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Humboldt-Universität Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin
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Showing items 555-575 of 616.
| Date | Title |
Authors |
| 2002 | Assessing the discriminatory power of credit scores | Kraft, Holger / Kroisandt, Gerald / Müller, Marlene |
| 2002 | Simulation based option pricing | Lüssem, Jens / Schumacher, Jürgen |
| 2002 | MD*ReX: Linking XploRe to standard spread-sheet applications | Aydinli, Gökhan / Härdle, Wolfgang / Kleinow, Torsten / Sofyan, Hizir |
| 2002 | Structural vector autoregressive models and monetary policy analysis | Holtemöller, Oliver |
| 2002 | Nonparametric specification testing for continuous-time models with application to spot interest rates | Hong, Yongmiao / Li, Haitao |
| 2002 | Client/server based statistical computing | Kleinow, Torsten / Lehmann, Heiko |
| 2002 | Integrating a behavioral preference calculus into a simultaneous market entry game: Analyses of equilibria for selected cases of prior gain and loss experiences | Schröder, Andreas / Schade, Christian |
| 2002 | On the small sample properties of weak exogeneity tests in cointegrated VAR models | Brüggemann, Ralf |
| 2002 | Credit risk modeling and valuation: An introduction | Giesecke, Kay |
| 2002 | Should smart investors buy funds with high returns in the past? | Palomino, Frederic / Uhlig, Harald |
| 2002 | Testing for vector autoregressive dynamics under heteroskedasticity | Hafner, Christian M. / Herwartz, Helmut |
| 2003 | Robust adaptive estimation of dimension reduction space | Čížek, Pavel / Härdle, Wolfgang |
| 2003 | On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven | Herwartz, Helmut |
| 2003 | Forecasting sectoral trade growth under flexible exchange rates | Herwartz, Helmut / Weber, Henning |
| 2003 | Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood | Bunke, Olaf / Johannes, Jan |
| 2003 | Markovian short rates in a forward rate model with a general class of Lévy processes | Küchler, Uwe / Naumann, Eva |
| 2003 | Trending Time-Varying Coefficient Models With Serially Correlated Errors | Cai, Zongwu |
| 2003 | On oscillations of the geometric Brownian motion with time delayed drift | Küchler, Uwe / Gushchin, Alexander A. |
| 2003 | Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations | Appleby, John A. D. / Buckwar, Evelyn |
| 2003 | Correlation Risk Premia for Multi-Asset Equity Options | Fengler, Matthias R. / Schwendner, Peter |
| 2003 | Cyclical correlations, credit contagion, and portfolio losses | Giesecke, Kay / Weber, Stefan |
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