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SFB 649 Discussion Papers

From Humboldt University, Collaborative Research Center 649
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SFB649DP2008-015: Structural Constant Conditional Correlation 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
SFB649DP2013-011: The Real Consequences of Financial Stress Downloads
Stefan Mittnik and Willi Semmler
SFB649DP2007-038: Economic Integration and the Foreign Exchange Downloads
Enzo Weber
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
SFB649DP2007-021: Ideology Without Ideologists Downloads
Lydia Mechtenberg
SFB649DP2008-054: The Natural Rate Hypothesis and Real Determinacy Downloads
Alexander Meyer-Gohde
SFB649DP2011-034: An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory Downloads
Markus Bibinger
SFB649DP2005-004: Value-at-Risk Calculations with Time Varying Copulae Downloads
Enzo Giacomini and Wolfgang Härdle
SFB649DP2012-027: Forecast based Pricing of Weather Derivatives Downloads
Wolfgang Karl Härdle, Brenda López-Cabrera and Matthias Ritter
SFB649DP2011-083: Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences Downloads
Patrick Cheridito, Ulrich Horst, Michael Kupper and Traian A. Pirvu
SFB649DP2010-050: Estimation of the signal subspace without estimation of the inverse covariance matrix Downloads
Vladimir Panov
SFB649DP2009-050: Generalized single-index models: The EFM approach Downloads
Xia Cui, Wolfgang Karl Härdle and Lixing Zhu
SFB649DP2005-055: Limited Enforceable International Loans, International Risk Sharing and Trade Downloads
Almuth Scholl
SFB649DP2012-036: Hierarchical Archimedean Copulae: The HAC Package Downloads
Ostap Okhrin and Alexander Ristig
SFB649DP2014-058: Boiling the frog optimally: nan experiment on survivor curve shapes and internet revenue Downloads
Christina Aperjis, Ciril Bosch-Rosa, Daniel Friedman and Bernardo A. Huberman
SFB649DP2005-027: Money Demand and Macroeconomic Stability Revisited Downloads
Andreas Schabert and Christian Stoltenberg
SFB649DP2006-015: Graphical Data Representation in Bankruptcy Analysis Downloads
Wolfgang Härdle, Rouslan Moro and Dorothea Schäfer
SFB649DP2013-008: Forecasting systemic impact in financial networks Downloads
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle
SFB649DP2007-018: Simultaneous Causality in International Trade Downloads
Enzo Weber
SFB649DP2006-014: Core Labour Standards and FDI: Friends or Foes? The Case of Child Labour Downloads
Sebastian Braun
SFB649DP2011-065: Linking corporate reputation and shareholder value using the publication of reputation rankings Downloads
Sven Tischer and Lutz Hildebrandt
SFB649DP2009-046: Pricing of Asian temperature risk Downloads
Fred Benth, Wolfgang Karl Härdle and Brenda López Cabrera
SFB649DP2006-069: Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing Downloads
Zdenek Hlavka and Michal Pesta
SFB649DP2007-053: World War II, Missing Men, and Out-of-wedlock Childbearing Downloads
Michael Kvasnicka and Dirk Bethmann
SFB649DP2009-057: Real and Nominal Rigidities in Price Setting: A Bayesian Analysis Using Aggregate Data Downloads
Fang Yao
SFB649DP2008-073: Testing directional forecast value in the presence of serial correlation Downloads
Oliver Blaskowitz and Helmut Herwartz
SFB649DP2013-033: Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines Downloads
Haiqiang Chen, Ying Fang and Yingxing Li
SFB649DP2007-062: Das Hybride Wahlmodell und seine Anwendung im Marketing Downloads
Till Dannewald, Henning Kreis and Nadja Silberhorn
SFB649DP2006-060: On Maximal Inequalities for some Jump Processes Downloads
Pavel V. Gapeev
SFB649DP2005-057: An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity Downloads
Yasemin Boztug and Lutz Hildebrandt
SFB649DP2006-030: Approximate Solutions to Dynamic Models - Linear Methods Downloads
Harald Uhlig
SFB649DP2009-053: Monetary Policy Implementation and Overnight Rate Persistence Downloads
Dieter Nautz and Jan Scheithauer
SFB649DP2010-011: Illiquidity and Derivative Valuation Downloads
Ulrich Horst and Felix Naujokat
SFB649DP2012-044: Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes Downloads
Taras Bodnar and Nikolaus Hautsch
SFB649DP2007-016: Fiscal Policy Rules in Practice Downloads
Andreas Thams
SFB649DP2006-059: Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes Downloads
Pavel V. Gapeev
SFB649DP2014-054: Strategic Complementarities and Nominal Rigidities Downloads
Philipp König and Alexander Meyer-Gohde
SFB649DP2012-004: Computational Statistics (Journal) Downloads
Wolfgang Karl Härdle, Yuichi Mori and Jürgen Symanzik
SFB649DP2006-082: Probleme der Validierung mit Strukturgleichungsmodellen Downloads
Lutz Hildebrandt and Dirk Temme
SFB649DP2010-057: Consumption Growth and Volatility with Consumption Externalities Downloads
Runli Xie
SFB649DP2006-052: Forecasting the Term Structure of Variance Swaps Downloads
Kai Detlefsen and Wolfgang Härdle
SFB649DP2013-043: Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion Downloads
Till Strohsal
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
SFB649DP2013-023: Reference Dependent Preferences and the EPK Puzzle Downloads
Maria Grith, Wolfgang Karl Härdle and Volker Krätschmer
SFB649DP2007-008: Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany Downloads
Ronald Bachmann and Michael Burda
SFB649DP2008-028: Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting? Downloads
Joachim Gassen
SFB649DP2009-045: Quantifizierbarkeit von Risiken auf Finanzmärkten Downloads
Wolfgang Karl Härdle and Christian Friedrich Wolfgang Kirchner
SFB649DP2015-040: The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle Downloads
Falk Mazelis
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