CoFE-Diskussionspapiere, Universität Konstanz

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 153
Year of PublicationTitleAuthor(s)
2007Estimating high-frequency based (co-) variances: A unified approachNolte, Ingmar; Voev, Valeri
2007On parameter estimation for locally stationary long-memory processesBeran, Jan
2007Hydrodynamics from kinetic models of conservative economiesDüring, B.; Toscani, Giuseppe
2007Non-market wealth, background risk and portfolio choiceFranke, Günter; Schlesinger, Harris; Stapleton, Richard C.
2007Estimation of a nonparametric regression spectrum for multivariate time seriesBeran, Jan; Heiler, Mark A.
2007Securitisation of mezzanine capital in GermanyFranke, Günter; Hein, Julia
2006A trade-by-trade surprise measure and its relation to observed spreads on the NYSEVoev, Valeri
2006A sequential quadratic programming method for volatility estimation in option pricingDüring, Bertram; Jüngel, Ansgar; Volkwein, S.
2006Return predictability and stock market crashes in a simple rational expectation modelsFranke, Günter; Lüders, Erik
2006Estimating liquidity using information on the multivariate trading processBien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
2006Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?Franke, Günter; Weber, Thomas
2006Wieweit tragen rationale Modelle in der Finanzmarktforschung?Franke, Günter; Weber, Thomas
2006Anforderungen in Zeiten eines beschleunigten "industriellen" Strukturwandels: Integrierte FinanzwertschöpfungFranke, Günter
2006A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamicsBien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
2006Company tax reform in Europe and its effect on collusive behaviorSchindler, Dirk; Schjelderup, Guttorm
2005Option pricing: Real and risk-neutral distributionsConstantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos
2005Return predictability and stock market crashes in a simple rational expectations modelLüders, Erik; Franke, Günter
2005Incentive contracts and hedge fund managementHodder, James E.; Jackwerth, Jens Carsten
2005Incremental risk vulnerabilityFranke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
2005Mispricing of S&P 500 index optionsConstantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 153
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