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CoFE-Diskussionspapiere, Universität Konstanz

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DateTitle Authors
1998 What a Difference a Day Makes: On the Common Market Microstructure of Trading DaysGerhard, Frank / Hess, Dieter / Pohlmeier, Winfried
1999 A Survey on Nonparametric Time Series AnalysisHeiler, Siegfried
1999 Volatility of Stock Market Indices - An Analysis based on SEMIFAR ModelsBeran, Jan / Ocker, Dirk
1999 Hedging Price Risk When Real Wealth MattersAdam-Müller, Axel F. A.
1999 Tacit Collusion under Destination - and Origin-Based Commodity TaxationHaufler, Andreas / Schielderup, Guttorm
1999 Volatility Estimation on the Basis of Price IntensitiesGerhard, Frank / Hautsch, Nikolaus
1999 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and NonstationarityBeran, Jan
1999 International Percussions of Direct TaxesEggert, Wolfgang
1999 Backward Stochastic Differential Equations and Stochastic Controls: A New PerspectiveKohlmann, Michael / Zhou, Xun Yu
1999 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market IndicesBeran, Jan / Feng, Yuanhua / Franke, Günter / Hess, Dieter / Ocker, Dirk
1999 The Informed and Uniformed Agent's Price of a Contingent ClaimKohlmann, Michael / Zhou, Xun Yu
1999 Local Polynomial Estimation with a FARIMA-GARCH Error ProcessBeran, Jan / Feng, Yuanhua
1999 Capital Tax Competition with Inefficient Government SpendingEggert, Wolfgang
1999 SEMIFAR Forecasts, with Applications to Foreign Exchange RatesBeran, Jan / Ocker, Dirk
1999 The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services SectorKaiser, Ulrich / Buscher, Herbert S.
1999 Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errorsBeran, Jan / Feng, Yuanhua
1999 (Reflected) Backward Stochastic Differential Equations and Contingent ClaimsKohlmann, Michael
1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future TransactionsHautsch, Nikolaus
1999 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimatorsInkmann, Joachim
1999 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.Franke, Günter / Stapleton, Richard C. / Subrahmanyam, Marti G.
2000 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) modelsBeran, Jan / Ocker, Dirk
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