Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 1013-1032 von 1448
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2005-10-12BuchR robustified additive nonparametric regression
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2017-08-11DiskussionspapierRacial/Ethnic Differences In Non-Work At Wor
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2001-08-22BuchRandom times at which insiders can have free lunches
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2006-03-10BuchRank tests for nonlinear cointegration A test procedure based on ranks is suggested to test for nonlinear cointegration. For two (or more) time series it is assumed that there exist monotonic transformations such that the normalised series can asymptotically ...
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2007-02-21BuchRank Tests for Unit Roots In order to obtain exact distributional results without imposing restrictive parametric assumptions, several rank counterparts of the Dickey-Fuller statistic are considered. In particular, a rank counterpart of the score ...
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2009-11-09DiskussionspapierReal and Nominal Rigidities in Price Setting This paper uses the Bayesian approach to solve and estimate a New Keynesian model augmented by a generalized Phillips curve, in which the shape of the price reset hazards can be identi…ed using aggregate data. My empirical ...
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2006-10-12DiskussionspapierReal Balance Effects, Timing and Equilibrium Determination This paper examines whether the existence and the timing of real balance effects contribute to the determination of the absolute price level, as suggested byPatinkin (1949,1965), and if they affect conditions for local ...
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2005-10-10BuchReal Estate Valuation According to Standardized Methods Appraisals are needed for decision-making and for performance evaluation. Knowledge on the accuracy of valuation methods is of general interest for banks and investors. We assess the accuracy of the German Regulation on ...
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2007-02-05DiskussionspapierReal Origins of the Great Depression Most treatments of the Great Depression have focused on its onset and its aftermath. In contrast, we take a unified view of the interwar period. We look at the slide into and the emergence from the 1920-21 recession and ...
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2012-05-22DiskussionspapierRealized Copula We introduce the notion of realized copula. Based on assumptions of the marginal distri- butions of daily stock returns and a copula family, realized copula is defined as the copula structure materialized in realized ...
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2017-11-06DiskussionspapierRealized volatility of CO2 futures The EU Emission Trading System (EU ETS) was created to reduce the CO2 and other greenhouse gas emissions at the lowest economic cost. In reality market participants are faced with considerable uncertainty due to price ...
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2005-09-08BuchReappraising Medfly Longevity
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2006-09-11DiskussionspapierReassessing Intergenerational Mobility in Germany and the United States Using longitudinal data on fathers and their children, this study compares the extent of intergenerational mobility in Germany and the United States and introduces an estimation strategy that corrects estimates of ...
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2008-07-16DiskussionspapierRecurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression ...
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2008-01-21DiskussionspapierRecursive Portfolio Selection with Decision Trees A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock ...
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2005-09-16BuchReducing Size Distortions of Parametric Stationarity Tests
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2013-05-06DiskussionspapierReference Dependent Preferences and the EPK Puzzle Supported by several recent investigations, the empirical pricing kernel (EPK) puzzle might be considered a stylized fact. Based on an economic model with state dependent preferences for the financial investors, we want ...
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2007-04-18DiskussionspapierRegional and Outward Economic Integration in South-East Asia The subject of this paper tackles questions of macroeconomic integration of the South-East Asian countries South Korea, Singapore and Taiwan. Economically, the analysis is based on notions of stochastic long-run convergence ...
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2006-02-06DiskussionspapierRegional Labor Markets, Network Externalities and Migration: The Case of German Reunification Fifteen years after German reunification, the facts about slow regional convergence have born out the prediction of Barro (1991), exceptthat migration out of East Germany has not slowed down. I document that in particular ...
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2006-01-25BuchRegression and contrast estimates based on adaptive regressograms depending on qualitative explanatory variables This methodological paper discusses the application of “adaptive” non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose ...