Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 3307-3326 von 5414
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2007Buch„Nichts als Nahrung und Kleidung“ Immer wieder hegten Laien oder Weltkleriker im Frühen Mittelalter den Wunsch, im Kloster zu wohnen, ohne das monastische Versprechen abzulegen, womit sie zu Grenzgängern zwischen den religiösen Ständen des Mittelalters ...
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2005-09-14BuchNo Free Lunch for Large Investors
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2015-10-01Teil eines BuchesNo money, no travel, no problem Nachhaltigkeit wird oft als ein gesundes Gleichgewicht zwischen Umwelt, Wirtschaft und Gleichstellung beschrieben. Online Learning kann diese drei verbundenen Konzepte der Nachhaltigkeit fördern. Hierdurch eröffnen sich ...
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2016-02-29DiskussionspapierNo Role for the HartzReforms? The supply and demand framework of Katz and Murphy (1992) provides new evidence on the source of changes in socially insured full-time and part-time employment in years preceding and following the implementation of the ...
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2005-10-12BuchNoise Induced Oscillation in Solutions of Stochastic Delay Differential Equations This paper studies the oscillatory properties of solutions of linear scalar stochastic delay differential equations with multiplicative noise. It is shown that such noise will induce an oscillation in the solution whenever ...
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2009-05-29DiskussionspapierNon-constant Hazard Function and Inflation Dynamics This paper explores implications of nominal rigidity characterized by a non-constant hazard function for aggregate dynamics. I derive the NKPC under an arbitrary hazard function and parameterize it with the Weibull duration ...
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2010-05-11DiskussionspapierNon-Gaussian Component Analysis In this article, we present new ideas concerning Non-Gaussian Component Analysis (NGCA). We use the structural assumption that a high-dimensional random vector X can be represented as a sum of two components - a lowdimensional ...
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2006-03-16BuchNon-Time Additive Utility Optimization We study the intertemporal utility maximization problem for Hindy-Huang-Kreps utilities. Necessary and sufficient conditions for optimality are given. An explicit solution is provided for a large class of utility functions. ...
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1998-08-21BuchNon-Uniformity of Job-Matching in a Transition Economy We consider problems in modelling job-matching in the Czech Republic during the transition to a market economy. Special interest is devoted to functional form considerations and the analysis of returns to scale of the ...
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2005-11-04BuchNonlinear differential-algebraic equations with properly formulated leading term Nonlinear differential-algebraic equations with properly stated leading term of index one and two are characterized. Linearization and the solvability of perturbed problems are considered.
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1999-08-01BuchNonlinear Error Correction and the Efficient Market Hypothesis
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2005-10-07BuchNonlinear GARCH Models for Highly Persistent Volatility
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2006-01-01BuchNonlinear Iterative Operator-Splitting Methods and Applications for Nonlinear Parabolic Partial Differential Equations In this paper we concentrate on nonlinear iterative operator splitting methods for nonlinear differential equations. The motivation arose from decoupling nonlinear operator equations in simpler operator equations. The ...
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2008-09-26DiskussionspapierNonlinear Modeling of Target Leverage with Latent Determinant Variables The trade-off theory on capital structure is tested by modelling the capital structure target as the solution to a maximization problem. This solution maps asset volatility and loss given default to optimal leverage. By ...
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2012-02-15DiskussionspapierNonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes For a Lévy process X having finite variation on compact sets and finite first moments, µ( dx) = xv( dx) is a finite signed measure which completely describes the jump dynamics. We construct kernel estimators for linear ...
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2005-10-17BuchNonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, ...
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1998-12-04BuchNonparametric Autoregression with Multiplicative Volatility and Additive Mean For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory ...
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2015-01-12DiskussionspapierNonparametric change-pointanalysis of volatility This work develops change-point methods for statistics of high-frequency data. The main interest is the volatility of an Itˆo semi-martingale, which is discretely observed over a fixed time horizon. We construct a ...
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2014-01-31DiskussionspapierNonparametric Estimates for Conditional Quantiles of Time Series We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt, where Xt can ei- ther exogenous variables or lagged variables of Yt . The conditional quantile is estimated ...
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1998-02-16BuchNonparametric Estimation and Testing of Interaction in Additive Models We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. ...