Browsing Schriftenreihen und Sammelbände by Title
Now showing items 4347-4366 of 4725
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2005-06-30BuchValidierung eines Petrinetz-basierten Steuerungssystems
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2008-01-07BuchValue-at-Risk and Expected Shortfall when there is long range dependence Empirical studies have shown that a large number of financial asset returns exhibit fat tails and are often characterized by volatility clustering and asymmetry. Also revealed as a stylized fact is Long memory or long range ...
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2005-02-10BuchValue-at-Risk Calculations with Time Varying Copulae Value-at-Risk (VaR) of a portfolio is determined by the multivariate distribution of the risk factors increments. This distribution can be modelled through copulae, where the copulae parameters are not necessarily constant ...
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2006-02-03BuchVAR Modeling for Dynamic Semiparametric Factors of Volatility Strings The implied volatility of a European option as a function of strike price and time to maturity forms a volatility surface. Traders price according to the dynamics of this high dimensional surface. Recent developments that ...
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2012-10-12BuchVariable selection in Cox regression models with varying coefficients We deal with two kinds of Cox regression models with varying coefficients. The coefficients vary with time in one model. In the other model, there is an important random variable called an index variable and the coefficients ...
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2005-09-14BuchVariance Estimation for High-Dimensional Regression Models
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2011-09-20BuchVariétés bipolaires et résolution d’une équation polynomiale réelle Bipolar varieties and real solving of a single polynomial equationIn previous work we designed an efficient procedure that finds an algebraic sample point for each connected component of a smooth real complete intersection variety. This procedure exploits geometric properties of generic ...
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2006-04-25BuchVarying coefficient GARCH versus local constant volatility modeling Comparison of the predictive powerGARCH models are widely used in financial econometrics. However, we show by mean of a simple simulation example that the GARCH approach may lead to a serious model misspecification if the assumption of stationarity is ...
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2013-11-15BuchVater an seinem Lebensabend Aus dem Japanischen von Kathrin Wosnik. Vorlage der Übersetzung: Kobori Annu: Bannen no Chichi
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2010-02-04BuchVaters Bildnis Erinnerungen
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2011-04-13BuchVaters Hut Auszüge
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1999-01-12BuchVector Autoregressions
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1999-03-19BuchVector Autoregressive Analysis An introduction to vector autoregressive (VAR) analysis is given with special emphasis on cointegration. The models, estimating their parameters and specifying the autoregressive order, the cointegrating rank and other ...
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1996-03-28BuchVector optimization Singularities, RegularizationsWe discuss three scalarizations of the multiobjective optimization from the point of view of the parametric optimization. We analize three important aspects: 1. What kind of singularities may appear in the different ...
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2010-09-23Teil eines BuchesVerabschiedung des Direktors des Grossbritannienzentrums, Prof. Dr. Jürgen Schlaeger
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2010-09-23Teil eines BuchesVerabschiedung des Generalsekretärs der Deutschen Forschungsgemeinschaft, Dr. Reinhard Grunwald
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2010-02-25Teil eines BuchesVerabschiedung von Hans Jürgen Prömel
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2011-03-02Teil eines BuchesVerabschiedung von Robert Leicht und Einführung von Paul Nolte in das Amt des Präsidenten der Evangelischen Akademie zu Berlin
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2011-03-02Teil eines BuchesVeranstaltung des ProFiL-Programms: »Berufungen an Universitäten – Erfahrungen aus der aktuellen Verfahrenspraxis und Empfehlungen für die Zukunft«
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1993-11-24VorlesungVerbfeldstrukturen
