38 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• Measuring stationarity in long-memory processes Sen, Kemal ; Preuß, Philip ; Dette, Holger [Dortmund] : SFB 823, 2013

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland [Dortmund] : SFB 823, 2013

• Monetary policy and the stock market a partly recursive SVAR estimator Keweloh, Sascha Alexander ; Seepe, Andre [Dortmund] : SFB 823, 2020

• Monetary policy, interest rates, and liquidity premia Reynard, Samuel ; Schabert, Andreas [Dortmund] : SFB 823, July 23, 2012

• Monitoring correlation change in a sequence of random variables Wied, Dominik ; Galeano, Pedro [Dortmund] : SFB 823, 2012

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Of copulas, quantiles, ranks and spectra an L 1-approach to spectral analysis Dette, Holger ; Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• An order for asymmetry in copulas, and implications for risk management Siburg, Karl Friedrich ; Stehling, Katharina ; Stoimenov, Pavel A. ; Woerner, Jeannette [Dortmund] : SFB 823, November 13, 2013

• R-estimation for asymmetric independent component analysis Hallin, Marc ; Mehta, Chintan [Dortmund] : SFB 823, 2013

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• Satzung KD-Bank Stand: 14. Juni 2017, [Dortmund] : KD-Bank, [2017]

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013

• Stable limit theorem for U-statistic processes indexed by a random walk Franke, Brice ; Wendler, Martin [Dortmund] : SFB 823, [2012]

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011

• A test for Archimedeanity in bivariate copula models Bücher, Axel ; Dette, Holger ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• Testing for nonlinear cointegration under heteroskedasticity Hanck, Christoph ; Massing, Till Philipp Georg [Dortmund] : SFB 823, 2020

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• Testing multivariate economic restrictions using quantiles the example of Slutsky negative semidefiniteness Dette, Holger ; Hoderlein, Stefan ; Neumeyer, Natalie [Dortmund] : SFB 823, 2011