Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 1530-1549 von 5414
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2008-05-27DiskussionspapierDynamic Semiparametric Factor Models in RiskNeutral Density Estimation Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but ...
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2010-02-04DiskussionspapierDynamic Systems of Social Interactions We state conditions for existence and uniqueness of equilibria in evolutionary models with an infinity of locally and globally interacting agents. Agents face repeated discrete choice problems. Their utility depends on the ...
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2016-11-23DiskussionspapierDynamic Topic Modelling for Cryptocurrency Community Forums Cryptocurrencies are more and more used in official cash flows and exchange of goods. Bitcoin and the underlying blockchain technology have been looked at by big companies that are adopting and investing in this technology. ...
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2017-02-06DiskussionspapierDynamic Valuation of Weather Derivatives under Default Risk Weather derivatives are contingent claims with payoff based on a pre-specified weather index. Firms exposed to weather risk can transfer it to financial markets via weather derivatives. We develop a utility-based model for ...
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2010-07-06DiskussionspapierDynamical systems forced by shot noise as a new paradigm in the interest rate modeling In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest ...
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2015-08-11DiskussionspapierDynamics of Real Per Capita GDP This study investigates the dynamics of quarterly real GDP per capita growth rates across four countries, the US, UK, Canada and France. I obtain estimates for ARIMA(p,q) processes for first differences of log quarterly ...
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2005-04-01DiskussionspapierDynamics of State Price Densities State price densities (SPD) are an important element in applied quantitative finance. In a Black-Scholes model they are lognormal distributions with constant volatility parameter. In practice volatility changes and the ...
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2006-09-01Teil eines BuchesE-Government Ausgehend vom neuen Steuerungsmodell als zentraler Reformbewegung der 1990er Jahre, wird e-Government als nachfolgende, komplementäre Initiative der vergangenen Jahre vorgestellt. Während das neue Steuerungsmodell seinen ...
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2005-06-10Buch"E-Kompetenzen" für Forschung und Lehre
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2005-10-12BuchE-Learning / E-Teaching of Statistics Travel arrangements and flight ticket booking via inter-net is widely used nowadays and follow already certain standards. Although increasing activity for multimedia/web education components can be observed, we are far ...
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2006-04-04Diskussionspapiere-Learning Statistics Modern computing equipment is present at schools and universities at all levels of education. In the statistical sciences computers offer great opportunities to enrich the learning process by the means of e.g. animations, ...
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2005-10-13BuchE-Learning/E-Teaching of Statistics Travel arrangements and flight ticket booking via internet is widely used nowadays and follow already certain standards. Although increasing activity for multimedia/web education components can be observed, we are far ...
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2015-05-26Teil eines BuchesE-Mail – war da ein Anfang?
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2005-10-17BuchE-privacy: Evaluating a new search cost in online environments Electronic Commerce environments increasingly witness a conflict on the subject of e-privacy: While marketers want to maximize their customer knowledge and grasp the identity of their online users, consumers often want to ...
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2015ZeitschriftenartikelE-Tutorial
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2006-05-31DiskussionspapierEast Germany’s Wage Gap East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wages specified in collective wage agreements is drifting ever further apart from ...
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2022BuchEat safe, eat well! Strengthening the institutional capacity and resilience of the food safety system in Tunisia
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2015-11-20Teil eines BuchesEating at Home and 'Dining' Out? Dieser Beitrag versucht, anhand der Analyse von Ess- und Trinkgefäßen ein Bild verschiedener Arten von Kommensalität im vorderasiatischen Keramischen Neolithikum (7. Jt. v. Chr.) zu zeichnen. Als Fallbeispiel dienen die ...
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2013-08-29DiskussionspapierEBC monetary policy surprises This paper proposes a new econometric approach to disentangle two distinct response patterns of the yield curve to monetary policy announcements. Based on cojumps in intraday tick-data of a short and long term interest ...
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2011-10-27DiskussionspapierEconometric analysis of volatile art markets A new heteroskedastic hedonic regression model is suggested which takes into account time-varying volatility and is applied to a blue chips art market. A nonparametric local likelihood estimator is proposed, and this is ...