Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Cristina Sattarhoff"'
Autor:
Annette Hofmann, Cristina Sattarhoff
Publikováno v:
Risks, Vol 11, Iss 4, p 75 (2023)
This paper challenges the question of existence and predictability of underwriting cycles in the U.S. property and casualty insurance industry. Using an approach in the frequency domain, we demonstrate the existence of a hidden periodic component in
Externí odkaz:
https://doaj.org/article/91155ee4798b4944bc7bbc34e147313f
Autor:
Jochen Heberle, Cristina Sattarhoff
Publikováno v:
Econometrics, Vol 5, Iss 1, p 9 (2017)
This paper considers the algorithmic implementation of the heteroskedasticity and autocorrelation consistent (HAC) estimation problem for covariance matrices of parameter estimators. We introduce a new algorithm, mainly based on the fast Fourier tran
Externí odkaz:
https://doaj.org/article/7ee7808f1e344e4eaecae12aad56e79b
Autor:
Cristina Sattarhoff, Thomas Lux
Publikováno v:
International Journal of Forecasting.
Publikováno v:
International Journal of Sport Finance. 17
Almost all econometric analyses of mega sporting events show nonsignificant results, i.e., they fail to reject the null hypothesis at the usual α levels of significance. Our contribution takes up the recent critique against the usual handling of the
Autor:
Cristina Sattarhoff, Martin Spindler
Publikováno v:
SSRN Electronic Journal.
Autor:
Cristina Sattarhoff, Marc Gronwald
Publikováno v:
International Review of Financial Analysis. 84:102403
Autor:
Cristina Sattarhoff, Marc Gronwald
Publikováno v:
SSRN Electronic Journal.
Autor:
Rainer Schlittgen, Cristina Sattarhoff
Dieses Buch präsentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer für Studierende und Anwender leicht zugänglichen Form.Der Schwerpunkt liegt auf dem Zeitbereich; speziell werden
Autor:
Cristina Sattarhoff, Marc Gronwald
Publikováno v:
SSRN Electronic Journal.