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SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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SFB649DP2005-011: FFT Based Option Pricing Downloads
Szymon Borak, Kai Detlefsen and Wolfgang Härdle
SFB649DP2013-009: ‘I'll do it by myself as I knew it all along’: On the failure of hindsight-biased principals to delegate optimally Downloads
David Danz, Frank Hüber, Dorothea Kübler, Lydia Mechtenberg and Julia Schmid
SFB649DP2007-015: Who Leads Financial Markets? Downloads
Enzo Weber
SFB649DP2007-065: Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice Downloads
Dirk Temme, Marcel Paulssen and Till Dannewald
SFB649DP2006-049: The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560 Downloads
Oliver Volckart
SFB649DP2013-006: Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing Downloads
Markus Bibinger and Per A. Mykland
SFB649DP2007-048: Sensitivities for Bermudan Options by Regression Methods Downloads
Denis Belomestny, Grigori Milstein and John Schoenmakers
SFB649DP2006-031: Exploratory Graphics of a Financial Dataset Downloads
Antony Unwin, Martin Theus and Wolfgang Härdle
SFB649DP2011-032: The information content of central bank interest rate projections: Evidence from New Zealand Downloads
Gunda-Alexandra Detmers and Dieter Nautz
SFB649DP2012-048: Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics Downloads
Piotr Majer and Melanie Schienle
SFB649DP2012-045: Additive Models: Extensions and Related Models Downloads
Enno Mammen, Byeong U. Park and Melanie Schienle
SFB649DP2007-058: Total Work, Gender and Social Norms Downloads
Michael Burda, Daniel Hamermesh and Philippe Weil
SFB649DP2011-072: Financial Network Systemic Risk Contributions Downloads
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
SFB649DP2008-041: Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany Downloads
Michael Burda, Bernd Fitzenberger, Alexander Lembcke and Thorsten Vogel
SFB649DP2014-039: The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends Downloads
Cathy Yi-Hsuan Chen, Wolfang Karl Härdle and Hien Pham-Thu
SFB649DP2008-016: Estimating Investment Equations in Imperfect Capital Markets Downloads
Silke Hüttel, Oliver Musshoff, Martin Odening and Nataliya Zinych
SFB649DP2014-027: Stale Forward Guidance Downloads
Gunda-Alexandra Detmers and Dieter Nautz
SFB649DP2006-042: Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long- Run Restrictions" by Neville Francis and Valerie A. Ramey Downloads
Harald Uhlig
SFB649DP2012-029: Statistical Modelling of Temperature Risk Downloads
Zografia Anastasiadou and Brenda López-Cabrera
SFB649DP2006-081: Compactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma Downloads
Volker Krätschmer
SFB649DP2013-029: Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps Downloads
Markus Bibinger and Mathias Vetter
SFB649DP2006-020: Time Dependent Relative Risk Aversion Downloads
Enzo Giacomini, Michael Handel and Wolfgang Härdle
SFB649DP2008-071: Winners and Losers of Early Elections: On the Welfare Implications of Political Blockades and Early Elections Downloads
Felix Bierbrauer and Lydia Mechtenberg
SFB649DP2007-062: Das Hybride Wahlmodell und seine Anwendung im Marketing Downloads
Till Dannewald, Henning Kreis and Nadja Silberhorn
SFB649DP2005-028: A Market Basket Analysis Conducted with a Multivariate Logit Model Downloads
Yasemin Boztug and Lutz Hildebrandt
SFB649DP2006-070: The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk Downloads
R. Braun and Harald Uhlig
SFB649DP2006-062: On the Difficulty to Design Arabic E-learning System in Statistics Downloads
Taleb Ahmad, Wolfgang Härdle and Julius Mungo
SFB649DP2012-022: Assessing the Anchoring of Inflation Expectations Downloads
Till Strohsal and Lars Winkelmann
SFB649DP2011-007: Mean-Variance Cointegration and the Expectations Hypothesis Downloads
Till Strohsal and Enzo Weber
SFB649DP2014-014: Estimation procedures for exchangeable Marshall copulas with hydrological application Downloads
Fabrizio Durante and Ostap Okhrin
SFB649DP2009-014: Properties of Hierarchical Archimedean Copulas Downloads
Ostap Okhrin, Yarema Okhrin and Wolfgang Schmid
SFB649DP2005-060: Portfolio Value at Risk Based on Independent Components Analysis Downloads
Ying Chen, Wolfgang Härdle and Vladimir Spokoiny
SFB649DP2014-010: Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models Downloads
Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig
SFB649DP2015-025: Employment Polarization and Immigrant Employment Opportunities Downloads
Hanna Wielandt
SFB649DP2010-028: Social Relationships and Trust Downloads
Christine Binzel and Dietmar Fehr
SFB649DP2008-009: Recursive Portfolio Selection with Decision Trees Downloads
Anton Andriyashin, Wolfgang Härdle and Roman Timofeev
SFB649DP2008-058: Statistics E-learning Platforms Evaluation: Case Study Downloads
Taleb Ahmad and Wolfgang Härdle
SFB649DP2009-026: Regression methods for stochastic control problems and their convergence analysis Downloads
Denis Belomestny, Anastasia Kolodko and John Schoenmakers
SFB649DP2015-002: Estimating the Value of Urban Green Space: A hedonic Pricing Analysis of the Housing Market in Cologne, Germany Downloads
Jens Kolbe and Henry Wüstemann
SFB649DP2014-052: Designing an Index for Assessing Wind Energy Potential Downloads
Matthias Ritter, Zhiwei Shen, Brenda López Cabrera, Martin Odening and Lars Deckert
SFB649DP2007-063: Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing? Downloads
Marcus Wagner
SFB649DP2011-077: Increasing Weather Risk: Fact or Fiction? Downloads
Weining Wang, Ihtiyor Bobojonov, Wolfgang Karl Härdle and Martin Odening
SFB649DP2007-026: Robust Optimal Control for a Consumption-investment Problem Downloads
Alexander Schied
SFB649DP2007-066: Modelling Financial High Frequency Data Using Point Processes Downloads
Luc Bauwens and Nikolaus Hautsch
SFB649DP2007-030: Robust Maximization of Consumption with Logarithmic Utility Downloads
Daniel Hernández-Hernández and Alexander Schied
SFB649DP2010-006: Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model Downloads
Roberto Leon-Gonzalez and Fuyu Yang
SFB649DP2005-041: Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests Downloads
Anja Schöttner
SFB649DP2015-029: Change point and trend analyses of annual expectile curves of tropical storms Downloads
Petra Burdejova, Wolfgang Karl Härdle, P. Kokoszka and Q. Xiong
SFB649DP2009-019: A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics Downloads
Ji Cao, Wolfgang Härdle and Julius Mungo
SFB649DP2008-054: The Natural Rate Hypothesis and Real Determinacy Downloads
Alexander Meyer-Gohde
Page updated 2015-07-05
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