SFB 649 Discussion Papers

From Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2007-038: Economic integration and the foreign exchange

Enzo Weber

2007-037: Calibrating CAT bonds for Mexican earthquakes

Wolfgang Härdle and Brenda López Cabrera

2007-036: Yxilon: A client-server based statistical environment

Wolfgang Härdle, Sigbert Klinke and Uwe Ziegenhagen

2007-035: Estimating probabilities of default with support vector machines

Wolfgang Härdle, Rouslan A. Moro and Dorothea Schäfer

2007-034: A note on the effect of outsourcing on union wages

Sebastian Braun and Juliane Scheffel

2007-033: Does international outsourcing depress union wages?

Sebastian Braun and Juliane Scheffel

2007-032: Visualization of competitive market structure by means of choice data

Werner Kunz

2007-031: Using Wiki to build an e-learning system in statistics in Arabic language

Taleb Ahmad, Wolfgang Härdle and Sigbert Klinke

2007-030: Robust maximization of consumption with logarithmic utility

Daniel Hernández-Hernández and Alexander Schied

2007-029: Comparison of panel cointegration tests

Deniz Dilan Karaman Örsal

2007-028: Macroeconomic policy in a heterogeneous Monetary Union

Oliver Grimm and Stefan Ried

2007-027: Long memory persistence in the factor of Implied volatility dynamics

Wolfgang Härdle and Julius Mungo

2007-026: Robust optimal control for a consumption-investment problem

Alexander Schied

2007-025: Statistics of risk aversion

Enzo Giacomini and Wolfgang Härdle

2007-024: From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples

Ya'acov Ritov and Wolfgang Härdle

2007-023: Time series modelling with semiparametric factor dynamics

Szymon Borak, Wolfgang Härdle, Enno Mammen and Byeong U. Park

2007-022: A generalized ARFIMA process with Markov-switching fractional differencing parameter

Wen-Jen Tsay and Wolfgang Härdle

2007-021: Ideology without ideologists

Lydia Mechtenberg

2007-020: Computational statistics and data visualization

Antony Unwin, Chun-houh Chen and Wolfgang Härdle

2007-019: Regional and outward economic integration in South-East Asia

Enzo Weber

2007-018: Simultaneous causality in international trade

Enzo Weber

2007-017: Empirical pricing kernels and investor preferences

Kai Detlefsen, Wolfgang Härdle and Rouslan A. Moro

2007-016: Fiscal policy rules in practice

Andreas Thams

2007-015: Who leads financial markets?

Enzo Weber

2007-014: What happened to the transatlantic capital market relations?

Enzo Weber

2007-013: Uncertain paternity, mating market failure, and the institution of marriage

Dirk Bethmann and Michael Kvasnicka

2007-012: Are correlations constant over time? Application of the CC-TRIGt-test to return series from different asset classes

Matthias J. Fischer

2007-011: Media coverage and macroeconomic information processing

Alexandra Niessen-Ruenzi

2007-010: On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model

Volker Krätschmer

2007-009: Union wage compression in a Right-to-Manage model

Thorsten Vogel

2007-008: Sectoral transformation, turbulence, and labour market dynamics in Germany

Ronald Bachmann and Michael Burda

2007-007: Rules, discretion or reputation? Monetary policies and the efficiency of financial markets in Germany, 14th to 16th centuries

Oliver Volckart

2007-006: Real origins of the Great Depression: Monopolistic competition, union power, and the American business cycle in the 1920s

Monique Ebell and Albrecht Ritschl

2007-005: Quantile sieve estimates for time series

Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje

2007-004: Volatility and causality in Asia Pacific financial markets

Enzo Weber

2007-003a: Explaining asset prices with external habits and wage rigidities in a DSGE model

Harald Uhlig

2007-003: Explaining asset prices with external habits and wage rigidities in a DSGE model

Harald Uhlig

2007-002: Robust risk management: Accounting for nonstationarity and heavy tails

Ying Chen and Vladimir Spokoiny

2007-001: Trade liberalisation, process and product innovation, and relative skill demand

Sebastian Braun

2006-089: Biases in estimates of the smoking wage penalty

Silke Anger and Michael Kvasnicka

2006-088: Imitation with intention and memory: An experiment

Astrid Matthey

2006-087: What kind of shock was it? Regional integration and structural change in Germany after unification

Michael Burda

2006-086: Overreaction and multiple tail dependence at the high-frequency level: The copula rose

Wing Lon Ng

2006-085: Relational contracts and inequity aversion

Jenny Kragl and Julia Schmid

2006-084: PLS path modeling: A software review

Dirk Temme, Henning Kreis and Lutz Hildebrandt

2006-083: Formative measurement models in covariance structure analysis: Specification and identification

Lutz Hildebrandt and Dirk Temme

2006-082: Probleme der Validierung mit Strukturgleichungsmodellen

Lutz Hildebrandt and Dirk Temme

2006-081: Compactness in spaces of inner regular measures and a general Portmanteau lemma

Volker Krätschmer

2006-080: The uniqueness of extremum estimation

Volker Krätschmer

2006-079: Do individuals recognize cascade behavior of others? An experimental study

Tim Grebe, Julia Schmid and Andreas Stiehler