Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
Search 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Search
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CommunityTitleAuthorSubject
PublishLoginRegisterHelp
DDC
310 Statistik (243)
330 Wirtschaft (240)510 Mathematik (1)630 Landwirtschaft, Veterinärmedizin (1)
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CommunityTitleAuthorSubject
PublishLoginRegisterHelp
DDC
310 Statistik (243)
330 Wirtschaft (240)510 Mathematik (1)630 Landwirtschaft, Veterinärmedizin (1)
Search 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Search
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Search

Search

Show Advanced FiltersHide Advanced Filters

Filter

Use filters to refine search results.

Now showing items 1-10 of 243

  • Sort by:
  • Relevance
  • Title ascending
  • Title descending
  • Issue date ascending
  • Issue date descending
  • Results per page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
2009-07-02Buch
Statistical inference for discrete-time samples from affine stochastic delay differential equations 
Küchler, Uwe; Sørensen, Michael
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. ...
2015-10-26Diskussionspapier
Change point and trend analyses of annual expectile curves of tropical storms 
Burdejova, Petra; Härdle, Wolfgang Karl; Kokoszka, Piotr; Xiong, Qian
Motivated by the conjectured existence of trends in the intensity of tropical storms, this paper proposes new inferential methodology to detect a trend in the annual pattern of environmental data. The new methodology can ...
2015-10-26Diskussionspapier
Geoengineering and the Accusation of Hubris 
Meyer, Kirsten; Uhle, Christian
Geoengineering aims at a large-scale manipulation of the planetary environment in order to counteract climate change. Different ethical worries concerning geoengineering have been formulated. Amongst these a core wrong ...
2010-02-25Buch
Coordination after gains and losses 
Is prospect theory’s value function predictive for games?
Schade, Christian; Schroeder, Andreas; Krause, Kai Oliver
Wir präsentieren eine Verhaltensvariante der Spieltheorie, die auf der Wertfunktion der Prospekttheorie, dem Aggregationsprinzip und auf sozialer Projektion beruht. Gleichgewichtsvorhersagen basieren auf einer Anwendung ...
2015-08-03Buch
Conditional Systemic Risk with Penalized Copula 
Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey; Trück, Stefan
Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion ...
2015-08-12Buch
Forecasting the oil price using house prices 
Schulz, Rainer; Wersing, Martin
We show that house prices from Aberdeen in the UK improve in- and out-of-sample oil price forecasts. The improvements are of a similar magnitude to those attained using macroeconomic indicators. We explain these forecast ...
2015-08-24Buch
Copula-Based Factor Model for Credit Risk Analysis 
Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
A standard quantitative method to access credit risk employs a factor model based on joint multi- variate normal distribution properties. By extending a one-factor Gaussian copula model to make a more accurate default ...
2015-08-12Buch
The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle 
Mazelis, Falk
This paper investigates the heterogeneous impact of monetary policy shocks on financial in- termediaries. I distinguish between banks and shadow banks based on their funding constraints. Because credit creation by banks ...
2015-09-11Buch
Site assessment, turbine selection, and local feed-in tariffs through the wind energy index 
Ritter, Matthias; Deckert, Lars
Since wind energy is rapidly growing, new wind farms are installed worldwide and a discussion is going on concerning the optimal political framework to promote this development. In this paper, we present a wind energy ...
2015-09-11Buch
Tail Event Driven ASset allocation 
evidence from equity and mutual funds’ markets
Härdle, Wolfgang Karl; Chuen, David Lee Kuo; Nasekin, Sergey; Ni, Xinwen; Petukhina, Alla
Classical asset allocation methods have assumed that the distribution of asset returns is smooth, well behaved with stable statistical moments over time. The distribution is assumed to have constant moments with e.g., ...
  • 1
  • 2
  • 3
  • 4
  • . . .
  • 25
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin