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SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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SFB649DP2012-067: Can the market forecast the weather better than meteorologists? Downloads
Matthias Ritter
SFB649DP2008-050: A semiparametric factor model for electricity forward curve dynamics Downloads
Szymon Borak and Rafał Weron
SFB649DP2011-008: Monetary Policy, Trend Inflation and Inflation Persistence Downloads
Fang Yao
SFB649DP2006-057: Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Downloads
Pavel V. Gapeev
SFB649DP2013-002: Statistical properties and stability of ratings in a subset of US firms Downloads
Alexander B. Matthies
SFB649DP2011-029: Pointwise adaptive estimation for quantile regression Downloads
Markus Reiß, Yves Rozenholc and Charles A. Cuenod
SFB649DP2013-012: Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests Downloads
Timo Bettendorf and Wenjuan Chen
SFB649DP2013-043: Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion Downloads
Till Strohsal
SFB649DP2015-009: From Galloping Inflation to Price Stability in Steps: Israel 1985–2013 Downloads
Rafi Melnick and Till Strohsal
SFB649DP2006-034: Spectral calibration of exponential Lévy Models [1] Downloads
Denis Belomestny and Markus Reiss
SFB649DP2007-045: Promotion Tournaments and Individual Performance Pay Downloads
Anja Schöttner and Veikko Thiele
SFB649DP2015-019: Measuring Connectedness of Euro Area Sovereign Risk Downloads
Rebekka Gätjen and Melanie Schienle
SFB649DP2010-007: Two-sided Certification: The market for Rating Agencies Downloads
Erik R. Fasten and Dirk Hofmann
SFB649DP2015-006: Cognitive Bubbles Downloads
Ciril Bosch-Rosa, Thomas Meissner and Antoni Bosch-Domènech
SFB649DP2006-003: On the Appropriateness of Inappropriate VaR Models Downloads
Wolfgang Härdle, Zdenek Hlavka and Gerhard Stahl
SFB649DP2013-022: Decomposing Risk in Dynamic Stochastic General Equilibrium Downloads
Hong Lan and Alexander Meyer-Gohde
SFB649DP2013-026: State Price Densities implied from weather derivatives Downloads
Wolfgang Karl Härdle, Brenda López-Cabrera and Huei-Wen Teng
SFB649DP2008-028: Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting? Downloads
Joachim Gassen
SFB649DP2014-067: Bootstrap confidence sets under model misspecification Downloads
Vladimir Spokoiny and Mayya Zhilova
SFB649DP2013-046: Automated Valuation Modelling: A Specification Exercise Downloads
Rainer Schulz, Martin Wersing and Axel Werwatz
SFB649DP2005-052: Relational Contracts and Job Design Downloads
Anja Schöttner
SFB649DP2006-078: GHICA - Risk Analysis with GH Distributions and Independent Components Downloads
Ying Chen, Wolfgang Härdle and Vladimir Spokoiny
SFB649DP2006-087: What kind of shock was it? Regional Integration and Structural Change in Germany after Unification Downloads
Michael Burda
SFB649DP2008-073: Testing directional forecast value in the presence of serial correlation Downloads
Oliver Blaskowitz and Helmut Herwartz
SFB649DP2009-014: Properties of Hierarchical Archimedean Copulas Downloads
Ostap Okhrin, Yarema Okhrin and Wolfgang Schmid
SFB649DP2007-066: Modelling Financial High Frequency Data Using Point Processes Downloads
Luc Bauwens and Nikolaus Hautsch
SFB649DP2005-038: Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay Downloads
Markus Fischer and Markus Reiss
SFB649DP2011-041: The Basel III framework for liquidity standards and monetary policy implementation Downloads
Ulrich Bindseil and Jeroen Lamoot
SFB649DP2008-010: Do Public Banks have a Competitive Advantage? Downloads
Astrid Matthey
SFB649DP2014-042: Beyond dimension two: A test for higher-order tail risk Downloads
Carsten Bormann, Melanie Schienle and Julia Schaumburg
SFB649DP2012-019: Why Do Firms Engage in Selective Hedging? Downloads
Tim R. Adam, Chitru S. Fernando and Jesus M. Salas
SFB649DP2008-063: Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference Downloads
Nikolaus Hautsch and Yangguoyi Ou
SFB649DP2007-003a: Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model Downloads
Harald Uhlig
SFB649DP2010-026: Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications Downloads
Vladimir Panov
SFB649DP2011-060: On the Continuation of the Great Moderation:New evidence from G7 Countries Downloads
Wenjuan Chen
SFB649DP2008-009: Recursive Portfolio Selection with Decision Trees Downloads
Anton Andriyashin, Wolfgang Härdle and Roman Timofeev
SFB649DP2013-030: Can expert knowledge compensate for data scarcity in crop insurance pricing? Downloads
Zhiwei Shen, Martin Odening and Ostap Okhrin
SFB649DP2014-034: Risky Linear Approximations Downloads
Alexander Meyer-Gohde
SFB649DP2007-006: Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s Downloads
Monique Ebell and Albrecht Ritschl
SFB649DP2007-053: World War II, Missing Men, and Out-of-wedlock Childbearing Downloads
Michael Kvasnicka and Dirk Bethmann
SFB649DP2008-042: Gruppenvergleiche bei hypothetischen Konstrukten – Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik Downloads
Dirk Temme and Lutz Hildebrandt
SFB649DP2007-067: A stochastic volatility Libor model and its robust calibration Downloads
Denis Belomestny, Stanley Matthew and John Schoenmakers
SFB649DP2007-023: Time Series Modelling with Semiparametric Factor Dynamics Downloads
Szymon Borak, Wolfgang Härdle, Enno Mammen and Byeong U. Park
SFB649DP2005-022: DSFM fitting of Implied Volatility Surfaces Downloads
Szymon Borak, Matthias Fengler and Wolfgang Härdle
SFB649DP2006-089: Biases in Estimates of the Smoking Wage Penalty Downloads
Silke Anger and Michael Kvasnicka
SFB649DP2008-018: Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality Downloads
Viktor Winschel and Markus Krätzig
SFB649DP2009-029: Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area Downloads
Ulrike Busch and Dieter Nautz
SFB649DP2006-050: Robust Econometrics Downloads
Pavel Cizek and Wolfgang Härdle
SFB649DP2006-011: VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings Downloads
Ralf Brüggemann, Wolfgang Härdle, Julius Mungo and Carsten Trenkler
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
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