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Number of items: **20**.

Matthies, Alexander (2018): Modelling risk in financial economics. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Moritz, Benjamin (2018): Applications of textual analysis and machine learning in asset pricing. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Kurz, Malte Simon (2018): Dependence modeling with applications in financial econometrics. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Groll, Christian (2018): Dynamic risk management of multi-asset portfolios. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Ritter, Andreas (2017): Entwicklung eines hybriden Stresstests für Wertpapierportfolios. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Ahmed, Naeem (2015): Modeling the dynamics of large conditional heteroskedastic covariance matrices. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Rose, Doro (2015): Modeling and estimating multivariate dependence structures with the Bernstein copula. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Fuest, Andreas (2015): Econometric modeling of ultra-high frequency volatility-liquidity interactions. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Khan, Muhammad Yousaf (2015): Advances in applied nonlinear time series modeling. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Spanhel, Fabian (2015): A copula-based approach to model serial dependence in financial time series. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Grziska, Martin (2014): Multivariate GARCH and dynamic copula models for financial time series: with an application to emerging markets. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Yener, Serkan (2012): Nonparametric estimation of the jump component in financial time series. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Yener, Tina (2011): Risk management beyond correlation. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Wohlrabe, Klaus (2009): Forecasting with mixed-frequency time series models. Dissertation, LMU München: Faculty of Economics

Reese, Christof (2007): Grenzen der Quantifizierung operationeller Risiken. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Pigorsch, Christian (2007): Estimation of Continuous–Time Financial Models Using High–Frequency Data. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Kalcheva, Katerina (2006): Essays on the Empirics of Transition. Dissertation, LMU München: Faculty of Economics

Grzybowski, Lukasz (2005): Essays on Economics of Network Industries: Mobile Telephony. Dissertation, LMU München: Faculty of Economics

Cerquera, Daniel (2005): Dynamic R&D Incentives with Network Externalities. Dissertation, LMU München: Faculty of Economics