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Sonderforschungsbereich 649: Ökonomisches Risiko

638 Einträge vorhanden
2014 – Nr. 17Albertini, Julien; Poirier, Arthur; Roulleau-Pasdeloup, Jordan:
The composition of government spending and the multiplier at the Zero Lower Bound
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2014 – Nr. 16Stahlschmidt, Stephan; Härdle, Wolfgang Karl; Thome, Helmut:
An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data
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2014 – Nr. 15Vogt, Anette B.:
Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual
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2014 – Nr. 14Durante, Fabrizio; Okhrin, Ostap:
Estimation procedures for exchangeable Marshall copulas with hydrological application
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2014 – Nr. 13Senftleben-König, Charlotte:
Product Market Deregulation and Employment Outcomes
Evidence from the German Retail Sector
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2014 – Nr. 12Franke, Jürgen; Mwita, Peter; Wang, Weining:
Nonparametric Estimates for Conditional Quantiles of Time Series
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2014 – Nr. 11Engler, Philipp; Ganelli, Giovanni; Tervala, Juha; Voigts, Simon:
Fiscal Devaluation in a Monetary Union
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2014 – Nr. 10Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander:
Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
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2014 – Nr. 9Lütkepohl, Helmut; Velinov, Anton:
Structural Vector Autoregressions
Checking Identifying Long-run Restrictions via Heteroskedasticity
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2014 – Nr. 8Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl:
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
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2014 – Nr. 7Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter:
Confidence Bands for Impulse Responses
Bonferroni versus Wald
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2014 – Nr. 6Groll, Andreas; López-Cabrera, Brenda; Meyer-Brandis, Thilo:
A consistent two-factor model for pricing temperature derivatives
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2014 – Nr. 5Altmeyer, Randolf; Bibinger, Markus:
Functional stable limit theorems for efficient spectral covolatility estimators
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2014 – Nr. 4Lütkepohl, Helmus:
Structural Vector Autoregressive Analysis in a Data Rich Environment
A Survey
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2014 – Nr. 3Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl:
An Extended Single Index Model with Missing Response at Random
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2014 – Nr. 2Gu, Lijie; Wang, Li; Härdle, Wolfgang Karl; Yang, Lijian:
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data
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2014 – Nr. 1Tran, Ngoc Mai; Osipenko, Maria; Härdle, Wolfgang Karl:
Principal Component Analysis in an Asymmetric Norm
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2013 – Nr. 47Härdle, Wolfgang Karl; Ritov, Ya‘acov; Wang, Weining:
Tie the straps
uniform bootstrap confidence bands for bounded influence curve estimators
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2013 – Nr. 46Schulz, Rainer; Wersing, Martin; Werwatz, Axel:
Automated Valuation Modelling
A Specification Exercise
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2013 – Nr. 45Meissner, Thomas:
Intertemporal Consumption and Debt Aversion
An Experimental Study
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2013 – Nr. 44Poeschel, Friedrich:
Assortative matching through signals
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2013 – Nr. 43Strohsal, Till:
Testing the Preferred-Habitat Theory
Role of Time-Varying Risk Aversion
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2013 – Nr. 42López Cabrera, Brenda; Schulz, Franziska:
Volatility linkages between energy and agricultural commodity prices
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2013 – Nr. 41Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, Peter X.-K.:
Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
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2013 – Nr. 40Benndorf, Volker; Kübler, Dorothea; Normann, Hans-Theo:
Privacy Concerns, Voluntary Disclosure of Information, and Unraveling
An Experiment
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2013 – Nr. 39Cornand, Camille; Heinemann, Frank:
Limited higher order belieft and the welfare effects of public information
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2013 – Nr. 38Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias:
EBC monetary policy surprises
identification throug cojumps in interest rates
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2013 – Nr. 37Härdle, Wolfgang Karl; Prastyo, Dedy Dwi:
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
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2013 – Nr. 36Boortz, Christopher; Jurkatis, Simon; Kremer, Stephanie; Nautz, Dieter:
Herding in financial markets
Bridging the gap between theory and evidence
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2013 – Nr. 35Kehl, Konstantin; Stahlschmidt, Stephan:
A new perspective on the economic valuation of informal care
The well-being approach revisited
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2013 – Nr. 34Chen, Haiqiang:
Robust Estimation and Inference for Threshold Models with Integrated Regressors
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2013 – Nr. 33Chen, Haiqiang; Fang, Ying; Li, Yingxing:
Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines
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2013 – Nr. 32Choros-Tomczyk, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap:
CDO Surfaces Dynamics
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2013 – Nr. 31Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter:
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
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2013 – Nr. 30Shen, Zhiwei; Odening, Martin; Okhrin, Ostap:
Can expert knowledge compensate for data scarcity in crop insurance pricing?
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2013 – Nr. 29Bibinger, Markus; Vetter, Mathias:
Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
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2013 – Nr. 28Härdle, Wolfgang Karl; Huang, Li-Shan:
Analysis of Deviance in Generalized Partial Linear Models
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2013 – Nr. 27Adam, Tim R.; Streitz, Daniel:
Bank Lending Relationships and the Use of Performance-Sensitive Debt
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2013 – Nr. 26Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, Huei-Wen:
State Price Densities implied from weather derivatives
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2013 – Nr. 25König, Philipp; Anand, Kartik; Heinemann, Frank:
The 'Celtic Crisis'
Guarantees, transparency, and systemic liquidity risk
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2013 – Nr. 24Lan, Hong; Meyer-Gohde, Alexander:
Pruning in Perturbation DSGE Models
Guidance from Nonlinear Moving Average Approximations
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2013 – Nr. 23Grith, Maria; Härdle, Wolfgang Karl; Krätschmer, Volker:
Reference Dependent Preferences and the EPK Puzzle
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2013 – Nr. 22Lan, Hong; Meyer-Gohde, Alexander:
Decomposing Risk in Dynamic Stochastic General Equilibrium
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2013 – Nr. 21Bibinger, Markus; Winkelmann, Lars:
Econometrics of co-jumps in high-frequency data with noise
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2013 – Nr. 20Brede, Maren:
Disaster Risk in a New Keynesian Model
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2013 – Nr. 19Burda, Michael C.:
The European Debt Crisis
How did we get into this mess? How can we get out of it?
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2013 – Nr. 18Bocart, Fabian Y.R.P.; Hafner, Christian M.:
Fair re-valuation of wine as an investment
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2013 – Nr. 17Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus:
Estimating the Quadratic Covariation Matrix from Noisy Observations
Local Method of Moments and Efficiency
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2013 – Nr. 16Winkelmann, Lars:
Quantitative forward guidance and the predictability of monetary policy
A wavelet based jump detection approach
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2013 – Nr. 15Burda, Michael C.; Hamermesh, Daniel S.; Stewart, Jay:
Cyclical Variation in Labor Hours and Productivity Using the ATUS
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2013 – Nr. 14Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter:
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
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2013 – Nr. 13Engler, Philipp; Voigts, Simon:
A Transfer Mechanism for a Monetary Union
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2013 – Nr. 12Bettendorf, Timo; Chen, Wenjuan:
Are There Bubbles in the Sterling-dollar Exchange Rate?
New Evidence from Sequential ADF Tests
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2013 – Nr. 11Mittnik, Stefan; Semmler, Willi:
The Real Consequences of Financial Stress
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2013 – Nr. 10Fan, Yan; Härdle, Wolfgang Karl; Wang, Weining; Zhu, Lixing:
Composite Quantile Regression for the Single-Index Model
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2013 – Nr. 9Danz, David; Hüber, Frank; Kübler, Dorothea; Mechtenberg, Lydia; Schmid, Julia:
‘I'll do it by myself as I knew it all along’
On the failure of hindsight-biased principals to delegate optimally
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2013 – Nr. 8Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie:
Forecasting systemic impact in financial networks
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2013 – Nr. 7Dönges, Jutta; Heinemann, Frank; Daniëls, Tijmen R.:
Crossing Network versus Dealer Market
Unique Equilibrium in the Allocation of Order Flow
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2013 – Nr. 6Bibinger, Markus; Mykland, Per A.:
Inference for Multi-Dimensional High-Frequency Data
Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing
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2013 – Nr. 5López Cabrera, Brenda; Odening, Martin; Ritter, Matthias:
Pricing Rainfall Derivatives at the CME
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2013 – Nr. 4Dwenger, Nadja; Kübler, Dorothea; Weizsäcker, Georg:
Preference for Randomization
Empirical and Experimental Evidence
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2013 – Nr. 3Matthies, Alexander B.:
Empirical Research on Corporate Credit-Ratings
A Literature Review
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2013 – Nr. 2Matthies, Alexander B.:
Statistical properties and stability of ratings in a subset of US firms
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2013 – Nr. 1Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, Wolfgang Karl:
Functional Data Analysis of Generalized Quantile Regressions
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2012 – Nr. 67Ritter, Matthias:
Can the market forecast the weather better than meteorologists?
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2012 – Nr. 66Härdle, Wolfgang Karl; Silyakova, Elena:
Implied Basket Correlation Dynamics
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2012 – Nr. 65Anand, Kartik; Chapman, James; Gai, Prasanna:
Covered bonds, core markets, and financial stability
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2012 – Nr. 64Tischer, Sven:
Measuring the impact of critical incidents on brand personality
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2012 – Nr. 63Chen, Yi-Hsuan; Härdle, Wolfgang Karl:
Common factors in credit defaults swaps markets
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2012 – Nr. 62Hildebrandt, Lutz; Tischer, Sven:
Brand equity
how is it affected by critical incidents and what moderates the effect
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2012 – Nr. 61Honda, Toshio; Härdle, Wolfgang Karl:
Variable selection in Cox regression models with varying coefficients
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2012 – Nr. 60Zolotko, Mikhail; Okhrin, Ostap:
Modelling general dependence between commodity forward curves
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2012 – Nr. 59Doyle, Chris; Han, Martijn A.:
Cartelization Through Buyer Groups
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2012 – Nr. 58Angelucci, Charles; Han, Martijn A.:
Private and Public Control of Management
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2012 – Nr. 57Han, Martijn A.:
Short-Term Managerial Contracts and Cartels
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2012 – Nr. 56Han, Martijn A.:
Strategic Delegation Improves Cartel Stability
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2012 – Nr. 55Fiocco, Raffaele; Strausz, Roland:
Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation
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2012 – Nr. 54Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander:
Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series
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2012 – Nr. 53Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie:
Financial Network Systemic Risk Contributions
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2012 – Nr. 52Tam, Pui Sun; Tam, Pui I:
Rethinking stock market integration
Globalization, valuation and convergence
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2012 – Nr. 51Dimpfl, Thomas; Peter, Franziska J.:
Using transfer entropy to measure information flows between financial markets
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2012 – Nr. 50Hattendorff, Christian:
Do Natural Resource Sectors Rely Less on External Finance than Manufacturing Sectors?
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2012 – Nr. 49Dickhaus, Thorsten; Gierl, Jakob:
Simultaneous test procedures in terms of p-value copulae
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2012 – Nr. 48Härdle, Wolfgang Karl; Majer, Piotr:
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
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2012 – Nr. 47Malec, Peter; Schienle, Melanie:
Nonparametric Kernel Density Estimation Near the Boundary
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2012 – Nr. 46Söhl, Jakob; Trabs, Mathias:
A uniform central limit theorem and efficiency for deconvolution estimators
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2012 – Nr. 45Mammen, Enno; Park, Byeong U.; Schienle, Melanie:
Additive Models
Extensions and Related Models
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2012 – Nr. 44Bodnar, Taras; Hautsch, Nikolaus:
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
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2012 – Nr. 43Strohsal, Till; Weber, Enzo:
The Sign of Volaility
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2012 – Nr. 42Mammen, Enno; Rothe, Christoph; Schienle, Melanie:
Generated Covariates in Nonparametric Estimation
A Short Review
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2012 – Nr. 41Dickhaus, Thorsten; Stange, Jens:
Multiple point hypothesis test problems and effective numbers of tests
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2012 – Nr. 40Kolbe, Jens; Schulz, Rainer; Wersing, Martin; Werwatz, Axel:
Location, location, location
Extracting location value from house prices
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2012 – Nr. 39Bocart, Fabian Y.R.P.; Hafner, Christian M.:
Volatility of price indices for heterogeneous goods
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2012 – Nr. 38Mohr, Peter N.C.; Heekeren, Hauke R.:
The Aging Investor
Insights from Neuroeconomics
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2012 – Nr. 37Chen, Wenjuan; Velinov, Anton:
Do Japanese Stock Prices Reflect Macro Fundamentals?
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2012 – Nr. 36Okhrin, Ostap; Ristig, Alexander:
Hierarchical Archimedean Copulae
The HAC Package
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2012 – Nr. 35Jurkatis, Simon; Kremer, Stephanie; Nautz, Dieter:
Correlated Trades and Herd Behavior in the Stock Market
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2012 – Nr. 34Fengler, Matthias R.; Okhrin, Ostap:
Realized Copula
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2012 – Nr. 33Dickhaus, Thorsten:
Simultaneous Statistical Inference in Dynamic Factor Models
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2012 – Nr. 32Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Overbeck, Ludger:
Copula Dynamics in CDOs
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2012 – Nr. 31Hautsch, Nikolaus; Mihoci, Andrija:
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
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2012 – Nr. 30Härdle, Wolfgang Karl; Prastyo, Dedy Dwi; Hafner, Christian:
Support Vector Machines with Evolutionary Feature Selection for Default Prediction
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2012 – Nr. 29Anastasiadou, Zografia; López-Cabrera, Brenda:
Statistical Modelling of Temperature Risk
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2012 – Nr. 28Silberhorn, Nadja; Hildebrandt, Lutz:
Does umbrella branding really work?
Investigating crosscategory brand loyalty
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2012 – Nr. 27Härdle, Wolfgang Karl; López-Cabrera, Brenda; Ritter, Matthias:
Forecast based Pricing of Weather Derivatives
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2012 – Nr. 26Lottmann, Franziska:
Explaining regional unemployment differences in Germany
a spatial panel data analysis
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2012 – Nr. 25Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; Wimmer, Maximilian:
Is socially responsible investing just screening?
Evidence from mutual funds
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2012 – Nr. 24Moore, Jan Peter aus dem; Spitz-Oener, Alexandra:
Bye Bye, G.I.
The Impact of the U.S. Military Drawdown on Local German Labor Markets
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2012 – Nr. 23Cebiroglu, Gökhan; Horst, Ulrich:
Hidden Liquidity
Determinants and Impact
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2012 – Nr. 22Strohsal, Till; Winkelmann, Lars:
Assessing the Anchoring of Inflation Expectations
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2012 – Nr. 20Schulz, Rainer; Wersing, Martin:
A Slab in the Face
Building Quality and Neighborhood Effects
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2012 – Nr. 19Adam, Tim R.; Fernando, Chitru S.; Salas, Jesus M.:
Why Do Firms Engage in Selective Hedging?
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2012 – Nr. 18Adam, Tim R.; Fernando, Chitru S.; Golubeva, Evenia:
Managerial Overconfidence and Corporate Risk Management
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2012 – Nr. 16Kappus, Johanna:
Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes
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2012 – Nr. 15Lan, Hong; Meyer-Gohde, Alexander:
Existence and Uniqueness of Perturbation Solutions to DSGE Models
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2012 – Nr. 14Hautsch, Nikolaus; Huang, Ruihong:
On the Dark Side of the Market
Identifying and Analyzing Hidden Order Placements
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2012 – Nr. 13Senftleben, Charlotte; Wielandt, Hanna:
The Polarization of Employment in German Local Labor Markets
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2012 – Nr. 12Söhl, Jakob:
Confidence sets in nonparametric calibration of exponential Lévy models
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2012 – Nr. 11Brüggemann, Ulf; Hitz, Jörg-Markus; Sellhorn, Thorsten:
Intended and unintended consequences of mandatory IFRS adoption
a review of extant evidence and suggestions for future research
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2012 – Nr. 10Bischof, Jannis; Brüggemann, Ulf; Daske, Holger:
Fair Value Reclassifications of Financial Assets during the Financial Crisis
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2012 – Nr. 9Cascino, Stefano; Gassen, Joachim:
Comparability Effects of Mandatory IFRS Adoption
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2012 – Nr. 8Sabiwalsky, Ralf:
Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?
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2012 – Nr. 7Burda, Michael; Hamermesh, Daniel S.; Weil, Philippe:
Total Work and Gender
Facts and Possible Explanations
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2012 – Nr. 6Chao, Shih-Kang; Härdle, Wolfgang Karl; Wang, Weining:
Quantile Regression in Risk Calibration
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2012 – Nr. 5Braun, Sebastian; Dwenger, Nadja; Kübler, Dorothea; Westkamp, Alexander:
Implementing quotas in university admissions
an experimental analysis
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2012 – Nr. 4Härdle, Wolfgang Karl; Mori, Yuichi; Symanzik, Jürgen:
Computational Statistics
(Journal)
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2012 – Nr. 3Nickl, Richard; Reiß, Markus:
A Donsker Theorem for Lévy Measures
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2012 – Nr. 2Chen, Shiyi; Härdle, Wolfgang Karl:
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China
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2012 – Nr. 1Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining:
HMM in dynamic HAC models
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2011 – Nr. 87Lan, Hong; Meyer-Gohde, Alexander:
Solving DSGE Models with a Nonlinear Moving Average
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2011 – Nr. 86Bibinger, Markus; Reiß, Markus:
Spectral estimation of covolatility from noisy observations using local weights
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2011 – Nr. 85Myšičková, Alena; Song, Song; Majer, Piotr; Mohr, Peter N.C.; Heekeren, Hauke R.; Härdle, Wolfgang K.:
Risk Patterns and Correlated Brain Activities
Multidimensional statistical analysis of fMRI data with application to risk patterns
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2011 – Nr. 84Fiocco, Raffaele:
Competition and regulation in a differentiated good market
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2011 – Nr. 83Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A.:
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences
Metadaten
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2011 – Nr. 82Horst, Ulrich; Kupper, Michael; Macrina, Andrea; Mainberger, Christoph:
Continuous Equilibrium under Base Preferences and Attainable Initial Endowments
Metadaten
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2011 – Nr. 81Spokoiny, Vladimir:
Parametric estimation
Finite sample theory
Metadaten
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2011 – Nr. 80Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir:
Sparse Non Gaussian Component Analysis by Semidefinite Programming
Metadaten
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2011 – Nr. 79Milstein, Grigori N.; Spokoiny, Vladimir:
Martingale approach in pricing and hedging
European options under regime-switching
Metadaten
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2011 – Nr. 78Gach, Florian; Nickl, Richard; Spkoiny, Vladimir:
Spatially Adaptive Density Estimation by Localised Haar Projections
Metadaten
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2011 – Nr. 77Wang, Weining; Bobojonov, Ihtiyor; Härdle, Wolfgang Karl; Odening, Martin:
Increasing Weather Risk
Fact or Fiction?
Metadaten
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2011 – Nr. 76Schienle, Melanie:
Nonparametric Nonstationary Regression with Many Covariates
Metadaten
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2011 – Nr. 75Fedorets, Alexandra:
Changes in Occupational Demand Structure and their Impact on Individual Wages
Metadaten
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2011 – Nr. 74Fedorets, Alexandra:
Time-Varying Occupational Contents
An Additional Link between Occupational Task Profiles and Individual Wages
Metadaten
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2011 – Nr. 73Trabs, Mathias:
Calibration of self-decomposable Lévy models
Metadaten
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2011 – Nr. 72Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie:
Financial Network Systemic Risk Contributions
Metadaten
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2011 – Nr. 71Bocart, Fabian Y. R. P.; Hafner, Christian M.:
Econometric analysis of volatile art markets
Metadaten
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2011 – Nr. 70Fehr, Dietmar; Heinemann, Frank; Llorente-Saguer, Aniol:
The Power of Sunspots
An Experimental Analysis
Metadaten
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2011 – Nr. 69Schneider, Dorothee:
The Labor Share
A Review of Theory and Evidence
Metadaten
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2011 – Nr. 68Schneider, Dorothee:
Bargaining, Openness, and the Labor Share
Metadaten
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2011 – Nr. 67Heyne, Gregor; Kupper, Michael; Mainberger, Christoph:
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Metadaten
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2011 – Nr. 66Schneider, Dorothee:
Monitoring, Information Technology and the Labor Share
Metadaten
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2011 – Nr. 65Tischer, Sven; Hildebrandt, Lutz:
Linking corporate reputation and shareholder value using the publication of reputation rankings
Metadaten
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2011 – Nr. 64Mammen, Enno; Rothe, Christoph; Schienle, Melanie:
Semiparametric Estimation with Generated Covariates
Metadaten
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2011 – Nr. 63Bauwens, Luc; Hafner, Christian M.; Pierret, Diane:
Multivariate Volatility Modeling of Electricity Futures
Metadaten
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2011 – Nr. 62Bertrand, Aurélie; Hafner, Christian M.:
On heterogeneous latent class models with applications to the analysis of rating scores
Metadaten
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2011 – Nr. 61Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing:
Forward-backward systems for expected utility maximization
Metadaten
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2011 – Nr. 60Chen, Wenjuan:
On the Continuation of the Great Moderation
New evidence from G7 Countries
Metadaten
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2011 – Nr. 59Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter:
The Merit of High-Frequency Data in Portfolio Allocation
Metadaten
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2011 – Nr. 58Kratz, Peter; Schöneborn, Torsten:
Optimal liquidation in dark pools
Metadaten
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2011 – Nr. 57Cebiroğlu, Gökhan; Horst, Ulrich:
Optimal Display of Iceberg Orders
Metadaten
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2011 – Nr. 56Hautsch, Nikolaus; Huang, Ruihong:
Limit Order Flow, Market Impact and Optimal Order Sizes
Evidence from NASDAQ TotalView-ITCH Data
Metadaten
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2011 – Nr. 55Härdle, Wolfgang K.; Osipenko, Maria:
Pricing Chinese rain
a multisite multi-period equilibrium pricing model for rainfall derivatives
Metadaten
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2011 – Nr. 54Chen, Ray-Bing Chen; Chen, Ying; Härdle, Wolfgang K.:
TVICA
Time Varying Independent Component Analysis and Its Application to Financial Data
Metadaten
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2011 – Nr. 53Naujokat, Felix; Horst, Ulrich:
When to Cross the Spread
Curve Following with Singular Control
Metadaten
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2011 – Nr. 52Anand, Kartik; Gai, Prasanna; Marsili, Matteo:
Rollover risk, network structure and systemic financial crises
Metadaten
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2011 – Nr. 51Anand, Kartik; Gai, Prasanna; Kapadia, Sujit; Brennan, Simon; Willison, Matthew:
A Network Model of Financial System Resilience
Metadaten
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2011 – Nr. 50Wiebach, Nicole; Diels, Jana L.:
The impact of context and promotion on consumer responses and preferences in out-of-stock situations
Metadaten
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2011 – Nr. 49Meyer-Gohde, Alexander:
Monetary Policy, Determinacy, and the Natural Rate Hypothesis
Metadaten
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2011 – Nr. 48Song, Song; Bickel, Peter J.:
Large Vector Auto Regressions
Metadaten
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2011 – Nr. 47Fiocco, Raffaele; Gilli, Mario:
Bargaining and Collusion in a Regulatory Model
Metadaten
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2011 – Nr. 46Scarpa, Carlo:
The Regulation of Interdependent Markets
Metadaten
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2011 – Nr. 45Stahlschmidt, Stephan; Tausendteufel, Helmut; Härdle, Wolfgang K.:
Bayesian Networks and Sex-related Homicides
Metadaten
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2011 – Nr. 44Groß-Klußmann, Axel; Hautsch, Nikolaus:
Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
Metadaten
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2011 – Nr. 43Moreno-Bromberg, Santiago; Pirvu, Traian A.; Réveillac, Anthony:
CRRA Utility Maximization under Risk Constraints
Metadaten
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2011 – Nr. 42Moreno-Bromberg, Santiago; Taschini, Luca:
Pollution permits, Strategic Trading and Dynamic Technology Adoption
Metadaten
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2011 – Nr. 41Bindseil, Ulrich; Lamoot, Jeroen:
The Basel III framework for liquidity standards and monetary policy implementation
Metadaten
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2011 – Nr. 40Bunk, Patrick:
News-driven Business Cycles in SVARs
Metadaten
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2011 – Nr. 39Fehr, Dietmar:
The Persistence of "Bad" Precedents and the Need for Communication
A Coordination Experiment
Metadaten
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2011 – Nr. 36Belitz, Heike; Clemens, Marius; Hirschhausen, Christian von; Schmidt-Ehmcke, Jens; Werwatz, Axel; Zloczysti, Petra:
An Indicator for National Systems of Innovation
Methodology and Application to 17 Industrialized Countries
Metadaten
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2011 – Nr. 35Bindseil, Urlich; König, Philipp Johann:
The economics of TARGET2 balances
Metadaten
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2011 – Nr. 34Bibinger, Markus:
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise
Asymptotic distribution theory
Metadaten
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2011 – Nr. 33Bibinger, Markus:
Asymptotics of Asynchronicity
Metadaten
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2011 – Nr. 32Detmers, Gunda-Alexandra; Nautz, Dieter:
The information content of central bank interest rate projections
Evidence from New Zealand
Metadaten
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2011 – Nr. 31Burda, Michael C.; Hunt, Jennifer:
What Explains the German Labor Market Miracle in the Great Recession?
Metadaten
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2011 – Nr. 30Klinke, Sigbert:
Developing web-based tools for the teaching of statistics
Our Wikis and the German Wikipedia
Metadaten
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2011 – Nr. 29Reiß, Markus; Rozenholc, Yves; Cuenod, Charles A.:
Pointwise adaptive estimation for quantile regression
Metadaten
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2011 – Nr. 28Reiß, Markus:
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
Metadaten
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2011 – Nr. 27Kappus, Johanna; Reiß, Markus:
Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Metadaten
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2011 – Nr. 26Scheffel, Juliane:
Compensation of Unusual Working Schedules
Metadaten
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2011 – Nr. 25Scheffel, Juliane:
How do Unusual Working Schedules Affect Social Life?
Metadaten
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2011 – Nr. 24Scheffel, Juliane:
Identifying the Effect of Temporal Work Flexibility on Parental Time with Children
Metadaten
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2011 – Nr. 23Moro, Russ; Härdle, Wolfgang; Aliakbari, Saeideh; Hoffmann, Linda:
Forecasting Corporate Distress in the Asian and Pacific Region
Metadaten
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2011 – Nr. 22Herrera, Rodrigo; Schipp, Bernhard:
Extreme value models in a conditional duration intensity framework
Metadaten
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2011 – Nr. 21Diels, Jana Luisa; Wiebach, Nicole:
Customer Reactions in Out-of-Stock Situations
Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?
Metadaten
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2011 – Nr. 20Gentle, James E.; Härdle, Wolfgang Karl; Mori, Yuichi:
How Computational Statistics Became the Backbone of Modern Data Science
Metadaten
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2011 – Nr. 19Becker, Sascha:
What Drives the Relationship Between Inflation and Price Dispersion?
Market Power vs. Price Rigidity
Metadaten
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2011 – Nr. 18Liu, Xiaoliang; Xu, Wei; Odening, Martin:
Can crop yield risk be globally diversified?
Metadaten
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2011 – Nr. 17Hofmann, Dirk; Qari, Salmai:
The Law of Attraction
Bilateral Search and Horizontal Heterogeneity
Metadaten
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2011 – Nr. 16Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl:
Oracally Efficient Two-Step Estimation of Generalized Additive Model
Metadaten
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2011 – Nr. 15Kremer, Stephanie; Nautz, Dieter:
Short-Term Herding of Institutional Traders
New Evidence from the German Stock Market
Metadaten
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2011 – Nr. 14Akdeniz Duran, Esra; Härdle, Wolfgang Karl; Osipenko, Maria:
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
Metadaten
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2011 – Nr. 13Osipenko, Maria:
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Metadaten
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2011 – Nr. 12Mechtenberg, Lydia; Münster, Johannes:
A strategic mediator who is biased into the same direction as the expert can improve information transmission
Metadaten
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2011 – Nr. 11Xie, Runli:
Human Capital Formation on Skill-Specific Labor Markets
Metadaten
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2011 – Nr. 10Beresford, Alastair R.; Kübler, Dorothea; Preibusch, Sören:
Unwillingness to Pay for Privacy
A Field Experiment
Metadaten
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2011 – Nr. 9Fehr, Dietmar; Schmid, Julia:
Exclusion in the All-Pay Auction
An Experimental Investigation
Metadaten
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2011 – Nr. 8Yao, Fang:
Monetary Policy, Trend Inflation and Inflation Persistence
Metadaten
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2011 – Nr. 7,2011Strohsal, Till; Weber, Enzo:
Mean-Variance Cointegration and the Expectations Hypothesis
Metadaten
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2011 – Nr. 6Meyer-Gohde, Alexander:
Sticky Information and Determinacy
Metadaten
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2011 – Nr. 5Härdle, Wolfgang Karl; Spokoiny, Vladimir; Wang, Weining:
Local Quantile Regression
Metadaten
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2011 – Nr. 4Akdeniz Duran, Esra; Guo, Mengmeng; Härdle, Wolfgang Karl:
A Confidence Corridor for Expectile Functions
Metadaten
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2011 – Nr. 3Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang Karl:
Mean Volatility Regressions
Metadaten
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2011 – Nr. 2Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl:
A Confidence Corridor for Sparse Longitudinal Data Curves
Metadaten
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2011 – Nr. 1Härdle, Wolfgang Karl; López Cabrera, Brenda; Okhrin, Ostap; Wang, Weining:
Localising temperature risk
Metadaten
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2010 – Nr. 62Winkelmann, Lars:
The Norges Bank’s key rate projections and the news element of monetary policy
a wavelet based jump detection approach
Metadaten
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2010 – Nr. 61Basteck, Christian; Daniëls, Tijmen R.:
Every Symmetric 3 x 3 Global Game of Strategic Complementarities Is Noise Independent
Metadaten
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2010 – Nr. 60Boerner, Lars; Ritschl, Albrecht:
Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching
Metadaten
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2010 – Nr. 59Mammen, Enno; Rothe, Christoph; Schienle, Melanie:
Nonparametric Regression with Nonparametrically Generated Covariates
Metadaten
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2010 – Nr. 58Becker, Sascha S.; Nautz, Dieter:
Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
Metadaten
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2010 – Nr. 57Xie, Runli:
Consumption Growth and Volatility with Consumption Externalities
Metadaten
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2010 – Nr. 56Hildebrandt, Lutz; Wiebach, Nicole:
Context Effects as Customer Reaction on Delisting of Brands
Metadaten
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2010 – Nr. 55Schienle, Melanie; Malec, Peter; Hautsch, Nikolaus:
Capturing the Zero
A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
Metadaten
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2010 – Nr. 54Schulze, Franziska:
Spatial Dependencies in German Matching Functions
Metadaten
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2010 – Nr. 53Xu, Wei; Okhrin, Ostap; Odening, Martin; Ji, Cao:
Systemic Weather Risk and Crop Insurance
The Case of China
Metadaten
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2010 – Nr. 52Belomestny, Denis; Krätschmer, Volker:
Central limit theorems for law-invariant coherent risk measures
Metadaten
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2010 – Nr. 51Sabiwalsky, Ralf:
Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity
Metadaten
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2010 – Nr. 50Panov, Vladimir:
Estimation of the signal subspace without estimation of the inverse covariance matrix
Metadaten
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2010 – Nr. 49Borak, Szymon; Misiorek, Adam; Weron, Rafał:
Models for Heavy-tailed Asset Returns
Metadaten
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2010 – Nr. 48Burnecki, Krzysztof; Janczura, Joanna; Weron, Rafał:
Building Loss Models
Metadaten
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2010 – Nr. 47Janek, Agnieszka; Kluge, Tino; Weron, Rafał; Wystup, Uwe:
FX Smile in the Heston Model
Metadaten
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2010 – Nr. 46Cascino, Stefano; Gassen, Joachim:
Mandatory IFRS adoption and accounting comparability
Metadaten
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2010 – Nr. 45Grith, Maria; Krätschmer, Volker:
Parametric estimation of risk neutral density functions
Metadaten
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2010 – Nr. 44Hristov, Atanas:
The High Sensitivity of Employment to Agency Costs
The Relevance of Wage Rigidity
Metadaten
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2010 – Nr. 43Ritter, Matthias; Mußhoff, Oliver; Odening, Martin:
Meteorological forecasts and the pricing of weather derivatives
Metadaten
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2010 – Nr. 42Burda, Michael C.; Weder, Mark:
Payroll Taxes, Social Insurance and Business Cycles
Metadaten
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2010 – Nr. 41Härdle, Wolfgang; Schulz, Rainer; Wang, Weining:
Prognose mit nichtparametrischen Verfahren
Metadaten
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2010 – Nr. 40Post, Thomas; Hanewald, Katja:
Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
Metadaten
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2010 – Nr. 39Song, Song; Härdle, Wolfgang; Ritov, Ya'acov:
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
Metadaten
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2010 – Nr. 38Hautsch, Nikolaus; Podolskij, Mark:
Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps
Theory, Implementation, and Empirical Evidence
Metadaten
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2010 – Nr. 37Baranovski, Alexander L.:
Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
Metadaten
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2010 – Nr. 36Schmidt, Sandra; Nautz, Dieter:
Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
Metadaten
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2010 – Nr. 35Horst, Ulrich; Moreno-Bromberg, Santiago:
Efficiency and Equilibria in Games of Optimal Derivative Design
Metadaten
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2010 – Nr. 34Hecht, Carolin; Hanewald, Katja:
Sociodemographic, Economic, and Psychological Drivers of the Demand for Life Insurance
Evidence from the German Retirement Income Act
Metadaten
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2010 – Nr. 33Krätschmer, Volker; Zähle, Henryk:
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Metadaten
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2010 – Nr. 32Härdle, Wolfgang; Moro, Rouslan; Hoffmann, Linda:
Learning Machines Supporting Bankruptcy Prediction
Metadaten
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2010 – Nr. 31Gentle, James E.; Härdle, Wolfgang:
Modeling Asset Prices
Metadaten
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2010 – Nr. 30Yao, Fang:
Can the New Keynesian Phillips Curve Explain Inflation Gap Persistence?
Metadaten
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2010 – Nr. 29Guo, Mengmeng; Härdle, Wolfgang:
Adaptive Interest Rate Modelling
Metadaten
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2010 – Nr. 28Binzel, Christine; Fehr, Dietmar:
Social Relationships and Trust
Metadaten
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2010 – Nr. 27König, Philipp Johann:
Liquidity and Capital Requirements and the Probability of Bank Failure
Metadaten
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2010 – Nr. 26Panov, Vladimir:
Non-Gaussian Component Analysis
New Ideas, New Proofs, New Applications
Metadaten
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2010 – Nr. 25Kremer, Stephanie:
Herding of Institutional Traders
Metadaten
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2010 – Nr. 24Fiocco, Raffaele:
The optimal industry structure in a vertically related market
Metadaten
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2010 – Nr. 23Nautz, Dieter; Rondorf, Ulrike:
The (In)stability of Money Demand in the Euro Area
Lessons from a Cross-Country Analysis
Metadaten
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2010 – Nr. 22Okhrin, Ostap:
Fitting high-dimensional Copulae to Data
Metadaten
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2010 – Nr. 21Grith, Maria; Härdle, Wolfgang; Schienle, Melanie:
Nonparametric Estimation of Risk-Neutral Densities
Metadaten
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2010 – Nr. 20Yao, Fang:
Aggregate Hazard Function in Price-Setting
A Bayesian Analysis Using Macro Data
Metadaten
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2010 – Nr. 19Abbassi, Puriya; Nautz, Dieter:
Monetary Transmission Right from the Start
The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
Metadaten
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2010 – Nr. 18Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema:
Time varying Hierarchical Archimedean Copulae
Metadaten
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2010 – Nr. 17Schneider, Dorothee:
The Impact of ICT Investments on the Relative Demand for High-Medium-, and Low-Skilled Workers
Industry versus Country Analysis
Metadaten
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2010 – Nr. 16Scheffel, Juliane:
Honey, I’ll Be Working Late Tonight.
The Effect of Individual Work Routines on Leisure Time Synchronization of Couples
Metadaten
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2010 – Nr. 15Kappus, Johanna; Reiß, Markus:
Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Metadaten
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2010 – Nr. 14Ritschl, Albrecht; Sarferaz, Samad:
Crisis? What Crisis?
Currency vs. Banking in the Financial Crisis of 1931
Metadaten
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2010 – Nr. 13Härdle, Wolfgang; Trück, Stefan:
The dynamics of hourly electricity prices
Metadaten
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2010 – Nr. 12Horst, Ulrich:
Dynamic Systems of Social Interactions
Metadaten
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2010 – Nr. 11Horst, Ulrich; Naujokat, Felix:
Illiquidity and Derivative Valuation
Metadaten
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2010 – Nr. 10Pirvu, Traian A.; Dos Reis, Gonçalo:
On Securitization, Market Completion and Equilibrium Risk Transfer
Metadaten
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2010 – Nr. 9Schaumburg, Julia:
Predicting extreme VaR
Nonparametric quantile regression with refinements from extreme value theory
Metadaten
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2010 – Nr. 8Basteck, Christian; Daniëls, Tijmen R.; Heinemann, Frank:
Characterising Equilibrium Selection in Global Games with Strategic Complementarities
Metadaten
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2010 – Nr. 7Fasten, Erik R.; Hofmann, Dirk:
Two-sided Certification
The market for Rating Agencies
Metadaten
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2010 – Nr. 6Yang, Fuyu; Leon-Gonzalez, Roberto:
Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
Metadaten
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2010 – Nr. 5Hautsch, Nikolaus; Hess, Dieter; Veredas, David:
The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
Metadaten
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2010 – Nr. 4Hautsch, Nikolaus; Yang, Fuyu:
Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
Metadaten
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2010 – Nr. 3Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining:
Uniform confidence bands for pricing kernels
Metadaten
PDF
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2010 – Nr. 2Härdle, Wolfgang; Ritov, Ya’acov; Song, Song:
Partial Linear Quantile Regression and Bootstrap Confidence Bands
Metadaten
PDF
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2010 – Nr. 1Härdle, Wolfgang; Silyakova, Elena:
Volatility Investing with Variance Swaps
Metadaten
PDF
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2009 – Nr. 63Groß-Klußmann, Axel; Hautsch, Nikolaus:
Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
Metadaten
PDF
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2009 – Nr. 62Abbassi, Puriya; Nautz, Dieter; Offermanns, Christian J.:
Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
Metadaten
PDF
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2009 – Nr. 61Silberhorn, Nadja; Hildebrandt, Lutz:
Is cross-category brand loyalty determined by risk aversion?
Metadaten
PDF
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2009 – Nr. 60Schulz, Rainer; Wersing, Martin; Werwatz, Axel:
Renting versus Owning and the Role of Income Risk
The Case of Germany
Metadaten
PDF
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2009 – Nr. 59Mangelsdorf, Stefan:
Der Einfluss von Exporten auf die betriebliche Entwicklung
Metadaten
PDF
proprint-order
2009 – Nr. 58Söhl, Jakob:
Polar sets of anisotropic Gaussian random fields
Metadaten
PDF
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2009 – Nr. 57Yao, Fang:
Real and Nominal Rigidities in Price Setting
A Bayesian Analysis Using Aggregate Data
Metadaten
PDF
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2009 – Nr. 56Görzig, Bernd; Gornig, Martin; Voshage, Ramona; Werwatz, Axel:
Product policy and the East-West productivity gap
Metadaten
PDF
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2009 – Nr. 55Krätschmer, Volker; Schoenmakers, John:
Representations for optimal stopping under dynamic monetary utility functionals
Metadaten
PDF
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2009 – Nr. 54Ahmadi, Pooyan Amir; Ritschl, Albrecht:
Depression Econometrics
A FAVAR Model of Monetary Policy During the Great Depression
Metadaten
PDF
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2009 – Nr. 53Nautz, Dieter; Scheithauer, Jan:
Monetary Policy Implementation and Overnight Rate Persistence
Metadaten
PDF
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2009 – Nr. 52Blaskowitz, Oliver; Herwartz, Helmut:
On economic evaluation of directional forecasts
Metadaten
PDF
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2009 – Nr. 51Hautsch, Nikolaus; Huang, Ruihong:
The Market Impact of a Limit Order
Metadaten
PDF
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2009 – Nr. 50Cui, Xia; Härdle, Wolfgang; Zhu, Lixing:
Generalized single-index models
The EFM approach
Metadaten
PDF
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2009 – Nr. 49Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A.:
A blocking and regularization approach to high dimensional realized covariance estimation
Metadaten
PDF
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2009 – Nr. 48Mechtenberg, Lydia; Strausz, Roland:
Migration of the Highly Skilled
Can Europe catch up with the US?
Metadaten
PDF
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2009 – Nr. 47Klinke, Sigbert; Kuhlee, Dina; Theel, Christian; Wagner, Cornelia; Westermeier, Christian:
MM-Stat – MultiMedia-Statistik
Statistische Datenanalyse – webbasiert, interaktiv und multimedial
Metadaten
PDF
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2009 – Nr. 46Benth, Fred; Härdle, Wolfgang; López Cabrera, Brenda:
Pricing of Asian temperature risk
Metadaten
PDF
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2009 – Nr. 45Kirchner, Christian Wolfgang Friedrich:
Quantifizierbarkeit von Risiken auf Finanzmärkten
Metadaten
PDF
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2009 – Nr. 44Hautsch, Nikolaus; Mihoci, Andrija:
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
Metadaten
PDF
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2009 – Nr. 43Burda, Michael C.; Hamermesh, Daniel S.:
Evidence on Unemployment, Market Work and Household Production
Metadaten
PDF
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2009 – Nr. 42Yao, Fang:
The Cost of Tractability and the Calvo Pricing Assumption
Metadaten
PDF
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2009 – Nr. 41Grith, Maria; Härdle, Wolfgang; Park, Juhyun:
Shape invariant modelling pricing kernels and risk aversion
Metadaten
PDF
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2009 – Nr. 40Strausz, Roland:
The Political Economy of Regulatory Risk
Metadaten
PDF
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2009 – Nr. 39Grajek, Michał; Röller, Lars-Hendrik:
Regulation and Investment in Network Industries
Evidence from European Telecoms
Metadaten
PDF
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2009 – Nr. 38Choroś, Barbara; Härdle, Wolfgang; Okhrin, Ostap:
CDO and HAC
Metadaten
PDF
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2009 – Nr. 37Meller, Barbara; Nautz, Dieter:
The Impact of the European Monetary Union on Inflation Persistence in the Euro Area
Metadaten
PDF
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2009 – Nr. 36Kremer, Stephanie; Bick, Alexander; Nautz, Dieter:
Inflation and Growth
New Evidence From a Dynamic Panel Threshold Analysis
Metadaten
PDF
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2009 – Nr. 35Xie, Runli:
Trade-Off Between Consumption Growth and Inequality
Theory and Evidence for Germany
Metadaten
PDF
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2009 – Nr. 34Prantl, Susanne; Spitz-Oener, Alexandra:
How does entry regulation influence entry into self-employment and occupational mobility?
Metadaten
PDF
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2009 – Nr. 33Burda, Michael C.; Severgnini, Battista:
TFP Growth in Old and New Europe
Metadaten
PDF
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2009 – Nr. 32Ho, Joanne; Odening, Martin:
Weather-based estimation of wildfire risk
Metadaten
PDF
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2009 – Nr. 31Härdle, Wolfgang; Okhrin, Ostap:
De copulis non est disputandum
Copulae: An Overview
Metadaten
PDF
proprint-order
2009 – Nr. 30Yao, Fang:
Non-constant Hazard Function and Inflation Dynamics
Metadaten
PDF
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2009 – Nr. 29Busch, Ulrike; Nautz, Dieter:
Controllability and Persistence of Money Market Rates along the Yield Curve
Evidence from the Euro Area
Metadaten
PDF
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2009 – Nr. 28Xia, Yingcun; Härdle, Wolfgang; Linton, Oliver:
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator
Metadaten
PDF
proprint-order
2009 – Nr. 27Braun, Sebastian:
Unionisation Structures, Productivity, and Firm Performance
Metadaten
PDF
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2009 – Nr. 26Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John:
Regression methods for stochastic control problems and their convergence analysis
Metadaten
PDF
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2009 – Nr. 25Eckel, Stefanie; Löffler, Gunter; Maurer, Alina; Schmidt, Volker:
Measuring the effects of geographical distance on stock market correlation
Metadaten
PDF
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2009 – Nr. 24Löffler, Gunter; Maurer, Alina:
Incorporating the Dynamics of Leverage into Default Prediction
Metadaten
PDF
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2009 – Nr. 23Belomestny, Denis:
Pricing Bermudan options using regression
optimal rates of convergence for lower estimates
Metadaten
PDF
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2009 – Nr. 22Post, Thomas:
Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality
Metadaten
PDF
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2009 – Nr. 21Belomestny, Denis:
Spectral estimation of the fractional order of a Lévy process
Metadaten
PDF
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2009 – Nr. 20Ried, Stefan:
Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics”
Metadaten
PDF
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2009 – Nr. 19Cao, Ji; Härdle, Wolfgang; Mungo, Julius:
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics
Metadaten
PDF
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2009 – Nr. 18Gründl, Helmut; Post, Thomas:
Transparency through Financial Claims with Fingerprints
A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises
Metadaten
PDF
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2009 – Nr. 17Bachmann, Ronald; David, Peggy:
The Importance of Two-Sided Heterogeneity for the Cyclicality of Labour Market Dynamics
Metadaten
PDF
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2009 – Nr. 16Braun, Sebastian; Kvasnicka, Michael:
Men, Women, and the Ballot Woman Suffrage in the United States
Metadaten
PDF
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2009 – Nr. 15Hanewald, Katja; Post, Thomas; Gründl, Helmut:
Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency
Metadaten
PDF
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2009 – Nr. 14Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang:
Properties of Hierarchical Archimedean Copulas
Metadaten
PDF
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2009 – Nr. 13Choroś, Barbara; Härdle, Wolfgang; Okhrin, Ostap:
CDO Pricing with Copulae
Metadaten
PDF
proprint-order
2009 – Nr. 12Örsal, Deniz Dilan Karaman; Droge, Bernd:
On the Existence of the Moments of the Asymptotic Trace Statistic
Metadaten
PDF
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2009 – Nr. 11Daniëls, Tijmen; Jager, Henk; Klaassen, Franc:
Defending Against Speculative Attacks
Metadaten
PDF
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2009 – Nr. 10Härdle, Wolfgang; Krätschmer, Volker; Moro, Rouslan:
A Microeconomic Explanation of the EPK Paradox
Metadaten
PDF
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2009 – Nr. 9Härdle, Wolfgang; Mysickova, Alena:
Stochastic Population Forecast for Germany and its Consequence for the German Pension System
Metadaten
PDF
proprint-order
2009 – Nr. 8Hanewald, Katja:
Mortality modeling
Lee-Carter and the macroeconomy
Metadaten
PDF
proprint-order
2009 – Nr. 7Amendola, Alessandra; Storti, Giuseppe:
Combination of multivariate volatility forecasts
Metadaten
PDF
proprint-order
2009 – Nr. 6Strausz, Roland:
Regulatory Risk under Optimal Incentive Regulation
Metadaten
PDF
proprint-order
2009 – Nr. 5Droge, Bernd; Karaman Örsal, Deniz Dilan:
Panel Cointegration Testing in the Presence of a Time Trend
Metadaten
PDF
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2009 – Nr. 4Baranovski, Alexander; Lieres, Carsten von; Wilch, André:
New recipes for estimating default intensities
Metadaten
PDF
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2009 – Nr. 3Chen, Ying; Härdle, Wolfgang; Pigorsch, Uta:
Localized Realized Volatility Modelling
Metadaten
PDF
proprint-order
2009 – Nr. 2Filler, Guenther; Odening, Martin; Okhrin, Ostap; Xu, Wei:
On the Systemic Nature of Weather Risk
Metadaten
PDF
proprint-order
2009 – Nr. 1Härdle, Wolfgang; López Cabrera, Brenda:
Implied Market Price of Weather Risk
Metadaten
PDF
proprint-order
2008 – Nr. 73Blaskowitz, Oliver; Herwartz, Helmut:
Testing directional forecast value in the presence of serial correlation
Metadaten
PDF
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2008 – Nr. 72Weber, Enzo; Zhang, Yanqun:
Common Influences, Spillover and Integration in Chinese Stock Markets
Metadaten
PDF
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2008 – Nr. 71Bierbrauer, Felix; Mechtenberg, Lydia:
Winners and Losers of Early Elections: On the Welfare Implications of Political Blockades and Early Elections
Metadaten
PDF
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2008 – Nr. 70Dannewald, Till; Hildebrandt, Lutz:
A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model
Metadaten
PDF
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2008 – Nr. 69Weber, Enzo:
Structural Dynamic Conditional Correlation
Metadaten
PDF
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2008 – Nr. 68Eichengreen, Barry; Ritschl, Albrecht:
Understanding West German Economic Growth in the 1950s
Metadaten
PDF
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2008 – Nr. 67Hautsch, Nikolaus:
Testing Multiplicative Error Models Using Conditional Moment Tests
Metadaten
PDF
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2008 – Nr. 66Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin:
The U.S. Business Cycle, 1867-1995
Dynamic Factor Analysis vs. Reconstructed National Accounts
Metadaten
PDF
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2008 – Nr. 65Herwartz, Helmut; Weber, Henning:
When, How Fast and by How much do Trade Costs change in the EURO Area?
Metadaten
PDF
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2008 – Nr. 64Blaskowitz, Oliver; Herwatz, Helmut:
A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
Metadaten
PDF
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2008 – Nr. 63Hautsch, Nikolaus; Ou, Yangguoyi:
Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
Metadaten
PDF
proprint-order
2008 – Nr. 62Sabiwalsky, Ralf:
Nonlinear Modeling of Target Leverage with Latent Determinant Variables
New Evidence on the Trade-off Theory
Metadaten
PDF
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2008 – Nr. 61Hildebrandt, Lutz; Kreis, Henning; Schwalbach, Joachim:
Eine Analyse der Dimensionen des Fortune-Reputationsindex
Metadaten
PDF
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2008 – Nr. 60Kriwoluzky, Alexander:
Matching Theory and Data
Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models
Metadaten
PDF
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2008 – Nr. 59Reichmuth, Wolfgang H.; Sarferaz, Samad:
The Influence of the Business Cycle on Mortality
Metadaten
PDF
proprint-order
2008 – Nr. 58Ahmad, Taleb; Härdle, Wolfgang:
Statistics E-learning Platforms Evaluation
Case Study
Metadaten
PDF
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2008 – Nr. 57Hildebrandt, Lutz; Kalweit, Lea:
Measuring changes in preferences and perception due to the entry of a new brand with choice data
Metadaten
PDF
proprint-order
2008 – Nr. 56Yao, Fang:
Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles
Metadaten
PDF
proprint-order
2008 – Nr. 55Wagner, Marcus:
Technology sourcing by large incumbents through acquisition of small firms
Metadaten
PDF
proprint-order
2008 – Nr. 54Meyer-Gohde, Alexander:
The Natural Rate Hypothesis and Real Determinacy
Metadaten
PDF
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2008 – Nr. 53Hautsch, Nikolaus; Ou, Yangguoyi:
Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
Metadaten
PDF
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2008 – Nr. 52Reichmuth, Wolfgang; Sarferaz, Samad:
Bayesian Demographic Modeling and Forecasting
An Application to U.S. Mortality
Metadaten
PDF
proprint-order
2008 – Nr. 51Fudan, Shiyi Chen; Jeong, Kiho; Härdle, Wolfgang:
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Metadaten
PDF
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2008 – Nr. 50Borak, Szymon; Weron, Rafał:
A semiparametric factor model for electricity forward curve dynamics
Metadaten
PDF
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2008 – Nr. 49Weber, Enzo:
Simultaneous Stochastic Volatility Transmission Across American Equity Markets
Metadaten
PDF
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2008 – Nr. 48Weber, Enzo:
Macro Wine in Financial Skins
The Oil-FX Interdependence
Metadaten
PDF
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2008 – Nr. 47Hautsch, Nikolaus; Jeleskovic, Vahidin:
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
Metadaten
PDF
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2008 – Nr. 46Wagner, Marcus:
Links between sustainability-related innovation and sustainability management
Metadaten
PDF
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2008 – Nr. 45Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta:
Measuring and Modeling Risk Using High-Frequency Data
Metadaten
PDF
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2008 – Nr. 44Härdle, Wolfgang; Mysickova, Alena:
Numerics of Implied Binomial Trees
Metadaten
PDF
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2008 – Nr. 43Okhrin, Ostap; Okhrin, Yarema:
Modeling Dependencies in Finance using Copulae
Metadaten
PDF
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2008 – Nr. 42Temme, Dirk; Hildebrandt, Lutz:
Gruppenvergleiche bei hypothetischen Konstrukten
Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik
Metadaten
PDF
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2008 – Nr. 41Burda, Michael C.; Fitzenberger, Bernd; Lembcke, Alexander; Vogel, Thorsten:
Unionization, Stochastic Dominance, and Compression of the Wage Distribution
Evidence from Germany
Metadaten
PDF
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2008 – Nr. 40Burda, Michael C.; Severgnini, Battista:
Solow Residuals without Capital Stocks
Metadaten
PDF
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2008 – Nr. 39Walter, Nicole; Xie, Runli:
Can Education Save Europe From High Unemployment?
Metadaten
PDF
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2008 – Nr. 38Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker:
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
Metadaten
PDF
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2008 – Nr. 37Post, Thomas; Gründl, Helmut; Schmit, Joan; Zimmer, Anja:
The Impact of Individual Investment Behavior for Retirement Welfare
Evidence from the United States and Germany
Metadaten
PDF
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2008 – Nr. 36Schmeling, Maik; Schrimpf, Andreas:
Expected Inflation, Expected Stock Returns, and Money Illusion
What can we learn from Survey Expectations?
Metadaten
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2008 – Nr. 35Andriyashin, Anton:
Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
Metadaten
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2008 – Nr. 34Winschel, Viktor; Krätzig, Markus:
JBendge
An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
Metadaten
PDF
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2008 – Nr. 33Block, Jörn Hendrich:
Are CEOs in Family Firms Paid Like Bureaucrats?
Evidence from Bayesian and Frequentist Analyses
Metadaten
PDF
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2008 – Nr. 32Braun, Sebastian; Kvasnicka, Michael:
Against All Odds?
National Sentiment and Wagering on European Football
Metadaten
PDF
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2008 – Nr. 31Hanewald, Katja:
Beyond the business cycle
factors driving aggregate mortality rates
Metadaten
PDF
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2008 – Nr. 30Ahmad, Taleb; Härdle, Wolfgang; Klinke, Sigbert; Al Ahwadi, Shafeeqah:
Using R, LaTeX and Wiki for an Arabic e-learning platform
Metadaten
PDF
proprint-order
2008 – Nr. 29Cuntz, Alexander:
Genetic Codes of Mergers, Post Merger Technology Evolution and Why Mergers Fail
Metadaten
PDF
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2008 – Nr. 28Gassen, Joachim:
Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?
Metadaten
PDF
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2008 – Nr. 27Härdle, Wolfgang; Song, Song:
The Stochastic Fluctuation of the Quantile Regression Curve
Metadaten
PDF
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2008 – Nr. 26Fehr, Dietmar; Kübler, Dorothea; Danz, David:
Information and Beliefs in a Repeated Normal-form Game
Metadaten
PDF
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2008 – Nr. 25Hautsch, Nikolaus; Hess, Dieter; Müller, Christoph:
Price Adjustment to News with Uncertain Precision
Metadaten
PDF
proprint-order
2008 – Nr. 24Xie, Runli:
Skill Specific Unemployment with Imperfect Substitution of Skills
Metadaten
PDF
proprint-order
2008 – Nr. 23Block, Jörn Hendrich:
Family Management, Family Ownership and Downsizing
Evidence from S&P 500 Firms
Metadaten
PDF
proprint-order
2008 – Nr. 22Yao, Fang:
Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles
Metadaten
PDF
proprint-order
2008 – Nr. 21Boeri, Tito; Burda, Michael C.:
Preferences for Collective versus Individualised Wage Setting
Metadaten
PDF
proprint-order
2008 – Nr. 20Bachmann, Ronald; Braun, Sebastian:
The Impact of International Outsourcing on Labour Market Dynamics in Germany
Metadaten
PDF
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2008 – Nr. 19Schulz, Rainer; Staiber, Markus; Wersing, Martin; Werwatz, Axel:
The Accuracy of Long-term Real Estate Valuations
Metadaten
PDF
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2008 – Nr. 18Winschel, Viktor; Krätzig, Markus:
Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
Metadaten
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2008 – Nr. 17Blaskowitz, Oliver; Herwartz, Helmut:
Adaptive Forecasting of the EURIBOR Swap Term Structure
Metadaten
PDF
proprint-order
2008 – Nr. 16Hüttel, Silke; Mußhoff, Oliver; Odening, Martin; Zinych, Nataliya:
Estimating Investment Equations in Imperfect Capital Markets
Metadaten
PDF
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2008 – Nr. 15Weber, Enzo:
Structural Constant Conditional Correlation
Metadaten
PDF
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2008 – Nr. 14Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang:
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
Metadaten
PDF
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2008 – Nr. 13Schulz, Rainer; Werwatz, Axel:
House Prices and Replacement Cost
A Micro-Level Analysis
Metadaten
PDF
proprint-order
2008 – Nr. 12Klinke, Sigbert; Wagner, Cornelia:
Visualizing exploratory factor analysis models
Metadaten
PDF
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2008 – Nr. 11Matthey, Astrid; Dwenger, Nadja:
Don’t aim too high: the potential costs of high aspirations
Metadaten
PDF
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2008 – Nr. 10Matthey, Astrid:
Do Public Banks have a Competitive Advantage?
Metadaten
PDF
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2008 – Nr. 9Andriyashin, Anton; Härdle, Wolfgang; Timofeev, Roman:
Recursive Portfolio Selection with Decision Trees
Metadaten
PDF
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2008 – Nr. 8Engelmann, Dirk; Kübler, Dorothea:
Do Legal Standards Affect Ethical Concerns of Consumers?
Metadaten
PDF
proprint-order
2008 – Nr. 7Jeong, Kiho; Härdle, Wolfgang:
A Consistent Nonparametric Test for Causality in Quantile
Metadaten
PDF
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2008 – Nr. 6Härdle, Wolfgang; Mungo, Julius:
Value-at-Risk and Expected Shortfall when there is long range dependence
Metadaten
PDF
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2008 – Nr. 5Lee, Yuh-Jye; Schäfer, Dorothea; Yeh, Yi-Ren:
The Default Risk of Firms Examined with Smooth Support Vector Machines
Metadaten
PDF
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2008 – Nr. 4Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, Shih-Feng:
Independent Component Analysis Via Copula Techniques
Metadaten
PDF
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2008 – Nr. 3Zhang, Junni L.; Härdle, Wolfgang:
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
Metadaten
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2008 – Nr. 2Cizek, Pavel; Härdle, Wolfgang; Spokoiny, Vladimir:
Adaptive pointwise estimation in time-inhomogeneous time-series models
Metadaten
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2008 – Nr. 1Golubev, Yuri; Härdle, Wolfgang; Timonfeev, Roman:
Testing Monotonicity of Pricing Kernels
Metadaten
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2007 – Nr. 70Braun, Sebastian; Dwenger, Nadja; Kübler, Dorothea:
Telling the Truth May Not Pay Off
An Empirical Study of Centralised University Admissions in Germany
Metadaten
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2007 – Nr. 69Meyer-Gohde, Alexander:
Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
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2007 – Nr. 68Dittmann, Ingolf; Kübler, Dorothea; Maug, Ernst; Mechtenberg, Lydia:
Why Votes Have a Value
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2007 – Nr. 67Belomestny, Denis; Matthew, Stanley; Schoenmakers, John:
A stochastic volatility Libor model and its robust calibration
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2007 – Nr. 66Bauwens, Luc; Hautsch, Nikolaus:
Modelling Financial High Frequency Data Using Point Processes
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2007 – Nr. 65Temme, Dirk; Paulssen, Marcel; Dannewald, Till:
Integrating latent variables in discrete choice models
How higher-order values and attitudes determine consumer choice
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2007 – Nr. 64Weber, Enzo:
Correlation vs. Causality in Stock Market Comovement
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2007 – Nr. 63Wagner, Marcus:
Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries
Are they related to Innovation and Technology Sourcing?
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2007 – Nr. 62Dannewald, Till; Kreis, Henning; Silberhorn, Nadja:
Das Hybride Wahlmodell und seine Anwendung im Marketing
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2007 – Nr. 61Klinke, Sigbert; Zlatkin-Troitschanskaia, Olga:
Embedding R in the Mediawiki
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2007 – Nr. 60Perederiy, Volodymyr:
Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
Metadaten
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2007 – Nr. 59Block, Jörn Hendrich; Thams, Andreas:
Long-Term Orientation In Family And Non-Family Firms
A Bayesian Analysis
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2007 – Nr. 58Burda, Michael; Hamermesh, Daniel S.; Weil, Philippe:
Total Work, Gender and Social Norms
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2007 – Nr. 57Malyutov, Mikhail B.; Wickramasinghe, Chammi I.; Li, Sufeng:
Conditional Complexity of Compression for Authorship Attribution
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2007 – Nr. 56Kiefer, Kerstin; Schorn, Philipp:
Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen
Eine empirische Studie für Deutschland, Österreich und die Schweiz
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2007 – Nr. 55Lilienfeld-Toal, Ulf von; Ruenzi, Stefan:
Why Managers Hold Shares of Their Firms
An Empirical Analysis
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2007 – Nr. 54Decker, Carolin; Mellewigt, Thomas:
The Drivers and Implications of Business Divestiture
An Application and Extension of Prior Findings
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2007 – Nr. 53Kvasnicka, Michael; Bethmann, Dirk:
World War II, Missing Men, and Out-of-wedlock Childbearing
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2007 – Nr. 52Hautsch, Nikolaus:
Capturing Common Components in High-Frequency Financial Time Series
A Multivariate Stochastic Multiplicative Error Model
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2007 – Nr. 51Gantumur, Tseveen; Stephan, Andreas:
Mergers & Acquisitions and Innovation Performance in the Telecommunications Equipment Industry
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2007 – Nr. 50Härdle, Wolfgang; Klinke, Sigbert; Ziegenhagen, Uwe:
On the Utility of E-Learning in Statistics
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2007 – Nr. 49Doepke, Matthias; Zilibotti, Fabrizio:
Occupational Choice and the Spirit of Capitalism
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2007 – Nr. 48Belomestny, Denis; Milstein, Grigori; Schoenmakers, John:
Sensitivities for Bermudan Options by Regression Methods
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2007 – Nr. 47Stephan, Michael:
Risiken infolge von Technologie-Outsourcing?
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2007 – Nr. 46Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz:
Estimation with the Nested Logit Model
Specifications and Software Particularities
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2007 – Nr. 45Schöttner, Anja; Thiele, Veikko:
Promotion Tournaments and Individual Performance Pay
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2007 – Nr. 44Franken, Ronald:
Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen
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2007 – Nr. 43Löffler, Gunter; Posch, Peter N.:
How do Rating Agencies Score in Predicting Firm Performance
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2007 – Nr. 42Herwartz, Helmut; Weber, Henning:
Exchange Rate Uncertainty and Trade Growth
a Comparison of Linear and Nonlinear (Forecasting) Models
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2007 – Nr. 41Andriyashin, Anton; Härdle, Wolfgang:
QuantNet
a Database-Driven Online Repository of Scientific Information
Metadaten
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2007 – Nr. 40Kriwoluzky, Alexander; Stoltenberg, Christian:
Optimal Policy Under Model Uncertainty
a Structural-Bayesian Estimation Approach
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2007 – Nr. 39Sarferaz, Samad; Uebele, Martin:
Tracking Down the Business Cycle
a dynamic factor model for Germany 1820-1913
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2007 – Nr. 38Weber, Enzo:
Economic Integration and the Foreign Exchange
Metadaten
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2007 – Nr. 37Härdle, Wolfgang; López Cabrera, Brenda:
Calibrating CAT Bonds for Mexican Earthquakes
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2007 – Nr. 36Klinke, Sigbert; Ziegenhagen, Uwe:
Yxilon
A Client/Server Based Statistical Environment
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2007 – Nr. 35Härdle, Wolfgang; Moro, Rouslan; Schäfer, Dorothea:
Estimating Probabilities of Default With Support Vector Machines
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2007 – Nr. 34Braun, Sebastian; Scheffel, Juliane:
A Note on the Effect of Outsourcing on Union Wages
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2007 – Nr. 33Scheffel, Juliane:
Does International Outsourcing Depress Union Wages?
Metadaten
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2007 – Nr. 32Kunz, Werner:
Visualization of Competitive Market Structure by Means of Choice Data
Metadaten
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2007 – Nr. 31Ahmad, Taleb; Härdle, Wolfgang; Klinke, Sigbert:
Using Wiki to Build an E-learning System in Statistics in Arabic Language
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2007 – Nr. 30Hernández-Hernández, Daniel; Schied, Alexander:
Robust Maximization of Consumption with Logarithmic Utility
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2007 – Nr. 29Örsal, Deniz Dilan Karaman:
Comparison of Panel Cointegration Tests
Metadaten
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2007 – Nr. 28Grimm, Oliver; Ried, Stefan:
Macroeconomic Policy in a Heterogeneous Monetary Union
Metadaten
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2007 – Nr. 27Härdle, Wolfgang; Mungo, Julius:
Long Memory Persistence in the Factor of Implied Volatility Dynamics
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2007 – Nr. 26Schied, Alexander:
Robust Optimal Control for a Consumptioninvestment Problem
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2007 – Nr. 25Giacomini, Enzo; Härdle, Wolfgang:
Statistics of Risk Aversion
Metadaten
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2007 – Nr. 24Ritov, Ya’acov; Härdle, Wolfgang:
From Animal Baits to Investors’ Preference
Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
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2007 – Nr. 23Borak, Szymon; Härdle, Wolfgang; Mammen, Enno; Park, Byeong U.:
Time Series Modelling with Semiparametric Factor Dynamics
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2007 – Nr. 22Tsay, Wen-Jen; Härdle, Wolfgang:
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
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2007 – Nr. 21Mechtenberg, Lydia:
Ideology Without Ideologists
Metadaten
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2007 – Nr. 20Unwin, Antony; Chen, Chun-houh; Härdle, Wolfgang:
Computational Statistics and Data Visualization
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2007 – Nr. 19Weber, Enzo:
Regional and Outward Economic Integration in South-East Asia
Metadaten
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2007 – Nr. 18Weber, Enzo:
Simultaneous Causality in International Trade
Metadaten
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2007 – Nr. 17Detlefsen, Kai; Härdle, Wolfgang; Moro, Rouslan A.:
Empirical Pricing Kernels and Investor Preferences
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2007 – Nr. 16Thams, Andreas:
Fiscal Policy Rules in Practice
Metadaten
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2007 – Nr. 15Weber, Enzo:
Who Leads Financial Markets?
Metadaten
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2007 – Nr. 14Weber, Enzo:
What Happened to the Transatlantic Capital Market Relations?
Metadaten
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2007 – Nr. 13Bethmann, Dirk; Kvasnicka, Michael:
Uncertain Paternity, Mating Market Failure, and the Institution of Marriage
Metadaten
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2007 – Nr. 12Fischer, Matthias:
Are Correlations Constant Over Time?
Application of the CC-TRIGt-test to Return Series from Different Asset Classes
Metadaten
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2007 – Nr. 11Niessen, Alexandra:
Media Coverage and Macroeconomic Information Processing
Metadaten
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2007 – Nr. 10Krätschmer, Volker:
On σ−additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
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2007 – Nr. 9Vogel, Thorsten:
Union Wage Compression in a Right-to-Manage Model
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2007 – Nr. 8Bachmann, Ronald; Burda, Michael C.:
Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany
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2007 – Nr. 7Volckart, Oliver:
Rules, Discretion or Reputation?
Monetary Policies and the Efficiency of Financial Markets in Germany, 14th to 16th Centuries
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2007 – Nr. 6Ebell, Monique; Ritschl, Albrecht:
Real Origins of the Great Depression
Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s
Metadaten
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2007 – Nr. 5Franke, Jürgen; Stockis, Jean-Pierre; Tadjuidje, Joseph:
Quantile Sieve Estimates For Time Series
Metadaten
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2007 – Nr. 4Weber, Enzo:
Volatility and Causality in Asia Pacific Financial Markets
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2007 – Nr. 3Uhlig, Harald:
Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
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2007 – Nr. 3Uhlig, Harald:
Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
Metadaten
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2007 – Nr. 2Chen, Ying; Spokoiny, Vladimir G.:
Robust Risk Management
Accounting for Nonstationarity and Heavy Tails
Metadaten
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2007 – Nr. 1Braun, Sebastian:
Trade Liberalisation, Process and Product Innovation, and Relative Skill Demand
Metadaten
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2006 – Nr. 89Anger, Silke; Kvasnicka, Michael:
Biases in Estimates of the Smoking Wage Penalty
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2006 – Nr. 88Matthey, Astrid:
Imitation with Intention and Memory
an Experiment
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2006 – Nr. 87Burda, Michael C.:
What kind of shock was it?
Regional Integration and Structural Change in Germany after Unification
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2006 – Nr. 86Ng, Wing Lon:
Overreaction and Multiple Tail Dependence at the High-frequency Level
The Copula Rose
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2006 – Nr. 85Kragl, Jenny; Schmid, Julia:
Relational Contracts and Inequity Aversion
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2006 – Nr. 84Temme, Dirk; Kreis, Henning; Hildebrandt, Lutz:
PLS Path Modeling
A Software Review
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2006 – Nr. 83Hildebrandt, Lutz; Temme, Dirk:
Formative Measurement Models in Covariance Structure Analysis
Specification and Identification
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2006 – Nr. 82Temme, Dirk:
Probleme der Validierung mit Strukturgleichungsmodellen
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2006 – Nr. 81Krätschmer, Volker:
Compactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma
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2006 – Nr. 80Krätschmer, Volker:
The Uniqueness of Extremum Estimation
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2006 – Nr. 79Grebe, Tim; Schmid, Julia; Stiehler, Andreas:
Do Individuals Recognize Cascade Behavior of Others?
an Experimental Study
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2006 – Nr. 78Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir G.:
GHICA - Risk Analysis with GH Distributions and Independent Components
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2006 – Nr. 77Chen, Shiyi; Härdle, Wolfgang; Moro, Rouslan A.:
Estimation of Default Probabilities with Support Vector Machines
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2006 – Nr. 76Borak, Szymon; Härdle, Wolfgang; Trück, Stefan; Weron, Rafal:
Convenience Yields for CO2 Emission Allowance Futures Contracts
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2006 – Nr. 75Giacomini, Enzo; Härdle, Wolfgang; Ignatieva, Ekaterina; Spokoiny, Vladimir G.:
Inhomogeneous Dependency Modelling with Time Varying Copulae
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2006 – Nr. 74Gapeev, Pavel V.:
Multiple Disorder Problems for Wiener and Compound Poisson Processes With Exponential Jumps
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2006 – Nr. 73Stoltenberg, Christian:
Real Balance Effects, Timing and Equilibrium Determination
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2006 – Nr. 72Paustian, Matthias; Stoltenberg, Christian:
Optimal Interest Rate Stabilization in a Basic Sticky-Price Model
Metadaten
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