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SFB 649 Discussion Papers
from Humboldt University, Collaborative Research Center 649 Contact information at EDIRC . Series data maintained by RDC-Team ().
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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