Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 878-897 von 5414
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2006-09-11DiskussionspapierCommon and Uncommon Sources of Growth in Asia Pacific This paper embarks to analyse the role of exports and investment supposed to be major sources of economic growth in Asia Pacific. Therefore at first, the cointegration properties of exports, capital formation and GDP are ...
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2000-12-11BuchCommon Cycles
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2005-09-30BuchCommon Factors Governing VDAX Movements and the Maximum Loss Based on daily VDAX data this paper analyzes the factors governing the movements of implied volatilities of options on the German stock index DAX. Using Principal Components Analysis over the sample period from 1996 to ...
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2012-10-25DiskussionspapierCommon factors in credit defaults swaps markets We examine what are common factors that determine systematic credit risk and estimate and interpret the common risk factors. We also compare the contributions of common factors in explaining the changes of credit default ...
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2005-03-24DiskussionspapierCommon Functional Component Modelling Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss ...
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2005-03-01DiskussionspapierCommon Functional Implied Volatility Analysis Trading, hedging and risk analysis of complex option portfolios depend on accurate pricing models. The modelling of implied volatilities (IV) plays an important role, since volatility is the crucial parameter in the ...
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2006-01-30DiskussionspapierCommon Functional Principal Components Functional principal component analysis (FPCA) based on the Karhunen-Loève decomposition has been successfully applied in many applications, mainly for one sample problems. In this paper we consider common functional ...
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2008-12-29DiskussionspapierCommon Influences, Spillover and Integration in Chinese Stock Markets The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information ...
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2014-07-16DiskussionspapierCommon price andvolatility jumps in noisyhigh-frequency data We introduce a statistical test for simultaneous jumps in the price of a financial asset and its volatility process. The proposed test is based on high-frequency tick-data and is robust to market microstructure frictions. ...
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2020-02DiskussionspapierCommon values and unobserved heterogeneity in farmland auctions in Germany In this paper, we test for the existence of a common component in agricultural land auctions in eastern Germany during the price boom 2007-2018 and discuss respective policy implications. Using a large, detailed dataset ...
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2010-12-21DiskussionspapierCommunal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching Communal responsibility, a medieval institution studied by Greif (2006), supported the use of credit among European merchants in the absence of modern enforcement technologies. This paper shows how this mechanism helps to ...
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2019Teil eines BuchesCommunity Building als Mission Der Wandel Öffentlicher Bibliotheken wird stark mit der Öffnung und Anbietung des physischen Raumes der Bibliothek und der Einbindung der Menschen darin verbunden. Damit rückt die Idee des Community Building als Arbeitsfeld ...
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2006-12-11DiskussionspapierCompactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma This paper may be understood as a continuation of Topsøe’s seminal paper ([16]) to characterize,within an abstract setting, compact subsets of finite inner regular measures w.r.t. the weak topology.The new aspect is that ...
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2012-02-08DiskussionspapierComparability Effects of Mandatory IFRS Adoption The mandatory adoption of IFRS by many countries worldwide fuels the expectation that financial accounting information might become more comparable across countries. This expectation is opposed to an alternative view that ...
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2001-09-19BuchComparative Study of One–Bid versus Two–Bid Auctions We compare the standard one-bid first price auction to a corresponding two–bid first price auction where each buyer may place two bids: a high bid and a low one and the winner pays his low bid if this was higher than all ...
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2014-09-15DiskussionspapierComparing Solution Methodsfor DSGE Models withLabor Market Search I compare the performance of solution methods in solving a standard real business cycle model with labor market search frictions. Under the conventional calibration, the model is solved by the projection method using the ...
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2023-03ZeitschriftenartikelComparison of biodiversity on four different hard substrate types in the intertidal zone in the Wadden Sea on Sylt, Germany (including a species’ list) Marine intertidal hard substrates provide an ecologically important habitat for many sessile or semi-sessile organisms. As shelter, food source, nursery or living space, they are of central importance in marine ecosy- stems ...
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1999-03-18BuchComparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems It is argued that standard impulse response analysis based on vector autoregressive models has a number of shortcomings. Although the impulse responses are estimated quantities, measures for sampling variability such as ...
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2013-05-31DiskussionspapierComparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In vector autoregressive analysis confidence intervals for individual impulse responses are typically reported to indicate the sampling uncertainty in the estimation results. A range of methods are reviewed and a new ...
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2002-10-22BuchComparison of Model Reduction Methods for VAR Processes The objective of this study is to compare alternative computerized model-selection strategies in the context of the vector autoregressive (VAR) modeling framework. The focus is on a comparison of subset modeling strategies ...