EconStor >
Humboldt-Universität zu Berlin >
Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin >

SFB 649 Discussion Papers, HU Berlin

Collection home page

 
 
or browse     
 

Ordering With Most Recent First Show Oldest First

Showing items 1-21 of 681.

Next page
DateTitle Authors
2014 Credit risk calibration based on CDS spreadsChao, Shih-kang / Härdle, Wolfgang Karl / Hien, Pham-thu
2014 Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated modelBoortz, Christopher / Kremer, Stephanie / Jurkatis, Simon / Nautz, Dieter
2014 Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut / Netésunajev, Aleksei
2014 Is there a demand for multi-year crop insurance?Osipenko, Maria / Shen, Zhiwei / Odening, Martin
2014 Boiling the frog optimally: Nan experiment on survivor curve shapes and internet revenueAperjis, Christina / Bosch-Rosa, Ciril / Friedman, Daniel / Huberman, Bernardo A.
2014 Comparing solution methods for DSGE models with labor market searchLan, Hong
2014 That's how we roll: An experiment on rollover riskBosch-Rosa, Ciril
2014 Certification and market transparencyStahl, Konrad / Strausz, Roland
2014 Adaptive order flow forecasting with multiplicative error modelsHärdle, Wolfgang K. / Mihoci, Andrija / Ting, Christopher Hian-Ann
2014 Beyond dimension two: A test for higher-order tail riskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2014 Improved volatility estimation based on limit order booksBibinger, Markus / Jirak, Moritz / Reiss, Markus
2014 Inflation expectations spillovers between the United States and euro areaNetšunajev, Aleksei / Winkelmann, Lars
2014 The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trendsChen, Cathy Yi-hsuan / Härdle, Wolfgang K. / Hien, Pham-thu
2014 TEDAS - Tail Event Driven ASset AllocationHärdle, Wolfgang Karl / Nasekin, Sergey / Lee, David Kuo Chuen / Fai, Phoon Kok
2014 Strategic complementarities and nominal rigiditiesKönig, Philipp / Meyer-Gohde, Alexander
2014 Forecasting generalized quantiles of electricity demand: A functional data approachLópez Cabrera, Brenda / Schulz, Franziska
2014 Risky linear approximationsMeyer-Gohde, Alexander
2014 Stale forward guidanceDetmers, Gunda-Alexandra / Nautz, Dieter
2014 Confidence corridors for multivariate generalized quantile regressionChao, Shih-kang / Proksch, Katharina / Dette, Holger / Härdle, Wolfgang
2014 Common price and volatility jumps in noisy high-frequency dataBibinger, Markus / Winkelmann, Lars
2014 Localising forward intensities for multiperiod corporate defaultDedy Dwi Prastyo / Härdle, Wolfgang Karl
Next page