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SFB 649 Discussion Papers

from Humboldt University, Collaborative Research Center 649
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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
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