TeachingTheses
Completed Master Theses

Completed Master Theses

2019

  • Prognose des Vorzeichens von Aktienrenditen mittels künstlicher Intelligenz, Angie Kim Musanke
  • Semiparametric Tests on Fractional Cointegration, Christina Broders
  • Multivariate GARCH Erweiterungen mit Anwendung auf Finanzmarktdaten, Melissa Lowat
  • Robust Portfolio Optimization, Kai Lukas Braun
  • Fractional Cointegration in Volatilities, Vivien Nathalie Less

2018

  • Directional Predictability of Daily Exchange Rates, Tarik Hussein
  • Factor Models for Volatility Prediction, Florian Patrick Sckade
  • Asset Pricing with Statistical Factor Models, Alexander Lenk
  • Change Point Estimation with LASSO, Teresa Flock
  • Volatilitätsmodellierung unter Strukturbrüchen, Thilo Marschke

2017

  • Persistenzbruchtests, Julian Dromm
  • Einheitswurzeltests, Dennis Merschhemke
  • Markov-Switching Models in Finance, Niclas Timo Hertzer
  • Spezifikationstests, Olga Gorbanenko
  • Option Pricing with Regime Switching Volatility, Manuel Schmid
  • Directional Predictability in Asset Returns, Janis Becker

2016

  • Backtesting VaR with Misspecification and Estimation Risk, Timon Heinrich Hubertus Lassak
  • Fraktionale Cointegration in realisierten Volatilitäten, Christina Jaeger
  • Das CAPM bei Hochfrequenzdaten, Dennis Ulrich
  • Semiparametric Estimators for Cointegration Rank of Fractionally Cointegrated Systems, Michelle Laura Voges
  • Semiparametric Estimation of Fractionally Cointegrated Systems, Kai Rouven Wenger
  • Portfolioallokation mit zeitvariierenden Abhängigkeitsstrukturen, Timo Schönemann

2015

  • Value Creation in Mergers and Acquisitions when Accounting for the Presence of Merger Waves and Rational Bubbles, Soren Kristensen
  • Application of Long-Memory Processes in Financial and Economic Time Series, Duc Binh Benno Nguyen

2014

  • The Role of Culture on Cross-Border Mergers and Acquisitions Within the EU, Diem Thanh
  • Corporate Valuation under Uncertainty and Flexibility, Vladimir Turov
  • Markov Switching Models and their Applications to Finance, Tristan Hirsch
  • Testen und Schätzen von Brüchen in der Persistenzordnung von Zeitreihen, Michael Will

2013

  • Inference for Long-Memory Time Series, Marie Theres Holzhausen
  • Specification Tests for time series, Saskia Rinke

2012

  • Kreditrating - Ein Performancevergleich statistischer Modelle zur Bonitätsbeurteilung auf Basis von Jahresabschlüssen, Caspar Fortmann
  • Tests auf Persistenzänderungen in Zeitreihen, Lena Willmer
  • The impact of corporate events on the stock price: An event study, Orhan Yesilyurt
  • Forecasting of capital market interest rates, Christoph Wegener
  • Dynamic methods for the determination of tolerance margins with regard to market conformity control, Vildana Rovcanin

2011

  • Nichtlineare Kointegrationbeziehungen, Claudia Grote
  • Nichtlineare Zustandsraummodelle, Tülin Dursun