SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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SFB649DP2005-009: Predicting Bankruptcy with Support Vector Machines

Wolfgang Karl Härdle, Rouslan Moro and Dorothea Schäfer

SFB649DP2011-039: The Persistence of "Bad" Precedents and the Need for Communication: A Coordination Experiment

Dietmar Fehr

SFB649DP2008-064: A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure

Oliver Blaskowitz and Helmut Herwartz

SFB649DP2012-008: Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?

Ralf Sabiwalsky

SFB649DP2010-016: Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples

Juliane Scheffel

SFB649DP2008-057: Measuring changes in preferences and perception due to the entry of a new brand with choice data

Lutz Hildebrandt and Lea Kalweit

SFB649DP2011-045: Bayesian Networks and Sex-related Homicides

Stephan Stahlschmidt, Helmut Tausendteufel and Wolfgang Karl Härdle

SFB649DP2009-008: Mortality modeling: Lee-Carter and the macroeconomy

Katja Hanewald

SFB649DP2006-033: Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power

Jörg Polzehl and Vladimir Spokoiny

SFB649DP2007-024: From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples

Ritov, Ya'acov and Wolfgang Karl Härdle

SFB649DP2005-056: Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis

Albrecht Ritschl and Martin Uebele

SFB649DP2008-041: Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany

Michael Christopher Burda, Bernd Fitzenberger, Alexander Constantin Lembcke and Thorsten Vogel

SFB649DP2012-020: A Slab in the Face: Building Quality and Neighborhood Effects

Rainer Schulz and Martin Wersing

SFB649DP2013-003: Empirical Research on Corporate Credit-Ratings: A Literature Review

Alexander B. Matthies

SFB649DP2006-037: A jump-diffusion Libor model and its robust calibration

Denis Belomestny and John Schoenmakers

SFB649DP2009-017: The Importance of Two-Sided Heterogeneity for the Cyclicality of Labour Market Dynamics

Ronald Bachmann and Bechara (née David), Peggy

SFB649DP2006-053: Governance: Who Controls Matters

Bruno Deffains and Dominique Demougin

SFB649DP2012-063: Common factors in credit defaults swaps markets

Yi-Hsuan Chen and Wolfgang Karl Härdle

SFB649DP2009-016: Men, Women, and the Ballot Woman Suffrage in the United States

Sebastian Braun and Michael Kvasnicka

SFB649DP2011-077: Increasing Weather Risk: Fact or Fiction?

Weining Wang, Ihtiyor Bobojonov, Wolfgang Karl Härdle and Martin Odening

SFB649DP2011-043: CRRA Utility Maximization under Risk Constraints

Santiago Moreno-Bromberg, Traian A. Pirvu and Anthony Réveillac

SFB649DP2005-015: Robust estimation of dimension reduction space

Pavel Cizek and Wolfgang Karl Härdle

SFB649DP2010-021: Nonparametric Estimation of Risk-Neutral Densities

Maria Grith, Wolfgang Karl Härdle and Melanie Schienle

SFB649DP2005-038: Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay

Markus Fischer and Markus Reiss

SFB649DP2009-021: Spectral estimation of the fractional order of a Lévy process

Denis Belomestny

SFB649DP2013-027: Bank Lending Relationships and the Use of Performance-Sensitive Debt

Tim R. Adam and Daniel Streitz

SFB649DP2005-048: Zeitarbeit in Deutschland: Trends und Perspektiven

Michael Christopher Burda and Michael Kvasnicka

SFB649DP2005-033: Notes on an Endogenous Growth Model with two Capital Stocks II: The Stochastic Case

Dirk Bethmann

SFB649DP2010-001: Volatility Investing with Variance Swaps

Wolfgang Karl Härdle and Elena Silyakova

SFB649DP2008-008: Do Legal Standards Affect Ethical Concerns of Consumers?

Dirk Engelmann and Dorothea Kübler

SFB649DP2008-017: Adaptive Forecasting of the EURIBOR Swap Term Structure

Oliver Blaskowitz and Helmut Herwatz

SFB649DP2011-022: Extreme value models in a conditional duration intensity framework

Rodrigo Herrera and Bernhard Schipp

SFB649DP2006-007: Robust Utility Maximization in a Stochastic Factor Model

Hernandez–Hernandez, Daniel and Alexander Schied

SFB649DP2011-071: Econometric analysis of volatile art markets

Fabian Y. R. P. Bocart and Christian Matthias Hafner

SFB649DP2012-002: Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China

Shiyi Chen and Wolfgang Karl Härdle

SFB649DP2011-015: Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market

Stephanie Kremer and Dieter Nautz

SFB649DP2010-055: Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes

Nikolaus Hautsch, Peter Malec and Melanie Schienle

SFB649DP2011-046: The Regulation of Interdependent Markets

Raffaele Fiocco and Carlo Scarpa

SFB649DP2012-043: The Signal of Volatility

Till Strohsal and Enzo Weber

SFB649DP2011-021: Customer Reactions in Out-of-Stock Situations – Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?

Jana Luisa Diels and Nicole Wiebach

SFB649DP2009-029: Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area

Ulrike Busch and Dieter Nautz

SFB649DP2008-042: Gruppenvergleiche bei hypothetischen Konstrukten – Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik

Dirk Temme and Lutz Hildebrandt

SFB649DP2012-058: Private and Public Control of Management

Charles Angelucci and Martijn A. Han

SFB649DP2008-047: Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models

Nikolaus Hautsch and Vahidin Jeleskovic

SFB649DP2008-032: Against All Odds? National Sentiment and Wagering on European Football

Sebastian Braun and Michael Kvasnicka

SFB649DP2008-002: Adaptive pointwise estimation in time-inhomogeneous time-series models

Pavel Cizek, Wolfgang Karl Härdle and Vladimir Spokoiny

SFB649DP2008-028: Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?

Joachim Gassen

SFB649DP2006-039: Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence

Enzo Weber

SFB649DP2005-042: Bank finance versus bond finance: what explains the differences between US and Europe?

Fiorella De Fiore and Harald Uhlig

SFB649DP2012-053: Financial Network Systemic Risk Contributions

Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle