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SFB 649 Discussion Papers, HU Berlin

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Showing items 209-229 of 703.

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DateTitle Authors
2011 What drives the relationship between inflation and price dispersion? Market power vs. price rigidityBecker, Sascha
2011 Forward-backward systems for expected utility maximizationHorst, Ulrich / Hu, Ying / Imkeller, Peter / Réveillac, Anthony / Zhang, Jianing
2011 Predicting bid-ask spreads using long memory autoregressive conditional poisson modelsGroß-Klußmann, Axel / Hautsch, Nikolaus
2011 The information content of central bank interest rate projections: Evidence from New ZealandDetmers, Gunda-Alexandra / Nautz, Dieter
2011 Solving DSGE models with a nonlinear moving averageLan, Hong / Meyer-Gohde, Alexander
2011 The economics of TARGET2 balancesBindseil, Ulrich / König, Philipp Johann
2011 How do unusual working schedules affect social life?Scheffel, Juliane
2011 On heterogeneous latent class models with applications to the analysis of rating scoresBertrand, Aurélie / Hafner, Christian M.
2011 Semiparametric estimation with generated covariatesMammen, Enno / Rothe, Christoph / Schienle, Melanie
2011 Unwillingness to pay for privacy: A field experimentBeresford, Alastair R. / Kübler, Dorothea / Preibusch, Sören
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2011 Financial network systemic risk contributionsHautsch, Nikolaus / Schaumburg, Julia / Schienle, Melanie
2011 Optimal liquidation in dark poolsKratz, Peter / Schöneborn, Torsten
2011 Econometric analysis of volatile art marketsBocart, Fabian Y. R. P. / Hafner, Christian M.
2011 Minimal supersolutions of BSDEs with lower semicontinuous generationsHeyne, Gregor / Kupper, Michael / Mainberger, Christoph
2011 Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus / Reiß, Markus
2011 Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patternsMyšičková, Alena / Song, Song / Majer, Piotr / Mohr, Peter N. C. / Heekeren, Hauke R. / Härdle, Wolfgang K.
2011 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna / Reiß, Markus
2011 What explains the German labor market miracle in the Great Recession?Burda, Michael C. / Hunt, Jennifer
2011 Asymptotic equivalence and sufficiency for volatility estimation under microstructure noiseReiß, Markus
2011 The power of sunspots: An experimental analysisFehr, Dietmar / Heinemann, Frank / Llorente-Saguer, Aniol
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