Hartmut Hebbel – författare

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

Dieses Buch stellt eine aktuelle Auswahl mathematisch-statistischer Methoden und Stichprobenstrategien zum Umgang mit kontinuierlichen Messgrößen in Raum und Zeit dar. Es unterstützt beispielsweise bei der Erfassung, Darstellung, Beurteilung und statistischen Auswertung von Messsignalen sowie bei der Entwicklung und Ausgestaltung von statistischen Analyseverfahren und geeigneten Stichprobenplänen.Die Buchinhalte sind insbesondere zur Anwendung in den Natur- und Umweltwissenschaften geeignet, da dort kontinuierliche Messgrößen in Raum und Zeit besonders häufig auftreten, die damit verbundenen kontinuierlichen Prozesse aber meist nur stichprobenhaft an einigen Stellen bzw. Zeitpunkten beobachtet werden können und zudem oftmals mit Fehlern behaftet sind. Spezielle Kapitel (z.B. Komponentenmodelle) sind auch für Wirtschafts- und Finanzwissenschaftler (Chartanalyse) von Interesse.