressed since the early stages of economic sciences. Firm valuations are regularly conducted using discounted cash flow (DCF) models in which expected future cash flows are discounted at...
Persistent link: https://www.econbiz.de/10012063537
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Essays on risk assessment and risk management
Althaus, Thomas Rolf - 2015
-Management behandeln. Der erste Aufsatz in Kapitel 1 analysiert die Risikodynamik von Hedge Funds, indem neue Faktoren zur … three distinct fields. The first essay, presented in chapter 1, analyzes the risk dynamics of hedge funds by introducing new … risk factors which are used to assess the risk of hedge funds. The second essay, presented in chapter 2, investigates the …
Persistent link: https://www.econbiz.de/10010510566