Economics at your fingertips  

SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Contact information at EDIRC.

Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

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.

2003,54: Implied volatility string dynamics Downloads
Matthias Fengler, Wolfgang Härdle and Enno Mammen
2003,53: Distribution-Invariant Dynamic Risk Measures Downloads
Stefan Weber
2003,51: On L2-stability of solutions of linear stochastic delay differential equations Downloads
Hagen Gilsing
2003,50: A Heliocentric Journey into Germany´s Great Depression Downloads
Mark Weder
2003,49: Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot Expectations Downloads
Mark Weder
2003,48: Stock Performance around Share Repurchase Announcements in Germany Downloads
Richard Stehle and Udo Seifert
2003,47: A Note on Optimal Stopping in Models with Delay Downloads
Pavel V. Gapeev and M. Reiß
2003,46: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View Downloads
Peter Bank and Hans Föllmer
2003,45: On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay Downloads
Uwe Küchler and Pavel V. Gapeev
2003,44: On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes Downloads
Pavel V. Gapeev and Uwe Küchler
2003,43: Inside The Black Box of Temporary Help Agencies Downloads
Michael Kvasnicka
2003,42: Unpaid overtime in Germany: differences between East and West Downloads
Silke Anger
2003,41: Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework Downloads
Mathias Trabandt
2003,40: Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries Downloads
Oliver Holtemöller
2003,38: Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence Downloads
Christine Camlong-Viot, Juan M. Rodríguez-Póo and Philippe Vieu
2003,37: Asymptotic theory for M-estimators of boundaries Downloads
Keith Knight
2003,36: About sense and nonsense of non- and semiparametric analysis in applied econometrics Downloads
Stefan Sperlich
2003,35: MD*Book and XQC/XQS - an Architecture for Reproducible Research Downloads
Sigbert Klinke and Heiko Lehmann
2003,34: Confidence Intervals for State Price Densities Downloads
Zdeněk Hlávka
2003,33: How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise? Downloads
Leopold Simar
2003,32: Regression quantiles with errors-in-variables Downloads
D. A. Ioannides and E. Matzner-Lober
2003,31: Consistent Testing for Stochastic Dominance under General Sampling Schemes Downloads
Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang
2003,30: Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal Distributions Downloads
Raul Hernandez-Molinar and John Lefante
2003,29: Modeling the Learning from Repeated Samples: A Generalized Cross Entropy Approach Downloads
Rosa Bernardini Papalia
2003,28: Asymptotic properties of model selection procedures in linear regression Downloads
Bernd Droge
2003,27: On Representative Trust Downloads
Charles Bellemare and Sabine Kröger
2003,26: Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security Downloads
Gökhan Aydınlı, Wolfgang Härdle and E. Neuwirth
2003,25: Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface Downloads
Matthias Fengler and Qihua Wang
2003,24: On Representative Trust Downloads
Charles Bellemare and Sabine Kröger
2003,23: XploRe Quantlet Client: Web Service for Mathematical and Statistical Computing Downloads
Heiko Lehmann
2003,22: Electronic books for experts and users Downloads
Zdeněk Hlávka
2003,21: A Market Basket Analysis Based on the Multivariate MNL Model Downloads
Yasemin Boztug and Lutz Hildebrandt
2003,20: E-learning, e-teaching of statistics: A new challenge Downloads
Gökhan Aydınlı, Wolfgang Härdle and Bernd Rönz
2003,19: Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie Downloads
Steffen Brenner, Wolfgang Härdle and Rainer Schulz
2003,18: Adaptive estimation for affine stochastic delay differential equations Downloads
Markus Reiß
2003,17: Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth Downloads
Markus Reiß and Dirk Bethmann
2003,16: Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term Downloads
Evelyn Buckwar
2003,15: Nonparametric Methods in Continuous-Time Finance: A Selective Review Downloads
Zongwu Cai and Yongmiao Hong
2003,14: Wann sind falsche VaR-Modelle dennoch adäquat? Downloads
Wolfgang Härdle, Zdeněk Hlávka and G. Stahl
2003,13: Inflation Expectations in the EU: Results from Survey Data Downloads
Hannah Nielsen
2003,12: On integrals with respect to Levy processes Downloads
Uwe Küchler
2003,11: Cyclical correlations, credit contagion, and portfolio losses Downloads
Kay Giesecke and Stefan Weber
2003,10: Correlation Risk Premia for Multi-Asset Equity Options Downloads
Matthias Fengler and Peter Schwendner
2003,9: Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations Downloads
John A. D. Appleby and Evelyn Buckwar
2003,8: On oscillations of the geometric Brownian motion with time delayed drift Downloads
Uwe Küchler and Alexander Gushchin
2003,7: Trending Time-Varying Coefficient Models With Serially Correlated Errors Downloads
Zongwu Cai
2003,6: Markovian short rates in a forward rate model with a general class of Lévy processes Downloads
Uwe Küchler and Eva Naumann
2003,5: Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood Downloads
Olaf Bunke and Jan Johannes
2003,4: Testing for vector autoregressive dynamics under heteroskedasticity Downloads
Christian Hafner and Helmut Herwartz
2003,3: Forecasting sectoral trade growth under flexible exchange rates Downloads
Helmut Herwartz and Henning Weber
Page updated 2021-09-19
Sorted by number, 4d-year left