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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2009-022: Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality Downloads
Thomas Post
SFB649DP2012-032: Copula Dynamics in CDOs Downloads
Barbara Choros-Tomczyk, Wolfgang Karl Härdle and Ludger Overbeck
SFB649DP2014-038: Spatial Wage Inequality and Technological Change Downloads
Charlotte Senftleben-Koenig and Hanna Wielandt
SFB649DP2013-040: Privacy Concerns, Voluntary Disclosure of Information, and Unraveling: An Experiment Downloads
Volker Benndorf, Dorothea Kübler and Hans-Theo Normann
SFB649DP2014-016: An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data Downloads
Stephan Stahlschmidt, Wolfgang Karl Härdle and Helmut Thome
SFB649DP2014-021: Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study Downloads
Xianhua Dai, Wolfgang Karl Härdle and Keming Yu
SFB649DP2006-008: Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany Downloads
Kurt Geppert, Martin Gornig and Axel Werwatz
SFB649DP2009-036: Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis Downloads
Stephanie Kremer, Alexander Bick and Dieter Nautz
SFB649DP2013-039: Limited higher order beliefs and the welfare effects of public information Downloads
Camille Cornand, Frank Heinemann and Tobias
SFB649DP2006-050: Robust Econometrics Downloads
Pavel Cizek and Wolfgang Härdle
SFB649DP2014-027: Stale Forward Guidance Downloads
Gunda-Alexandra Detmers and Dieter Nautz
SFB649DP2006-020: Time Dependent Relative Risk Aversion Downloads
Enzo Giacomini, Michael Handel and Wolfgang Härdle
SFB649DP2008-072: Common Influences, Spillover and Integration in Chinese Stock Markets Downloads
Enzo Weber and Yanqun Zhang
SFB649DP2010-026: Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications Downloads
Vladimir Panov
SFB649DP2005-015: Robust estimation of dimension reduction space Downloads
Pavel Cizek and Wolfgang Härdle
SFB649DP2009-055: Representations for optimal stopping under dynamic monetary utility functionals Downloads
Volker Krätschmer and John Schoenmakers
SFB649DP2007-032: Visualization of Competitive Market Structure by Means of Choice Data Downloads
Werner Kunz
SFB649DP2009-048: Migration of the Highly Skilled: Can Europe catch up with the US? Downloads
Lydia Mechtenberg and Roland Strausz
SFB649DP2010-060: Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching Downloads
Lars Boerner and Albrecht Ritschl
SFB649DP2011-056: Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data Downloads
Nikolaus Hautsch and Ruihong Huang
SFB649DP2009-009: Stochastic Population Forecast for Germany and its Consequence for the German Pension System Downloads
Wolfgang Härdle and Alena Myšičková
SFB649DP2006-060: On Maximal Inequalities for some Jump Processes Downloads
Pavel V. Gapeev
SFB649DP2011-049: Monetary Policy, Determinacy, and the Natural Rate Hypothesis Downloads
Alexander Meyer-Gohde
SFB649DP2007-013: Uncertain Paternity, Mating Market Failure, and the Institution of Marriage Downloads
Dirk Bethmann and Michael Kvasnicka
SFB649DP2014-052: Designing an Index for Assessing Wind Energy Potential Downloads
Matthias Ritter, Zhiwei Shen, Brenda López Cabrera, Martin Odening and Lars Deckert
SFB649DP2015-023: An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China Downloads
Linlin Niu, Xiu Xu and Ying Chen
SFB649DP2010-007: Two-sided Certification: The market for Rating Agencies Downloads
Erik R. Fasten and Dirk Hofmann
SFB649DP2016-033: Functional Principal Component Analysis for Derivatives of Multivariate Curves Downloads
Maria Grith, Wolfgang Härdle, Alois Kneip and Heiko Wagner
SFB649DP2008-024: Skill Specific Unemployment with Imperfect Substitution of Skills Downloads
Runli Xie
SFB649DP2017-020: Pricing Green Financial Products Downloads
Awdesch Melzer, Wolfgang K. Härdle and Brenda López Cabrera
SFB649DP2013-002: Statistical properties and stability of ratings in a subset of US firms Downloads
Alexander B. Matthies
SFB649DP2010-011: Illiquidity and Derivative Valuation Downloads
Ulrich Horst and Felix Naujokat
SFB649DP2011-020: How Computational Statistics Became the Backbone of Modern Data Science Downloads
James E. Gentle, Wolfgang Karl Härdle and Yuichi Mori
SFB649DP2015-001: Pricing Kernel Modeling Downloads
Denis Belomestny, Shujie Ma and Wolfgang Karl Härdle
SFB649DP2014-014: Estimation procedures for exchangeable Marshall copulas with hydrological application Downloads
Fabrizio Durante and Ostap Okhrin
SFB649DP2010-042: Payroll Taxes, Social Insurance and Business Cycles Downloads
Michael Burda and Mark Weder
SFB649DP2007-030: Robust Maximization of Consumption with Logarithmic Utility Downloads
Daniel Hernández-Hernández and Alexander Schied
SFB649DP2015-038: Conditional Systemic Risk with Penalized Copula Downloads
Ostap Okhrin, Alexander Ristig, Jeffrey Sheen and Stefan Trück
SFB649DP2011-086: Spectral estimation of covolatility from noisy observations using local weights Downloads
Markus Bibinger and Markus Reiß
SFB649DP2009-020: Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics†Downloads
Stefan Ried
SFB649DP2013-044: Assortative matching through signals Downloads
Friedrich Poeschel
SFB649DP2009-007: Combination of multivariate volatility forecasts Downloads
Alessandra Amendola and Giuseppe Storti
SFB649DP2009-050: Generalized single-index models: The EFM approach Downloads
Xia Cui, Wolfgang Karl Härdle and Lixing Zhu
SFB649DP2008-035: Stock Picking via Nonsymmetrically Pruned Binary Decision Trees Downloads
Anton Andriyashin
SFB649DP2009-028: Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator Downloads
Yingcun Xia, Wolfgang Härdle and Oliver Linton
SFB649DP2007-031: Using Wiki to Build an E-learning System in Statistics in Arabic Language Downloads
Taleb Ahmad, Wolfgang Härdle and Sigbert Klinke
SFB649DP2005-039: What are the Effects of Fiscal Policy Shocks? Downloads
Andrew Mountford and Harald Uhlig
SFB649DP2017-003: FRM: a Financial Risk Meter based on penalizing tail events occurrence Downloads
Lining Yu, Wolfgang Härdle, Lukas Borke and Thijs Benschop
SFB649DP2005-018: Yxilon – a Modular Open-Source Statistical Programming Language Downloads
Sigbert Klinke, Uwe Ziegenhagen and Yuval Guri
SFB649DP2014-005: Functional stable limit theorems for efficient spectral covolatility estimators Downloads
Randolf Altmeyer and Markus Bibinger
Page updated 2017-09-20
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