Discussion Papers, Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
Year of PublicationTitleAuthor(s)
2003 Implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno
2003 Confidence Intervals for State Price DensitiesHlávka, Zdeněk
2003 Inside The Black Box of Temporary Help AgenciesKvasnicka, Michael
2003 American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying ViewBank, Peter; Föllmer, Hans
2003 A Heliocentric Journey into Germany´s Great DepressionWeder, Mark
2003 Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot ExpectationsWeder, Mark
2003 Distribution-Invariant Dynamic Risk MeasuresWeber, Stefan
2003 Stock Performance around Share Repurchase Announcements in GermanyStehle, Richard; Seifert, Udo
2003 Sticky Information vs. Sticky Prices : A Horse Race in a DSGE FrameworkTrabandt, Mathias
2003 How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?Simar, Léopold
2003 Regression quantiles with errors-in-variablesIoannides, D. A.; Matzner-Lober, E.
2003 On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion ProcessesGapeev, Pavel V.; Küchler, Uwe
2003 Asymptotic theory for M-estimators of boundariesKnight, Keith
2003 Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal DistributionsHernandez-Molinar, Raul; Lefante, John
2003 MD*Book and XQC/XQS - an Architecture for Reproducible ResearchKlinke, Sigbert; Lehmann, Heiko
2003 A Note on Optimal Stopping in Models with DelayGapeev, Pavel V.; Reiß, M.
2003 On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with DelayKüchler, Uwe; Gapeev, Pavel V.
2003 Unpaid overtime in Germany : differences between East and WestAnger, Silke
2003 On L2-stability of solutions of linear stochastic delay differential equationsGilsing, Hagen
2003 On integrals with respect to Levy processesKüchler, Uwe
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
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