Dokumente Wirtschaftswissenschaftliche Fakultät nach Gutachter "Herwartz, Helmut Prof. Dr."
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Analysis of option returns in perfect and imperfect markets
(2020-05-20)The thesis studies index and equity option returns in perfect and imperfect markets to explain parts of the option mispricing puzzle. Perfect markets exist under informational efficiency, market completeness and frictionless ... -
Business and Financial Cycles in a Globalized World
(2022-08-15)This dissertation consists of three independent research papers and contributes to the empirical analysis of the interaction between business and financial cycles from different perspectives. The first paper uses a non-linear ... -
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
(2017-10-10)The present thesis comprises two rather independent chapters. In general, the diagnosis and quantification of dependence is a major aim of econometric studies. Along these lines, the concept of dependence serves as an ... -
The visualization, unbiased estimation and interpretation of distributional regression models
(2022-06-20)Distributional regression represents a modern approach to regression modeling that yields the ability to simultaneously connect multiple parameters beyond the mean of any parametric response distribution to structured ...