Anzeige der Publikationen 1-10 von 360
Innovation, research joint ventures, and multiproduct competition
a theoretical and empirical investigation
In dieser Studie analysieren wir die Interaktionen zwischen Multiproduktwettbewerb und drei Aspekten von Innovation: Research Joint Ventures mit asymmetrischen Unternehmen, Neue Produkteinführung, und Innovation mit ...
Functional Principal ComponentsAnalysis,Implementation and Applications
This master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces ...
Implementation of DynamicSemiparametric Factor Model forImplied Volatilities
Dynamic Semiparametric Factor Model (DSFM) is a convenient tool for analysis of implied volatility surfice (IVS). It offers dimension reduction of the IVS and can be therefore applied in hedging, prediction or risk mangement. ...
Graphical Modelling and Statistical Learning for Sex-related Homicides
We present a twofold analysis in the domain of sex-related homicides. Police profilers often help in criminal investigation of high profile cases, but empirical evidence in the domain is incomplete. We therefore at first ...
Logit Models for Bankruptcy DataImplemented in XploRe
Numerous reasearch attempts in predicting business failures and or bankruptcy are well documented in corporate finance. Attempts to develop bankruptcy prediction continues since commercial banks, public accounting firms, ...
Bond return forecasting in the German financial market
Understanding the composition of the bond return is always a popular topic in the financial markets. There are various factors that influence the bond returns. Therefore, a precise prediction of the bond returns is still ...