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SFB 649 Discussion Papers, HU Berlin

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Showing items 495-515 of 741.

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DateTitle Authors
2011 What drives the relationship between inflation and price dispersion? Market power vs. price rigidityBecker, Sascha
2011 Human capital formation on skill-specific labor marketsXie, Runli
2011 Asymptotics of asynchronicityBibinger, Markus
2011 Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH dataHautsch, Nikolaus / Huang, Ruihong
2011 Multivariate volatility modeling of electricity futuresBauwens, Luc / Hafner, Christian M. / Pierret, Diane
2011 Monetary policy, trend inflation and inflation PersistenceYao, Fang
2011 When to cross the spread: Curve following with singular controlNaujokat, Felix / Horst, Ulrich
2011 Martingale approach in pricing and hedging European options under regime-switchingMilstein, Grigori N. / Spokoiny, Vladimir
2011 The merit of high-frequency data in portfolio allocationHautsch, Nikolaus / Kyj, Lada M. / Malec, Peter
2011 Monitoring, information technology and the labor shareSchneider, Dorothee
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2011 News-driven business cycles in SVARsBunk, Patrick
2011 CRRA utility maximization under risk constraintsMoreno-Bromberg, Santiago / Pirvu, Traian A. / Réveillac, Anthony
2011 Changes in occupational demand structure and their impact on individual wagesFedorets, Alexandra
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus
2012 Option calibration of exponential Lévy models: Implementation and empirical resultsSöhl, Jakob / Trabs, Mathias
2012 Total work and gender: Facts and possible explanationsBurda, Michael / Hamermesh, Daniel S. / Weil, Philippe
2012 Bye bye, GI: The impact of the US military drawdown on local German labor marketsaus dem Moore, Jan Peter / Spitz-Oener, Alexandra
2012 Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future researchBrüggemann, Ulf / Hitz, Jörg-Markus / Sellhorn, Thorsten
2012 A slab in the face: Building quality and neighborhood effectsSchulz, Rainer / Wersing, Martin
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