Auflistung Dissertationen nach Schlagwort "Langes Gedächtnis"

Auflistung Dissertationen nach Schlagwort "Langes Gedächtnis"

Sortiert nach: Sortierung: Ergebnisse:

  • Essays on financial time series with a focus on high-frequency data 
    Becker, Janis (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This thesis contains six essays on financial time series. Special attention is paid to the opportunities that high-frequency data offers for modeling and forecasting the return and the risk, measured by the volatility or ...
  • Essays on fractional cointegration and long memory time series 
    Mboya, Mwasi (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2022)
    This dissertation contains three essays on distinguishing between structural breaks under long memory, testing for fractional cointegration relationship between the financial markets and developing optimal forecast methods ...
  • Essays on long memory time series 
    Leschinski, Christian Hendrik (Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2016)
    [no abstract]
  • Essays on robust long memory inference 
    Will, Michael Wolfgang (Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2018)
    [no abstract]
  • Essays on structural change tests under long memory 
    Wenger, Kai Rouven (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This thesis contains six essays on tests for structural change under long memory with applications to economic time series. Chapter 1 introduces structural change tests and the concept of long memory. The main problem ...
  • Tail risk and long memory in financial markets 
    Nguyen, Duc Binh Benno (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2018)
    This thesis investigates the tail risk properties and long memory in financial markets and implications for asset pricing and hedging.

Suche im Repositorium


Durchblättern

Mein Nutzer/innenkonto

Nutzungsstatistiken