A5076082217- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Monetary Policy and Economic Impact
- Blockchain Technology Applications and Security
- Stock Market Forecasting Methods
- Data-Driven Disease Surveillance
- Neural Networks and Applications
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- COVID-19 epidemiological studies
- SARS-CoV-2 and COVID-19 Research
- COVID-19 Clinical Research Studies
- Medical and Health Sciences Research
- Italy: Economic History and Contemporary Issues
- Stochastic processes and financial applications
- Economic theories and models
- Consumer Market Behavior and Pricing
- Auction Theory and Applications
- Statistical Methods and Inference
- Insurance and Financial Risk Management
- Endometrial and Cervical Cancer Treatments
- Merger and Competition Analysis
- Private Equity and Venture Capital
Klinikum Kassel
2014-2025
Klinik für Frauenheilkunde
2023-2025
Ross School
2024
University of Hohenheim
2011-2023
University of Tübingen
2012-2021
Olgahospital
2014
Abstract We study the dynamics of stock market volatility and retail investors' attention to market. The latter is measured by internet search queries related leading index. find a strong co‐movement Dow Jones' realised volume for its name. Furthermore, Granger‐cause volatility: heightened number searches today followed an increase in tomorrow. Including autoregressive models improves forecasts in‐sample, out‐of‐sample, different forecasting horizons, particular high‐volatility phases.
ABSTRACT In statistics, samples are drawn from a population in data‐generating process (DGP). Standard errors measure the uncertainty estimates of parameters. science, evidence is generated to test hypotheses an evidence‐generating (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard (NSEs). study NSEs by letting 164 teams same on data. turn out be sizable, but smaller for more reproducible or higher rated research. Adding peer‐review stages reduces NSEs....
We use transfer entropy to quantify information flows between financial markets and propose a suitable bootstrap procedure for statistical inference. Transfer is model-free measure designed as the Kullback-Leibler distance of transition probabilities. Our approach allows determine, test without being restricted linear dynamics. In our empirical application, we examine importance credit default swap market relative corporate bond pricing risk. also analyze dynamic relation risk proxied by VIX...
Abstract In December 2017, both the Chicago Board Options Exchange and Mercantile introduced futures contracts on bitcoin. We investigate to what extent they provide useful information for price discovery of rely share methodology Hasbrouck (1995, J Finance , 50, pp. 1175–1199) Gonzalo Granger Bus Econ Stat, 13, 27–35) find that spot leads price. attribute this result higher trading volume longer hours globally distributed bitcoin market, compared relatively restricted access US‐based markets.
Das endometrioide Ovarialkarzinom macht etwa 10% der epithelialen Ovarialkarzinome aus. Der Großteil Tumoren wird als Low-grade klassifiziert und zeigt eine deutlich bessere Prognose häufigste Subtyp des High-grade serösen Ovarialkarzinoms. Die aktuelle Datenlage lässt auch ein unterschiedliches Therapieansprechen vermuten, aufgrund geringen Fallzahlen daher begrenzten erfolgt die Primärtherapie jedoch analog dem Karzinom. Kommt es zur rezidivierten Erkrankung unter Standardtherapie, sollten...
Zusammenfassung Wir stellen den Fall einer Patientin mit endometrioidem low grade Ovarialkarzinom vor, die bei Auftreten eines Rezidivs 9 Monate nach Erstlinientherapie und Nicht-Ansprechen des Tumorrezidivs auf insgesamt 6 medikamentöse Therapielinien, erstmals ein Therapieansprechen eine off-label Therapie Pembrolizumab Lenvatinib zeigte. Nachdem diese zwei Jahren Grund von Nebenwirkungen tendenziell minimalem Progress beendet werden musste, erfolgte erneute Palbociclib Letrozol, worunter...
This article investigates the transmission of return and volatility spillovers around globe. It draws on index futures three representative indices, namely Dow Jones Euro Stoxx 50, S&P 500 Nikkei 225. Devolatized returns realized volatilities are modelled separately using a Structural Vector Autoregressive (SVAR) model, thereby accounting for particular sequential time structure trading venues. Within this framework, we test hypotheses in spirit Granger causality tests, investigate short-run...
Large stock market movements capture investors' attention. For example, when volatility of the Dow Jones spiked at an almost record high over 150% annualized on October 10, 2008, number submitted searches for rose to more than eleven times average.
Bitcoin is a digital currency and designed to have typical functions of such as being medium exchange, unit account store value. Each these adversely affected by the volatility currency. If exhibits extreme fluctuations, its usage limited, in particular if not backed any government case for Bitcoin. By means an in-depth analysis realized volatility, we show that prices (up 30 times larger) compared major currencies (US dollar, euro yen). The positive volume - relationship further suggests...
Abstract We analyze the relationship of retail investor sentiment and German stock market by introducing four distinct pessimism indices (IPIs) based on selected aggregate Google search queries. assess predictive power weekly changes in captured IPIs for contemporaneous future DAX returns, volatility trading volume. The are found to have individually varying, but overall remarkably high explanatory power. An increase is accompanied decreasing returns an Future tend while volume decrease....