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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2014-008: Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models Downloads
Shuzhuan Zheng, Rong Liu, Lijian Yang and Wolfgang Karl Härdle
SFB649DP2015-017: Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation Downloads
Dominika Paula Gałkiewicz
SFB649DP2014-070: The Politics of Related Lending Downloads
Michael Halling, Pegaret Pichler and Alex Stomper
SFB649DP2011-056: Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data Downloads
Nikolaus Hautsch and Ruihong Huang
SFB649DP2013-014: Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? Downloads
Nikolaus Hautsch, Lada M. Kyj and Peter Malec
SFB649DP2012-016: Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes Downloads
Johanna Kappus
SFB649DP2005-060: Portfolio Value at Risk Based on Independent Components Analysis Downloads
Ying Chen, Wolfgang Härdle and Vladimir Spokoiny
SFB649DP2008-044: Numerics of Implied Binomial Trees Downloads
Wolfgang Härdle and Alena Myšičková
SFB649DP2008-063: Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference Downloads
Nikolaus Hautsch and Yangguoyi Ou
SFB649DP2014-019: Unemployment benefits extensions at the zero lower bound on nominal interest rate Downloads
Julien Albertini and Arthur Poirier
SFB649DP2005-038: Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay Downloads
Markus Fischer and Markus Reiss
SFB649DP2008-060: Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Downloads
Alexander Kriwoluzky
SFB649DP2012-066: Implied Basket Correlation Dynamics Downloads
Wolfgang Karl Härdle and Elena Silyakova
SFB649DP2009-033: TFP Growth in Old and New Europe Downloads
Michael Burda and Battista Severgnini
SFB649DP2008-012: Visualizing exploratory factor analysis models Downloads
Sigbert Klinke and Cornelia Wagner
SFB649DP2012-049: Simultaneous test procedures in terms of p-value copulae Downloads
Thorsten Dickhaus and Jakob Gierl
SFB649DP2007-003: Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model Downloads
Harald Uhlig
SFB649DP2008-052: Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality Downloads
Wolfgang Reichmuth and Samad Sarferaz
SFB649DP2008-048: Macro Wine in Financial Skins: The Oil-FX Interdependence Downloads
Enzo Weber
SFB649DP2008-053: Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia Downloads
Nikolaus Hautsch and Yangguoyi Ou
SFB649DP2009-011: Defending Against Speculative Attacks Downloads
Tijmen Daniëls, Henk Jager and Franc Klaassen
SFB649DP2011-007: Mean-Variance Cointegration and the Expectations Hypothesis Downloads
Till Strohsal and Enzo Weber
SFB649DP2011-010: Unwillingness to Pay for Privacy: A Field Experiment Downloads
Alastair R. Beresford, Dorothea Kübler and Sören Preibusch
SFB649DP2010-028: Social Relationships and Trust Downloads
Christine Binzel and Dietmar Fehr
SFB649DP2010-002: Partial Linear Quantile Regression and Bootstrap Confidence Bands Downloads
Wolfgang Karl Härdle, Ya’acov Ritov and Song Song
SFB649DP2005-054: Aid Effectiveness and Limited Enforceable Conditionality Downloads
Almuth Scholl
SFB649DP2006-081: Compactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma Downloads
Volker Krätschmer
SFB649DP2012-030: Support Vector Machines with Evolutionary Feature Selection for Default Prediction Downloads
Wolfgang Karl Härdle, Dedy Prastyo and Christian Hafner
SFB649DP2012-032: Copula Dynamics in CDOs Downloads
Barbara Choros-Tomczyk, Wolfgang Karl Härdle and Ludger Overbeck
SFB649DP2006-015: Graphical Data Representation in Bankruptcy Analysis Downloads
Wolfgang Härdle, Rouslan Moro and Dorothea Schäfer
SFB649DP2014-026: Credit Risk Calibration based on CDS Spreads Downloads
Shih-Kang Chao, Wolfgang Karl Härdle and Hien Pham-Thu
SFB649DP2006-079: Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study - Downloads
Tim Grebe, Julia Schmid and Andreas Stiehler
SFB649DP2007-019: Regional and Outward Economic Integration in South-East Asia Downloads
Enzo Weber
SFB649DP2013-041: Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models Downloads
Shulin Zhang, Ostap Okhrin, Qian M. Zhou and Peter X.-K. Song
SFB649DP2010-004: Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model Downloads
Nikolaus Hautsch and Fuyu Yang
SFB649DP2012-017: Option calibration of exponential Lévy models: Implementation and empirical results Downloads
Jacob Söhl and Mathias Trabs
SFB649DP2015-015: Structural Vector Autoregressions with Heteroskedasticy Downloads
Helmut Lütkepohl and Aleksei Netšunajev
SFB649DP2006-044: East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics Downloads
Bernd Görzig, Martin Gornig and Axel Werwatz
SFB649DP2013-044: Assortative matching through signals Downloads
Friedrich Poeschel
SFB649DP2010-054: Spatial Dependencies in German Matching Functions Downloads
Franziska Schulze
SFB649DP2006-074: Multiple Disorder Problems for Wiener and Compound Poisson Processes With Exponential Jumps Downloads
Pavel Gapeev
SFB649DP2009-040: The Political Economy of Regulatory Risk Downloads
Roland Strausz
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
SFB649DP2006-013: Penalties and Optimality in Financial Contracts: Taking Stock Downloads
Michel Robe, Eva-Maria Steiger and Pierre-Armand Michel
SFB649DP2014-038: Spatial Wage Inequality and Technological Change Downloads
Charlotte Senftleben-Koenig and Hanna Wielandt
SFB649DP2009-014: Properties of Hierarchical Archimedean Copulas Downloads
Ostap Okhrin, Yarema Okhrin and Wolfgang Schmid
SFB649DP2012-031: Local Adaptive Multiplicative Error Models for High-Frequency Forecasts Downloads
Wolfgang Karl Härdle, Nikolaus Hautsch and Andrija Mihoci
SFB649DP2015-009: From Galloping Inflation to Price Stability in Steps: Israel 1985–2013 Downloads
Rafi Melnick and Till Strohsal
SFB649DP2009-016: Men, Women, and the Ballot Woman Suffrage in the United States Downloads
Sebastian Braun and Michael Kvasnicka
SFB649DP2005-053: Explicit characterization of the super-replication strategy in financial markets with partial transaction costs Downloads
Imen Bentahar and Bruno Bouchard
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