Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 670-689 von 1448
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2005-09-14BuchKeeping Statistics Alive in Documents We identify some of the requirements for document integration of software components in statistical computing, and try to give a general idea how to cope with them in an implementation
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2005-10-24BuchKernel Estimation of Functional Coefficients in Nonparametric ARX Time Series Models
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2007-11-21DiskussionspapierKombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs Eine große Herausforderung der multivariablen Analyse mit bilanziellen Kennzahlen besteht in der Identifikation derjenigen Kennzahlen, die zur besten Modellperformance führen und dabei möglichst leicht interpretierbar und ...
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1997-08-22BuchKursrelevante Ereignisse bei Unternehmensübernahmen Wir untersuchen Übernahmen deutscher Unternehmen zwischen 1985 und 1993 im Hinblick auf ihren Einfluß auf den Marktwert des Käufers. In Erweiterung bisheriger Studien analysieren wir insbesondere, welche Ereignisse den ...
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2005-10-06BuchKursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien In der vorliegenden Untersuchung betrachten wir die Grundgesamtheit der deutschen Unternehmen, von denen im Zeitraum 1956 bis 1998 Stamm- und stimmrechtslose Vorzugsaktien börsennotiert waren. Zwischen beiden Aktiengattungen ...
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2016-12-12DiskussionspapierLabor Market Frictions and Monetary Policy Design This paper estimates a New Keynesian DSGE model with search frictions and monetary rules augmented with different labor market indicators. In accordance with a theoretical literature I find that a central bank reacts to ...
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2005-09-02DiskussionspapierLabour Market Dynamics in Germany In this paper, we provide a comprehensive overview of labour market dynamics in Western Germany by looking at gross worker flows. To do so, we use a subsample of the registry data collected by the German social security ...
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2014-02-14DiskussionspapierLadislaus von Bortkiewicz - statistician, economist, and a European intellectual Ladislaus von Bortkiewicz (1868 - 1931) was a European statistician. His scientific work covered theoretical economics, stochastics, mathematical statistics and radiology, today we would call him a cross disciplinary ...
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2000-05-12BuchLag Selection in Subset VAR Models with an Application to a U.S. Monetary System
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2005-10-07BuchLangzeiteffekte der "Theory of Games and Economic Behavior"
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1997-04-04BuchLarge Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models
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2006-06-09BuchLarge Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
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2011-08-03DiskussionspapierLarge Vector Auto Regressions One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for ...
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2015-12-03DiskussionspapierlCARE – localizing Conditional AutoRegressive Expectiles We account for time-varying parameters in the conditional expectile based value at risk (EVaR) model. EVaR appears more sensitive to the magnitude of portfolio losses compared to the quantile-based Value at Risk (QVaR), ...
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2010-06-08DiskussionspapierLearning Machines Supporting Bankruptcy Prediction In many economic applications it is desirable to make future predictions about the financial status of a company. The focus of predictions is mainly if a company will default or not. A support vector machine (SVM) is one ...
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1999-04-25BuchLearning to Bid We examine learning behavior in auctions and Fair division games with independent private values under two different price rules, first and second price. Participants face these four games repeatedly and submit complete ...
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1997-04-15BuchLearning to Like What You Have
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2005-09-29BuchLeast Trimmed Squares
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2000-07-01BuchLeave-k-out Diagnostics in State Space Models The paper derives an algorithm for computing leave-k-out diagnostics for the detection of patches of outliers for stationary and non-stationary state space models with regression effects. The algorithm is based on a reverse ...
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2016-02-02DiskussionspapierLeveraged ETF optionsimplied volatility paradox In this paper, we study the statistical properties of the moneyness scaling transformation by Leung and Sircar (2015). This transformation adjusts the moneyness coordinate of the implied volatility smile in an attempt to ...