38 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• Catastrophe bonds and systemic risk Weiß, Gregor ; Bostandzic, Denefa ; Irresberger, Felix [Dortmund] : SFB 823, August 26, 2013

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

• Corporate Compliance Code of Conduct Rhenus SE & Co. KG Stand 01/2017, [Dortmund] : Rhenus Logistics, [2017]

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• Dynamic functional principal components Hörmann, Siegfried ; Kidzinski, Lukasz ; Hallin, Marc [Dortmund] : SFB 823, [2012]

• Empirical and sequential empirical copula processes under serial dependence Bücher, Axel ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Vetter, Mathias [Dortmund] : SFB 823, 2011

• Exchange rate policy under sovereign default risk Schabert, Andreas [Dortmund] : SFB 823, 2011

• Factor models in high-dimensional time series a time domain approach Hallin, Marc ; Lippi, Marco [Dortmund] : SFB 823, March 13, 2013

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• For efficiency, tax energy Frondel, Manuel ; Vance, Colin [Dortmund] : SFB 823, 2013

• A global-local prior for time-varying parameter VARs and monetary policy Prüser, Jan [Dortmund] : SFB 823, 2020

• Housing, collateral constraints, and fiscal policy Polattimur, Hamza [Dortmund] : SFB 823, June 18, 2013

• Integrated modified OLS and fixed-b inference for seasonally cointegrated processes Kawka, Rafael [Dortmund] : SFB 823, 2020

• An integrated modified OLS RESET test for cointegrating regressions Vogelsang, Timothy J. ; Wagner, Martin [Dortmund] : SFB, 2014

• Landscape pattern and car use linking household data with satellite imagery Keller, Rose ; Vance, Colin [Dortmund] : SFB 823, 2013

• Liquidity premia and interest rate parity Linnemann, Ludger ; Schabert, Andreas [Dortmund] : SFB 823, 2013

• Liquidity premia, interest rates and exchange rate dynamics Hörmann, Markus [Dortmund] : SFB 823, 2011

• A measure of a Nation’s Physical Energy Supply Risk Frondel, Manuel ; Schmidt, Christoph M. [Dortmund] : SFB 823, [2013]