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FAU Discussion Papers in Economics, Friedrich-Alexander-Universität Erlangen-Nürnberg

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Showing items 1-21 of 96.

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DateTitle Authors
2016 Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500Krauss, Christopher / Do, Xuan Anh / Huck, Nicolas
2016 Fertility effects of child benefitsRiphahn, Regina T. / Wiynck, Frederik
2016 Business cycle asymmetries and the labor marketKohlbrecher, Britta / Merkl, Christian
2016 Labor selection over the business cycle: An empirical assessmentHochmuth, Brigitte / Gartner, Hermann / Kohlbrecher, Britta / Merkl, Christian
2015 Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100Krauss, Christopher / Stübinger, Johannes
2015 Economic integration and interdependence of tax policyHolzmann, Carolin / von Schwerin, Axel
2015 The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspectiveKrauss, Christopher / Krüger, Tom / Beerstecher, Daniel
2015 Feasible earnings momentum in the U.S. stock market: An investor's perspectiveKrauss, Christopher / Beerstecher, Daniel / Krüger, Tom
2015 On the power and size properties of cointegration tests in the light of high-frequency stylized factsKrauss, Christopher / Herrmann, Klaus / Teis, Stefan
2015 A multivariate linear rank test of independence based on a multiparametric copula with cubic sectionsMangold, Benedikt
2015 Statistical arbitrage pairs trading strategies: Review and outlookKrauss, Christopher
2015 Tax planning of married couples in East and West GermanyErbe, Katharina
2015 Cumulative paired Phi-entropyKlein, Ingo / Mangold, Benedikt
2015 Weight loss and sexual activity in adult obese individuals: Establishing a causal linkReichert, Arndt R. / Tauchmann, Harald / Wübker, Ansgar
2015 Trust and beliefs among Europeans: Cross-country evidence on perceptions and behaviorDieckmann, Anja / Fischbacher, Urs / Grimm, Veronika / Unfried, Matthias / Utikal, Verena / Valmasoni, Lorenzo
2015 In-group favoritism and discrimination among multiple out-groupsGrimm, Veronika / Utikal, Verena / Valmasoni, Lorenzo
2015 United, yet apart? A note on persistent labour market differences between Western and Eastern GermanySchnabel, Claus
2015 How health plan enrollees value prices relative to supplemental benefits and service qualityBünnings, Christian / Schmitz, Hendrik / Tauchmann, Harald / Ziebarth, Nicolas R.
2015 Does direct democracy foster efficient policies? An experimental investigation of costly initiativesSeebauer, Michael
2014 Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futuresHerrmann, Klaus / Teis, Stefan / Yu, Weijun
2014 Employment protection in dual labor markets: Any amplification of macroeconomic shocks?Lochner, Benjamin
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