Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 556-575 von 1448
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2005-09-29BuchGeneralized Additive Models
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2017-08-09DiskussionspapierGeneralized Entropy and Model Uncertainty I entertain a generalization of the standard Bolzmann-Gibbs-Shannon measure of entropy in multiplier preferences of model uncertainty. Using this measure, I derive a generalized exponential certainty equivalent, which nests ...
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2015-03-23DiskussionspapierGeneralized Exogenous Processes in DSGE The Reversible Jump Markov Chain Monte Carlo (RJMCMC) method can enhance Bayesian DSGE estimation by sampling from a posterior distribution spanning potentially nonnested models with parameter spaces of different ...
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2005-09-29BuchGeneralized Partial Linear Models
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2009-10-28DiskussionspapierGeneralized single-index models Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, ...
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2012-06-26DiskussionspapierGenerated Covariates in Nonparametric Estimation In many applications, covariates are not observed but have to be estimated from data. We outline some regression-type models where such a situation occurs and discuss estimation of the regression function in this context.We ...
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2008-04-18DiskussionspapierGenetic Codes of Mergers, Post Merger Technology Evolution and Why Mergers Fail This paper addresses the key determinants of merger failure, in par- ticular the role of innovation (post-merger performance) and technology (ex-ante selection) when firms decide to separate. After a brief review of the ...
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1998-11-05BuchGermany’s Labor Market Problems In this study we collect information on what economists would suggest for reducing German unemployment. This was done by conducting a detailed survey containing 35 measures at two conferences of different kind. One conference ...
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2005-07-06DiskussionspapierGetting Used to Risks Experimental and field evidence show that people perceive and evaluate new risks differently from risks that are common. In particular, people get used to the presence of certain risks and become less eager to avoid them. ...
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2006-11-16DiskussionspapierGHICA - Risk Analysis with GH Distributions and Independent Components Over recent years, study on risk management has been prompted by the Basel committeefor regular banking supervisory. There are however limitations of some widely-used riskmanagement methods that either calculate risk ...
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2017-03-06DiskussionspapierGitHub API based QuantNet Mining infrastructure in R QuantNet being an online GitHub based organization is an integrated environment consisting of different types of statistics-related documents and program codes called Quantlets. The QuantNet Style Guide and the yamldebugger ...
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2013-08-05DiskussionspapierGoodness-of-fit Test for Specification of Semiparametric Copula Dependence Models This paper concerns goodness-of-fit test for semiparametric copula models. Our contribution is two-fold: we first propose a new test constructed via the comparison between "in-sample" and "out-of-sample" pseudolikelihoods, ...
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2006-07-25DiskussionspapierGovernance In this paper, we provide an outlook for further research on the topic of governance. We review four different approaches on the theory of the firm and discuss implications for governance, namely; nexus of contracts / ...
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2015-07-08DiskussionspapierGovernment Bond Liquidity and Sovereign-Bank Interlinkages Banks in the euro area typically hold a large amount of government debt in their bond portfolios, which are valued both for their low credit risk and high liquidity. During the sovereign debt crisis, these characteristics ...
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2006-02-24DiskussionspapierGraphical Data Representation in Bankruptcy Analysis Graphical data representation is an important tool for model selection in bankruptcy analysis since the problem is highly non-linear and its numerical representation is much less transparent. In classical rating models a ...
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2005-09-29BuchGrowth Regression and Counterfactual Income Dynamics
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2008-06-18DiskussionspapierGruppenvergleiche bei hypothetischen Konstrukten Comparing groups with respect to hypothetical constructs requires that the measurement models are equal across groups. Otherwise conclusions drawn from the observed indicators regarding differences at the latent level (mean ...
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1999-10-14BuchHazard Regression
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2005-09-29BuchHazard Regression
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2002-06-07BuchHedging and Portfolio Optimization in Illiquid Financial Markets We introduce a general continuous–time model for an illiquid financial market where the trades of a single large investor can move market prices. The model is specified in terms of parameter dependent semimartingales, and ...