31 Treffer für Verfasser = "Tennisverein Espelkamp"

• Analyzing credit risk transmission to the non-financial sector in Europe a network approach Gross, Christian ; Siklos, Pierre L. Münster : Center for Quantitative Economics, 2018

• An approach to increasing forecast-combination accuracy through VAR error modeling Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2018

• Bayesian estimation of generalized partition of unity copulas Masuhr, Andreas Münster : Center for Quantitative Economics, 2018

• Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements Zaharieva, Martina Danielova ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Classifying industries into types of relative concentration Auer, Ludwig von ; Stepanyan, Andranik ; Trede, Mark Münster : Center for Quantitative Economics, 2016

• Committing to fiscal policy the influence of the U.S. presidenton consumer confidence and output Adämmer, Philipp ; Dybowski, Tom Philipp Münster : Center for Quantitative Economics, 2016

• Computing the substantial-Gain-Loss-ratio a different look at valuing individual labour income Appel, Jan ; Mentemeier, Sebastian Münster : Center for Quantitative Economics, 2017

• The economic effects of U.S. presidential tax communication Dybowski, Tom Philipp ; Dybowski, Jan Nikolaj ; Adämmer, Philipp Münster : Center for Quantitative Economics, 2016

• Exact expectations efficient calculation of DSGE models Goessling, Fabian Münster : Center for Quantitative Economics, 2016

• Examining the common dynamics of commodity futures prices Gross, Christian Münster : Center for Quantitative Economics, 2017

• Explosive earnings dynamics whoever has will be given more Meyer, Sarah ; Trede, Mark Münster : Center for Quantitative Economics, 2016

• Forecasting inflation uncertainty in the G7 countries Segnon, Mawuli ; Bekiros, Stelios ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2018

• Forecasting market risk of portfolios Copula-Markov switching multifractal approach Segnon, Mawuli ; Trede, Mark Münster : Center for Quantitative Economics, 2017

• Human capital, growth and asset prices Goessling, Fabian Münster : Center for Quantitative Economics, 2018

• The impact of long-short speculators on the volatility of agricultural commodity futures prices Bohl, Martin T. ; Sulewski, Christoph Münster : Center for Quantitative Economics, 2018

• Information transmission under increasing political tension-evidence for the Berlin produce exchange 1887-1896 Bohl, Martin T. ; Pütz, Alexander ; Siklos, Pierre L. ; Sulewski, Christoph Münster : Center for Quantitative Economics, 2018

• Investors' favourite a different look at valuing individual labour income Appel, Jan ; Diesteldorf, Jeanne ; Goessling, Fabian ; Weigt, Till Münster : Center for Quantitative Economics, 2017

• Are multifractal processes suited to forecasting electricity price volatility? evidence from Australian intraday data Segnon, Mawuli ; Lau, Chi Keung ; Wilfling, Bernd ; Gupta, Rangan Münster : Center for Quantitative Economics, 2017

• A new combination approach to reducing forecast errors with an application to volatility forecasting Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017