Economics at your fingertips  

SFB 649 Discussion Papers

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

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

SFB649DP2012-019: Why Do Firms Engage in Selective Hedging? Downloads
Tim R. Adam, Chitru S. Fernando and Jesus M. Salas
SFB649DP2012-050: Do Natural Resource Sectors Rely Less on External Finance than Manufacturing Sectors? Downloads
Christian Hattendorff
SFB649DP2006-021: Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions Downloads
Ralf Brüggemann
SFB649DP2011-067: Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators Downloads
Gregor Heyne, Michael Kupper and Christoph Mainberger
SFB649DP2007-064: Correlation vs. Causality in Stock Market Comovement Downloads
Enzo Weber
SFB649DP2013-035: A new perspective on the economic valuation of informal caare: The well-being approach revisited Downloads
Konstantin Kehl and Stephan Stahlschmidt
SFB649DP2010-029: Adaptive Interest Rate Modelling Downloads
Mengmeng Guo and Wolfgang Härdle
SFB649DP2007-026: Robust Optimal Control for a Consumption-investment Problem Downloads
Alexander Schied
SFB649DP2011-024: Identifying the Effect of Temporal Work Flexibility on Parental Time with Children Downloads
Juliane Scheffel
SFB649DP2010-060: Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching Downloads
Lars Boerner and Albrecht Ritschl
SFB649DP2015-003: Identifying Berlin's land value map using Adaptive Weights Smoothing Downloads
Jens Kolbe, Rainer Schulz, Martin Wersing and Axel Werwatz
SFB649DP2011-045: Bayesian Networks and Sex-related Homicides Downloads
Stephan Stahlschmidt, Helmut Tausendteufel and Wolfgang Härdle
SFB649DP2013-034: Robust Estimation and Inference for Threshold Models with Integrated Regressors Downloads
Haiqiang Chen
SFB649DP2006-028: Technological Choice under Organizational Diseconomies of Scale Downloads
Dominique Demougin and Anja Schöttner
SFB649DP2006-067: Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Downloads
Carsten Trenkler, Pentti Saikkonen and Helmut Lütkepohl
SFB649DP2009-052: On economic evaluation of directional forecasts Downloads
Oliver Blaskowitz and Helmut Herwartz
SFB649DP2006-045: Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion Downloads
Bernd Görzig, Martin Gornig and Axel Werwatz
SFB649DP2013-011: The Real Consequences of Financial Stress Downloads
Stefan Mittnik and Willi Semmler
SFB649DP2012-012: Confidence sets in nonparametric calibration of exponential Lévy models Downloads
Jakob Söhl
SFB649DP2007-035: Estimating Probabilities of Default With Support Vector Machines Downloads
Wolfgang Härdle, Rouslan Moro and Dorothea Schäfer
SFB649DP2006-013: Penalties and Optimality in Financial Contracts: Taking Stock Downloads
Michel Robe, Eva-Maria Steiger and Pierre-Armand Michel
SFB649DP2012-039: Volatility of price indices for heterogeneous goods Downloads
Fabian Y.R.P. Bocart and Christian Hafner
SFB649DP2011-032: The information content of central bank interest rate projections: Evidence from New Zealand Downloads
Gunda-Alexandra Detmers and Dieter Nautz
SFB649DP2007-030: Robust Maximization of Consumption with Logarithmic Utility Downloads
Daniel Hernández-Hernández and Alexander Schied
SFB649DP2012-022: Assessing the Anchoring of Inflation Expectations Downloads
Till Strohsal and Lars Winkelmann
SFB649DP2009-054: Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression Downloads
Pooyan Amir Ahmadi and Albrecht Ritschl
SFB649DP2010-038: Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence Downloads
Nikolaus Hautsch and Mark Podolskij
SFB649DP2009-042: The Cost of Tractability and the Calvo Pricing Assumption Downloads
Fang Yao
SFB649DP2011-016: Oracally Efficient Two-Step Estimation of Generalized Additive Model Downloads
Rong Liu, Lijian Yang and Wolfgang Härdle
SFB649DP2011-074: Time-Varying Occupational Contents: An Additional Link between Occupational Task Profiles and Individual Wages Downloads
Alexandra Fedorets
SFB649DP2012-049: Simultaneous test procedures in terms of p-value copulae Downloads
Thorsten Dickhaus and Jakob Gierl
SFB649DP2005-060: Portfolio Value at Risk Based on Independent Components Analysis Downloads
Ying Chen, Wolfgang Härdle and Vladimir Spokoiny
SFB649DP2005-020: A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics Downloads
Matthias Fengler, Wolfgang Härdle and Enno Mammen
SFB649DP2005-023: Towards a Monthly Business Cycle Chronology for the Euro Area Downloads
Emanuel Mönch and Harald Uhlig
SFB649DP2013-039: Limited higher order beliefs and the welfare effects of public information Downloads
Camille Cornand, Frank Heinemann and Tobias
SFB649DP2006-063: Robust Optimization of Consumption with Random Endowment Downloads
Wiebke Wittmüß
SFB649DP2009-062: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland Downloads
Puriya Abbassi, Dieter Nautz and Christian J. Offermanns
SFB649DP2007-047: Risiken infolge von Technologie-Outsourcing? Downloads
Michael Stephan
SFB649DP2006-019: Cheap Talk in the Classroom Downloads
Lydia Mechtenberg
SFB649DP2005-006: Conditional and Dynamic Convex Risk Measures Downloads
Kai Detlefsen and Giacomo Scandolo
SFB649DP2006-072: Optimal Interest Rate Stabilization in a Basic Sticky-Price Model Downloads
Matthias Paustian and Christian Stoltenberg
SFB649DP2012-034: Realized Copula Downloads
Matthias Fengler and Ostap Okhrin
SFB649DP2006-062: On the Difficulty to Design Arabic E-learning System in Statistics Downloads
Taleb Ahmad, Wolfgang Härdle and Julius Mungo
SFB649DP2008-019: The Accuracy of Long-term Real Estate Valuations Downloads
Rainer Schulz, Markus Staiber, Martin Wersing and Axel Werwatz
SFB649DP2011-079: Martingale approach in pricing and hedging European options under regime-switching Downloads
Grigori N. Milstein and Vladimir Spokoiny
SFB649DP2008-063: Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference Downloads
Nikolaus Hautsch and Yangguoyi Ou
SFB649DP2014-067: Bootstrap confidence sets under model misspecification Downloads
Vladimir Spokoiny and Mayya Zhilova
SFB649DP2007-057: Conditional Complexity of Compression for Authorship Attribution Downloads
Mikhail B. Malyutov, Chammi I. Wickramasinghe and Sufeng Li
SFB649DP2012-004: Computational Statistics (Journal) Downloads
Wolfgang Härdle, Yuichi Mori and Jürgen Symanzik
SFB649DP2007-048: Sensitivities for Bermudan Options by Regression Methods Downloads
Denis Belomestny, Grigori Milstein and John Schoenmakers
Page updated 2015-02-01
Sorted by number, 4d-year right