CoFE-Diskussionspapiere, Universität Konstanz

Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 153
Year of PublicationTitleAuthor(s)
2008 A Boltzmann-type approach to the formation of wealth distribution curvesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2008 A nonparametric regression cross spectrum for multivariate time seriesBeran, Jan
2008 Asset pricing under information with stochastic volatilityDüring, Bertram
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten; Constantinides, George M.; Czerwonko, Michal; Perrakis, Stelios
2008 Recovering delisting returns of hedge fundsHodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga
2008 International and domestic trading and wealth distributionDüring, Bertram; Toscani, Giuseppe
2008 Modelling and forecasting multivariate realized volatilityChiriac, Roxana; Voev, Valeri
2008 Filtered Log-periodogram Regression of long memory processesFeng, Yuanhua; Beran, Jan
2008 Managerial responses to incentives: control of firm risk, derivative pricing implications, and outside wealth managementJackwerth, Jens Carsten; Hodder, James E.
2008 Kinetic equations modelling wealth redistribution: a comparison of approachesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2008 Importance sampling for backward SDEsBendera, Christian; Moseler, Thilo
2007 Dual income taxation as a stepping stone towards a European corporate income taxGenser, Bernd; Schindler, Dirk
2007 Modelling financial time series with SEMIFAR-GARCH modelFeng, Yuanhua; Beran, Jan; Yu, Keming
2007 Optimal convergence rates in nonparametric regression with fractional time series errorsFeng, Yuanhua; Beran, Jan
2007 Estimating high-frequency based (co-) variances: a unified approachNolte, Ingmar; Voev, Valeri
2007 Dynamic modeling of large dimensional covariance matricesVoev, Valeri
2007 An inflated Multivariate Integer Count Hurdle model: an application to bid and ask quote dynamicsBien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
2007 Estimation of a nonparametric regression spectrum for multivariate time seriesBeran, Jan; Heiler, Mark A.
2007 Two-dimensional risk neutral valuation relationships for the pricing of optionsFranke, Günter; Huang, James; Stapleton, Richard C.
2007 Non-market wealth, background risk and portfolio choiceFranke, Günter; Schlesinger, Harris; Stapleton, Richard C.
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 153
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