20 Treffer für Jahr = "2017 - 2018"

• 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

• Computing the substantial-Gain-Loss-ratio a different look at valuing individual labour income Appel, 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 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 stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Price discovery in argicultural commodity markets do speculators contribute? Bohl, Martin T. ; Siklos, Pierre L. ; Stefan, Martin ; Wellenreuther, Claudia Münster : Center for Quantitative Economics, 2018

• 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

• Randomized quasi sequential Markov chain Monte Carlo2 Gößling, Fabian Münster : Center for Quantitative Economics, 2018

• Return dynamics during periods of high speculation in a thinly-traded commodity market Bohl, Martin T. ; Stefan, Martin Münster : Center for Quantitative Economics, 2018

• 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