Browsing Schriftenreihen und Sammelbände by Title
Now showing items 3208-3227 of 5173
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2004-10-27BuchNonparametric Risk Management with Generalized Hyperbolic Distributions In this paper we propose the GHADA risk management model that is based on the generalized hyperbolic (GH) distribution and on a nonparametric adaptive methodology. Compared to the normal distribution, the GH distribution ...
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1998-06-01BuchNonparametric Significance Testing A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under ...
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2005-10-10BuchNonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates We propose two nonparametric transition density-based speciÞcation tests for continuous-time diffusion models. In contrast to marginal density as used in the literature, transition density can capture the full dynamics of ...
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2014-03-10BuchNonparametric Test fora Constant Beta over aFixed Time Interval We derive a nonparametric test for constant (continuous) beta over a fixed interval of time. Continuous beta is defined as the ratio of the continuous covariation between an asset and observable risk factor (e.g., the ...
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2012-08-16Zeitschriftenartikel›Norden‹ als frühneuzeitliche Geschichtskonstruktion
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2011-10-17ZeitschriftenartikelNordiskt – samiskt – internationellt nätverk över Östersjön
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2011-09-28ZeitschriftenartikelNordostskandinavische Angleichung (jamning)
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2011-10-17ZeitschriftenartikelNorsk når grunnlaget er samisk
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2012-08-16Zeitschriftenartikel›Not on the edge of Europe‹ Konzeptualisierungen der Ostseeregion nach 1990
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2015-07-08BuchNot Working at Work: Loafing, Unemployment and Labor Productivity Using the American Time Use Survey (ATUS) 2003-12, we estimate time spent by workers in non-work while on the job. Non-work time is substantial and varies positively with the local unemployment rate. While the average time ...
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2015-03-02ZeitschriftenartikelNoter til Topic I: ›Forholdet kunst/empirisk virkelighed‹
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2002-08-01BuchNotes on an Endogenous Growth Model with two Capital Stocks I The Deterministic CaseThis paper extends the class of AK models with an explicit solution to the case where there are two capital goods in the model. this extension holds, even if an external effect in the use of human capital in goods production ...
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2005-06-13BuchNotes on an Endogenous Growth Model with two Capital Stocks II The Stochastic CaseThis paper extends the class of stochastic AK growth models with a closed-form solution to the case where there are two capital goods in the model. To be precise, we consider the Uzawa-Lucas model of endogenous growth with ...
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2009-11-25Teil eines BuchesNotfallprävention und -planung Schutz vor Gefahren durch Feuer, Wasser, Baumaßnahmen
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2008-01-01BuchNPART - Node Placement Algorithm for Realistic Topologies in Wireless Multihop Network Simulation Despite a considerable number of topology generation algorithms for simulation of wireless multihop networks it is difficult to find one with output similar to real networks [13]. In this paper, we propose NPART { a Node ...
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2017-04-19BachelorarbeitNS-Raubgut nach 1945 : Seine Wege als Teil herrenloser Bestände und seine Auffindung Thema dieser Arbeit sind die verfolgungsbedingt entzogenen Büchersammlungen, die sich nach Ende des Zweiten Weltkrieges unter den sogenannten herrenlosen Beständen befanden, und die gegenwärtigen Versuche, dieses Raubgut ...
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2003-12-10BuchNumerical Analysis of DAEs from Coupled Circuit and Semiconductor Simulation In this work we are interested in the numerical solution of a coupled model of differential algebraic equations (DAEs) and partial differential equations (PDEs). The DAEs describe the behavior of an electrical circuit that ...
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1999-01-01BuchNumerical results concerning a sharp adaptive density estimator
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2005-10-20BuchNumerical stability criteria for differential-algebraic systems In this paper we transfer classical results concerning Lyapunov stability of stationary solutions x* to the classes of DAEs being most interesting for circuit simulation, thereby keeping smoothness as low as possible. We ...
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2005-11-04BuchNumerically well formulated index-1 DAEs For index-1 DAEs with properly stated leading term, we characterize dissipative and contractive flows and study how the qualitative properties of the DAE solutions are reflected by numerical approximations. The best situation ...
