Logo Leibniz Universität Hannover
Leibniz Universität Hannover/Institut für Statistik
Logo Leibniz Universität Hannover
Leibniz Universität Hannover/Institut für Statistik
  • Zielgruppen
  • Suche
 

aktuelle Diskussionspapiere / current discussion papers

2018

  • Leschinski, C., Voges, M. and Sibbertsen, P.: Integration and Disintegration of EMU Government Bond Markets, Hannover Economic Papers, Nr. 625 (WP)
  • Becker, J. and Leschinski, C.: Directional Predictability of Daily Stock Returns, Hannover Economic Papers, Nr. 624 (WP)

2017

  • Stöver, B.: Empirical evidence in explaining the transition behaviour from school to studies - challenges in forecasting the number of first-year students in Germany, Hannover Economic Papers, Nr. 596 (WP)
  • Hirsch, T. and Rinke, S.: Changes in Persistence in Outlier Contaminated Time Series (WP)
  • Leschinski, C. and Sibbertsen, P.: Origins of Spurious Long Memory (WP)
  • Bodnar, T., Mazur, S., Ngailo, E., Parolya, N.: Discriminant analysis in small and large dimensions (WP)

2016

  • Bodnar, T., Hautsch, N. and Parolya, N.: Consistent Estimation of the High-Dimensional Efficient Frontier (WP)
  • Bodnar, T., Mazur, S. and Parolya, N.: Central limit theorems for functionals of large dimensional sample covariance matrix and mean vector in matrix-variate skewed model (WP)
  • Bodnar, T., Okhrin, Y. and Parolya, N.: Optimal shrinkage-based portfolio selection in high dimensions (link)
  • Bodnar, T., Okhrin, O. and Parolya, N.: Optimal Shrinkage Estimator for High-Dimensional Mean Vector (WP)
  • Golosnoy, V., Parolya, N.: ”To Have What They are Having”: Portfolio Choice for Mimicking Mean-Variance Savers (WP)
  • Kruse, R., Leschinski, C. and Will, M.: Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting, Hannover Economic Papers, Nr. 571 (link)
  • Rinke, S., Busch, M. and Leschinski, C.: Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates (WP)

2015

  • Bertram, P., Ma, J., Sibbertsen, P.: Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model (WP)
  • Grote, C., Bertram, P.: A comparative Study of Volatility Breaks (WP)
  • Bodnar, T., Parolya, N. and Schmid, W.: Estimation of the Global Minimum Variance Portfolio in High Dimensions (WP)

2014

  • Evers, C., Rohde, J.: Model Risk in Backtesting Risk Measures (WP)
  • Rohde J., Sibbertsen, P.: Credit Risk Modeling under Conditional Volatility (WP)