Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness

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Wegener, Christoph: Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness. Hannover : Gottfried Wilhelm Leibniz Universität Hannover, Diss., 2016, III, 48 S.

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To cite the version in the repository, please use this identifier: https://doi.org/10.15488/8890

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Abstract:
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License of this version: Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
Publication type: DoctoralThesis
Publishing status: publishedVersion
Publication date: 2016
Keywords german: Liquiditätsrisiko, explosive Prozesse, Strukturbrüche
Keywords english: Sovereign credit risk, liquidity risk, explosiveness, structural breaks, fractional integration
DDC: 330 | Wirtschaft

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