Browsing Wirtschaftswissenschaftliche Fakultät by Referee "Benner, Wolfgang Prof. Dr."
Now showing items 1-9 of 9
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Contributions to statistical modelling of high-frequency financial data with applications to Frankfurt Stock Exchange
(2012-03-22)This dissertation is concerned with the forecasting performance of time series models for the price movements of high-frequency transaction data on the Frankfurt Stock Exchange. The availability of high quality data of ... -
Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
(2008-05-09)This thesis is concerned with the modeling of time-varying sensitivities in financial markets. Although interest in applying advanced time series techniques, such as the Kalman filter and Markov regime switching models, ... -
Simultane Planung von Investitions- und Finanzierungsprogrammen bei mehrfacher Entscheidungsfolge
(2008-03-20)One of the optimizations theory is the investment financial model which based on both "H. Hax" (1964, Investitions- und Finanzplanung mit Hilfe der linearen Programmierung) and "H. M. Weingartner" (1963, Mathematical ... -
Zeit- und Volatilitätsstruktur von Zinssätzen - Modellierung, Implementierung, Kalibrierung
(2007-12-07)The thesis traces the modelling developments of the term structure of interest rates from the beginnings in the early seventies of the last century up to the multifactorial cross-currency stochastic volatility Libor ... -
Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios
(2006-06-02)Collateralized Debt Obligations (CDOs) have nowadays become an integral part of all asset-backed securities issuances. It is noteworthy that credit derivative-based synthetic CDO structures ... -
Operational Risk Management - Implementing a Bayesian Network for Foreign Exchange and Money Market Settlement
(2005-09-09)Operational risk losses in the financial industry usually occur at the business unit (micro) level and are due to weak management oversight, weak internal controls or the lack of it, or to ... -
Bestimmungsgründe von Existenzgründungen im Handwerk unter besonderer Berücksichtigung des sozioökonomischen Ansatzes
(2003-04-09)Due to the pecularities of the crafts sector it seems that the common explanation pattern of start-up dynamics could not be applied to crafts start-ups. This work persues the questions what ...