E-Dissertationen: Browsing E-Dissertationen by Author "Pigorsch, Christian"
Now showing items 1-4 of 4
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Econometric Analysis of Financial Risk and Correlation
Homm, Ulrich-Michael (2012-10-10)The contribution of this dissertation is threefold. First, econometric procedures to test for the occurence of asset price bubbles ex post and in real time are proposed. Real time monitoring procedures represent an additional ... -
Essays in Statistics
Gleim, Alexander (2016-03-29)This thesis is comprised of several contributions to the field of mathematical statistics, particularly with regards to computational issues of Bayesian statistics and functional data analysis.<br /> The first two chapters ... -
Three Essays in Econometrics
Nebeling, Thomas (2016-04-18)This thesis consists of three self-contained chapters in applied and theoretical econometrics. The first chapter presents a Lagrange Multiplier test for detecting shock triggered asymmetries in time series and investigates ... -
Three Essays in Macroeconometrics
Hacioğlu Hoke, Sinem (2016-10-20)Motivated by the recent availability of extensive macroeconomic data sets, this thesis consists of three independent chapters that examine the ways to approach to this issue from various angles. <br /> The first chapter ...