Browsing Wirtschaftswissenschaftliche Fakultät by Referee "Schlather, Martin Prof. Dr."
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Advances and Applications of Experimental Measures to Test Behavioral Saving Theories and a Method to Increase Efficiency in Binary and Multiple Treatment Assignment
(2017-12-22)This dissertation presents four independent papers that advance experimental methods and test theories on saving using experimentally elicited characteristics. The first two papers test two behavioral theories on ... -
Three studies on semi-mixed effects models
(2012-01-05)The applications of non- and semiparametric models are found in nearly all fields of empirical research. Since nonparametric methods do not have restrictive assumptions about the distribution of the observations ... -
Analysis of Implied Volatility Surfaces
(2007-05-30)The volatility of financial assets is an important parameter in risk managemant, portfolio trading and option pricing. Implied volatility (IV) is obtained from the well known Black-Scholes (BS) formula for option pricing, ...