Titlebook: Strategische Wahrheiten; Desinformation und P Olaf Hoffjann,Lucas Seeber,Ina von der Wense Book 2024 Der/die Herausgeber bzw. der/die Autor

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„Bullshit“ für die strategische Kommunikationsforschung? Versuch der weiteren Nutzbarmachung eines Btsnormen und -routinen der Kommunikation. Zugleich ergibt sich eine Art sozialimmunologische Perspektive, die offen lässt, welche Anschlüsse sich bewähren und wie sich die Evolution von Kommunikation fortsetzen wird.

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Austrian regulation policy for electricity and gas supply systems. The two studies arrive at similar results: The change from a rate-of-return regulation to incentive regulation systems leads to a significant increase in systematic risk.978-3-642-12046-6978-3-642-12047-3Series ISSN 0075-8442 Series E-ISSN 2196-9957

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Olaf Hoffjann,Lucas Seeber,Ina von der Wense Austrian regulation policy for electricity and gas supply systems. The two studies arrive at similar results: The change from a rate-of-return regulation to incentive regulation systems leads to a significant increase in systematic risk.978-3-642-12046-6978-3-642-12047-3Series ISSN 0075-8442 Series E-ISSN 2196-9957

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Timo Lenkrentiate between rating classes, makes the model convenient and powerful for practical applications. The Crash-NIG extension introduces an important regime-switching feature allowing the possibility of a market crash that is characterized by a high-correlation regime.978-3-642-15608-3978-3-642-15609-0Series ISSN 0075-8442 Series E-ISSN 2196-9957

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rentiate between rating classes, makes the model convenient and powerful for practical applications. The Crash-NIG extension introduces an important regime-switching feature allowing the possibility of a market crash that is characterized by a high-correlation regime.978-3-642-15608-3978-3-642-15609-0Series ISSN 0075-8442 Series E-ISSN 2196-9957

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Alexandra Krämerrentiate between rating classes, makes the model convenient and powerful for practical applications. The Crash-NIG extension introduces an important regime-switching feature allowing the possibility of a market crash that is characterized by a high-correlation regime.978-3-642-15608-3978-3-642-15609-0Series ISSN 0075-8442 Series E-ISSN 2196-9957