SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
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2008-018: Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality

Viktor Winschel and Markus Krätzig

2008-017: Adaptive forecasting of the EURIBOR swap term structure

Oliver J. Blaskowitz and Helmut Herwartz

2008-016: Estimating investment equations in imperfect capital markets

Silke Hüttel, Oliver Musshoff, Martin Odening and Nataliya Zinych

2008-015: Structural constant conditional correlation

Enzo Weber

2008-014: Support vector regression based GARCH model with application to forecasting volatility of financial returns

Shiyi Chen, Kiho Jeong and Wolfgang Härdle

2008-013: House prices and replacement cost: A mMicro-level analysis

Rainer Schulz and Axel Werwatz

2008-012: Visualizing exploratory factor analysis models

Sigbert Klinke and Cornelia Wagner

2008-011: Don't aim too high: The potential costs of high aspirations

Astrid Matthey and Nadja Dwenger

2008-010: Do public banks have a competitive advantage?

Astrid Matthey

2008-009: Recursive portfolio selection with decision trees

Anton Andriyashin, Wolfgang Härdle and Roman Timofeev

2008-008: Do legal standards affect ethical concerns of consumers?

Dirk Engelmann and Dorothea Kübler

2008-007: A consistent nonparametric test for causality in quantile

Kiho Jeong and Wolfgang Härdle

2008-006: Value-at-risk and expected shortfall when there is long range dependence

Wolfgang Härdle and Julius Mungo

2008-005: The default risk of firms examined with smooth support vector machines

Wolfgang Härdle, Yuh-Jye Lee, Dorothea Schäfer and Yi-Ren Yeh

2008-004: Independent component analysis via copula techniques

Ray-Bing Chen, Meihui Guo, Wolfgang Härdle and Shih-Feng Huang

2008-003: The bayesian additive classification tree applied to credit risk modelling

Junni L. Zhang and Wolfgang Härdle

2008-002: Adaptive pointwise estimation in time-inhomogeneous time-series models

Pavel Cizek, Wolfgang Härdle and Vladimir Spokoiny

2008-001: Testing monotonicity of pricing Kernels

Yuri Golubev, Wolfgang Härdle and Roman Timofeev

2007-070: Telling the truth may not pay off: An empirical study of centralised university admissions in Germany

Sebastian Braun, Nadja Dwenger and Dorothea Kübler

2007-069: Solving linear rational expectations models with lagged expectations quickly and easily

Alexander Meyer-Gohde

2007-068: Why votes have a value

Ingolf Dittmann, Dorothea Kübler, Ernst Maug and Lydia Mechtenberg

2007-067: A stochastic volatility libor model and its robust calibration

Denis Belomestny, Stanley Matthew and John G. M. Schoenmakers

2007-066: Modelling financial high frequency data using point processes

Luc Bauwens and Nikolaus Hautsch

2007-065: Integrating latent variables in discrete choice models: How higher-order values and attitudes determine consumer choice

Dirk Temme, Marcel Paulssen and Till Dannewald

2007-064: Correlation vs. causality in stock market comovement

Enzo Weber

2007-063: Determinants of the acquisition of smaller firms by larger incumbents in high-tech industries: Are they related to innovation and technology sourcing?

Marcus Wagner

2007-062: Das hybride Wahlmodell und seine Anwendung im Marketing

Till Dannewald, Henning Kreis and Nadja Silberhorn

2007-061: Embedding R in the Mediawiki

Sigbert Klinke and Olga Zlatkin-Troitschanskaia

2007-060: Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs

Volodymyr Perederiy

2007-059: Long-term orientation in family and non-family firms: A Bayesian analysis

Jörn Hendrich Block and Andreas Thams

2007-058: Total work, gender and social norms

Michael Burda, Daniel Hamermesh and Philippe Weil

2007-057: Conditional complexity of compression for authorship attribution

Mikhail B. Malyutov, Chammi Irosha Wickramasinghe and Sufeng Li

2007-056: Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen: Eine empirische Studie für Deutschland, Österreich und die Schweiz

Kerstin Kiefer and Philipp Schorn

2007-055: Why managers hold shares of their firms: An empirical analysis

Ulf von Lilienfeld-Toal and Stefan Ruenzi

2007-054: The drivers and implications of business divestiture: An application and extension of prior findings

Carolin Decker and Thomas Mellewigt

2007-053: World war 2, missing men, and out-of-wedlock childbearing

Michael Kvasnicka and Dirk Bethmann

2007-052: Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model

Nikolaus Hautsch

2007-051: Mergers & acquisitions and innovation performance in the telecommunications equipment industry

Tseveen Gantumur and Andreas Stephan

2007-050: On the utility of e-learning in statistics

Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen

2007-049: Occupational choice and the spirit of capitalism

Matthias Doepke and Fabrizio Zilibotti

2007-048: Sensitivities for Bermudan options by regression methods

Denis Belomestny, Grigori N. Milstein and John G. M. Schoenmakers

2007-047: Risiken infolge von Technologie-Outsourcing?

Michael Stephan

2007-046: Estimation with the nested logit model: Specifications and software particularities

Nadja Silberhorn, Yasemin Boztug and Lutz Hildebrandt

2007-045: Promotion tournaments and individual performance pay

Anja Schöttner and Veikko Thiele

2007-044: Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen

Ronald Franken

2007-043: How do rating agencies score in predicting firm performance

Gunter Löffler and Peter Posch

2007-042: Exchange rate uncertainty and trade growth: A comparison of linear and nonlinear (forecasting) models

Helmut Herwartz and Henning Weber

2007-041: QuantNet: A database-driven online repository of scientific information

Anton Andriyashin and Wolfgang Härdle

2007-040: Optimal policy under model uncertainty: A structural-bayesian estimation approach

Alexander Kriwoluzky and Christian Stoltenberg

2007-039: Tracking down the business cycle: A dynamic factor model for Germany 1820-1913

Samad Sarferaz and Martin Uebele