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Nichtlineare Zeitreihenanalyse als neue Methode fr Eventstudien

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Springer Nature
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9783658244422
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Um die klassische Eventstudie zu erweitern, entwickelt Waldemar Wagner ein theoriegesttztes Verfahren. Hierfr verwendet der Autor die Methoden der Theorien Nichtlinearer Dynamischer Systeme, um neben den linearen Abhngigkeiten in konomischen Zeitreihen auch die Existenz und zeitliche Entwicklung von nichtlinearen Abhngigkeiten zu identifizieren. Die daraus resultierenden Erkenntnisse liefern einen bedeutsamen Beitrag zur Untersuchung der Theorie Effizienter Mrkte und bieten die Grundlage fr vollkommen neuartige Forschungsanstze fr die Identifikation von systematischen Marktineffizienzen im Umfeld von wiederkehrenden Ereignissen.

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