10 Treffer für Jahr = "2017"

• 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

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

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

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

• Investors' favourite a different look at valuing individual labour income Voelzke, 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 stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Propagation of economic shocks from Russia and western european countries to CEE-Baltic countries a comparative analysis Khan, Nazmus Sadat Münster : Center for Quantitative Economics, 2017

• Semi-parametric Bayesian forecasting with an application to stochastic volatility Goessling, Fabian ; Zaharieva, Martina Danielova Münster : Center for Quantitative Economics, 2017

• Volatility transmission in overlapping trading zones Masuhr, Andreas Münster : Center for Quantitative Economics, 2017