Browsing Universitätsbibliographie by Author "Grammig, Joachim"

Now showing items 1-19 of 19

A New Marked Point Process Model for the Federal Funds Rate Target : Methodology and Forecast Evaluation

Grammig, Joachim; Kehrle, Kerstin (2014)
A two-step indirect inference approach to estimate the long-run risk asset pricing model / last revised 16. Januar 2018

Grammig, Joachim; Küchlin, Eva-Maria (2017)
A two-step indirect inference approach to estimate the long-run risk asset pricing model

Grammig, Joachim; Kuechlin, Eva-Maria (2018)
Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

Grammig, Joachim; Sönksen, Jantje (2014)
Creative destruction and asset prices

Grammig, Joachim; Jank, Stephan (2013)
Creative Destruction and Asset Prices

Grammig, Joachim; Jank, Stephan (2016)
Diverging roads: theory-based vs. machine learning-implied stock risk premia

Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian; Sönksen, Jantje (2020)
Empirical Asset Pricing in a DSGE Framework : Reconciling Calibration and Econometrics using Partial Indirect Inference

Grammig, Joachim; Schnaitmann, Julie; Elshiaty, Dalia (2020)
Empirical asset pricing with multi-period disaster risk : a simulation-based approach

Sönksen, Jantje; Grammig, Joachim (2020)
Empirical asset pricing with multi-period disaster risk: A simulation-based approach

Soenksen, Jantje; Grammig, Joachim (2021)
Estimating the SARS-CoV-2 infection fatality rate by data combination : the case of Germany's first wave

Dimpfl, Thomas; Sönksen, Jantje; Bechmann, Ingo; Grammig, Joachim (2022)
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany's first wave*

Dimpfl, Thomas; Soenksen, Jantje; Bechmann, Ingo; Grammig, Joachim (2022)
Give me Strong Moments and Time - Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models

Grammig, Joachim; Schaub, Eva-Maria (2014)
Is best really better? : internalization of orders in an open limit order book

Grammig, Joachim; Theissen, Erik (2014)
Limit order books and trade informativeness

Beltran-Lopez, Helena; Grammig, Joachim; Menkveldc, Albert J. (2012)
Loss of IBA1-Expression in brains from individuals with obesity and hepatic dysfunction

Lier, Julia; Winter, Karsten; Bleher, Johannes; Grammig, Joachim; Müller, Wolf C.; Streit, Wolfgang; Bechmann, Ingo Jürgen (2019)
Reinhard Hujer : ein Forscherleben als Spiegelbild der Ökonometrie

Caliendo, Marco; Grammig, Joachim; Schneider, Hilmar (2020)
Telltale Tails: A New Approach to Estimating Unique Market Information Shares

Grammig, Joachim; Peter, Franziska J. (2013)
Tumbling Titans? The Changing Patterns of Price Discovery in the U.S. Equity Market

Grammig, Joachim; Peter, Franziska J. (2018)

Now showing items 1-19 of 19

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