Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 3445-3464 von 5414
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2005-11-15BuchOn Stochastic Integer Programming under Probabilistic Constraints We consider stochastic programming problems with probabilistic constraints involving integer-valued random variables. The concept of p-efficient points of a probability distribution is used to derive various equivalent ...
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2005-09-30BuchOn Testing Conditional Moment Restrictions Let (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based test for the hypothesis that E(z|x) a.s. = 0, and show that the test statistic is asymptotically normal under the null. An ...
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2005-10-12BuchOn the (nonlinear) relationship between exchange rate uncertainty and trade
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2006-01-10DiskussionspapierOn the Appropriateness of Inappropriate VaR Models Die Berechnung des VaR führt zur Reduktion der Dimension des Raumes der Risikofaktoren. Die vorzunehmenden Vereinfachungen resultieren aus unterschiedlichen Beweggründen, z.B. technische Effizienz, Sachlogik der Ergebnisse ...
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2005-11-16BuchOn the average behaviour of greedy algorithms for the knapsack problem We study the average behaviour of the well-known greedy algorithms for the one-dimensional knapsack problem with Boolean variables when the number of variables n tends to infinity. It is supposed that the right-hand side ...
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2006-08-14DiskussionspapierOn the Coexistence of Banks and Markets We examine the coexistence of banks and financial markets, studying a credit market where the qualities of investment projects are not observable and the investment decisions of entrepreneurs are not contractible. Standard ...
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2015-03-25Teil eines BuchesOn the Concept of Youth
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2011-09-27BuchOn the construction of a class of Dulac-Cherkas functions for generalized Liénard systems
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2011-09-30DiskussionspapierOn the Continuation of the Great Moderation This paper employs a Markov regime-switching approach to investigate whether the Great Moderation is over since the start of the late 2000s recession. The results con rm that the recent nancial crisis did cause a simultaneous ...
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2005-11-11BuchOn the criterion of asymptotical stability for index-1 tractable DAEs This paper considers the index-1 tractable differential-algebraic equation. The Lyapunov stability of the trivial solution is discussed. As a criterion of the asymptotical stability we propose a numerical parameter æ(A,B) ...
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2012-02-09DiskussionspapierOn the Dark Side of the Market Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders’ use of (completely) hidden orders which might be placed even inside of the (displayed) ...
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2006-09-11DiskussionspapierOn the Difficulty to Design Arabic E-learning System in Statistics In this paper, we present a case study, which describe the development of the Statistic e-learning-course in Arabic language –``Arabic MM*STAT´´. The basic frame forthis E-book, the system MM*STAT was developed at the ...
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2006-04-12BuchOn the Distance of Databases We study the novel problem of efficiently computing the update distance for a pair of relational databases. In analogy to the edit distance of strings, we define the update distance of two databases as the minimal number ...
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2000-04-04BuchOn the Dynamic Foundation of Evolutionary Stability in Continuous Models
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2002-02-05BuchOn the Effects of Aggregating Cointegrated Variables over Time
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2020-09DiskussionspapierOn the Efficiency of German Growth Forecasts: An Empirical Analysis Using Quantile Random Forests We use quantile random forests (QRF) to study the efficiency of the growth forecasts published by three leading German economic research institutes for the sample period from 1970 to 2017. To this end, we use a large array ...
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2005-11-16BuchOn the EPI-Compactness of Equi-Lower Semi-Continuous Functions In this paper we show that equi-lsc. functions from a topological vector space X to the extended reals are epi-compact without assuming the local compactness or the second countablity of the underlying space X. We also ...
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2005-10-05BuchOn the evolution of power indices in collectivebargaining Starting point of our (indirect) evolutionary analysis is the sequential bargaining model of Manning (1987) who distinguishes between trade union's power in initial wage and in later employment negotiations. By linking two ...
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2009-02-20DiskussionspapierOn the Existence of the Moments of the Asymptotic Trace Statistic In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as weak limit of the likelihood ratio statistic for testing the cointe- gration rank in a vector autoregressive ...
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2011-09-27BuchOn the existence of weak solutions to a coupled system of two turbulent flows