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CoFE-Diskussionspapiere, Universität Konstanz

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Showing items 21-41 of 153.

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DateTitle Authors
2007 Estimation of a nonparametric regression spectrum for multivariate time seriesBeran, Jan / Heiler, Mark A.
2007 Estimating high-frequency based (co-) variances: a unified approachNolte, Ingmar / Voev, Valeri
2007 An inflated Multivariate Integer Count Hurdle model: an application to bid and ask quote dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 Optimal convergence rates in nonparametric regression with fractional time series errorsFeng, Yuanhua / Beran, Jan
2007 Modelling financial time series with SEMIFAR-GARCH modelFeng, Yuanhua / Beran, Jan / Yu, Keming
2007 Dual income taxation as a stepping stone towards a European corporate income taxGenser, Bernd / Schindler, Dirk
2006 Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?Franke, Günter / Weber, Thomas
2006 Wieweit tragen rationale Modelle in der Finanzmarktforschung?Franke, Günter / Weber, Thomas
2006 Anforderungen in Zeiten eines beschleunigten "industriellen" Strukturwandels: Integrierte FinanzwertschöpfungFranke, Günter
2006 Company tax reform in Europe and its effect on collusive behaviorSchindler, Dirk / Schjelderup, Guttorm
2006 A trade-by-trade surprise measure and its relation to observed spreads on the NYSEVoev, Valeri
2006 Estimating liquidity using information on the multivariate trading processBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2006 Return predictability and stock market crashes in a simple rational expectation modelsFranke, Günter / Lüders, Erik
2006 A sequential quadratic programming method for volatility estimation in option pricingDüring, Bertram / Jüngel, Ansgar / Volkwein, S.
2006 A Multivariate Integer Count Hurdle model: theory and application to exchange rate dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2005 The dynamics of overconfidence: Evidence from stock market forecastersDeaves, Richard / Lüders, Erik / Schröder, Michael
2005 Return predictability and stock market crashes in a simple rational expectations modelLüders, Erik / Franke, Günter
2005 Option pricing: real and risk-neutral distributionsConstantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos
2005 What can we expect from the new trade of C02-allowances?Franke, Günter
2005 Mispricing of S&P 500 index optionsConstantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos
2005 An experimental test of the impact of overconfidence and gender on trading activityDeaves, Richard / Lüders, Erik / Luo, Guo Ying
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