26 Treffer für Jahr = "2013 - 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

• The case of herding is stronger than you think Bohl, Martin T. ; Trede, Mark ; Branger, Nicole Münster : Center for Quantitative Economics, 2015

• Classifying industries into types of relative concentration Auer, Ludwig von ; Stepanyan, Andranik ; Trede, Mark 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

• Estimating rational stock-market bubbles with sequential Monte Carlo methods Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2015

• 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

• Forecasting equity premia using Bayesian dynamic model averaging Beckmann, Joscha ; Schüssler, Rainer Münster : Center for Quantitative Economics, 2014

• Forecasting exchange rates under model and parameter uncertainty Beckmann, Joscha ; Schüssler, Rainer Münster : Center for Quantitative Economics, 2014

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

• Gibrat, Zipf, Fisher and Tippett city size and growth distributions reconsidered Schluter, Christian ; Trede, Mark Münster : Center for Quantitative Economics, 2013

• Higher-order statistics for DSGE models Mutschler, Willi Münster : Center for Quantitative Economics, 2015

• Identification of DSGE models the effect of higher-order approximation and pruning Mutschler, Willi Münster : Center for Quantitative Economics, 2014

• Management compensation, monitoring and aggressive corporate tax planning Steinhoff, Melanie Münster : Center for Quantitative Economics, 2015

• Markets with technological progress pricing, quality and novelty Auer, Ludwig von ; Trede, Mark Münster : Center for Quantitative Economics, 2014

• 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

• A note on the success of media investments no predictability, pure luck Bohl, Martin T. ; Ehrmann, Thomas Münster : Center for Quantitative Economics, 2016

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013