EconStor >
Humboldt-Universität zu Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >

Discussion Papers, SFB 373, HU Berlin

Collection home page

or browse     

Ordering With Most Recent First Show Oldest First

Showing items 42-62 of 616.

Previous page Next page
DateTitle Authors
2003 Cyclical correlations, credit contagion, and portfolio lossesGiesecke, Kay / Weber, Stefan
2003 Correlation Risk Premia for Multi-Asset Equity OptionsFengler, Matthias R. / Schwendner, Peter
2003 Noise Induced Oscillation in Solutions of Stochastic Delay Differential EquationsAppleby, John A. D. / Buckwar, Evelyn
2003 On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe / Gushchin, Alexander A.
2003 Trending Time-Varying Coefficient Models With Serially Correlated ErrorsCai, Zongwu
2003 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe / Naumann, Eva
2003 Selfinformative Limits of Bayes Estimates and Generalized Maximum LikelihoodBunke, Olaf / Johannes, Jan
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut / Weber, Henning
2003 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003 Robust adaptive estimation of dimension reduction spaceČížek, Pavel / Härdle, Wolfgang
2002 Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M. / Herwartz, Helmut
2002 Should smart investors buy funds with high returns in the past?Palomino, Frederic / Uhlig, Harald
2002 Credit risk modeling and valuation: An introductionGiesecke, Kay
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
2002 Integrating a behavioral preference calculus into a simultaneous market entry game: Analyses of equilibria for selected cases of prior gain and loss experiencesSchröder, Andreas / Schade, Christian
2002 Client/server based statistical computingKleinow, Torsten / Lehmann, Heiko
2002 Nonparametric specification testing for continuous-time models with application to spot interest ratesHong, Yongmiao / Li, Haitao
2002 Structural vector autoregressive models and monetary policy analysisHoltemöller, Oliver
2002 MD*ReX: Linking XploRe to standard spread-sheet applicationsAydinli, Gökhan / Härdle, Wolfgang / Kleinow, Torsten / Sofyan, Hizir
2002 Simulation based option pricingLüssem, Jens / Schumacher, Jürgen
2002 Assessing the discriminatory power of credit scoresKraft, Holger / Kroisandt, Gerald / Müller, Marlene
Previous page Next page