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 About sense and nonsense of non- and semiparametric analysis in applied econometricsSperlich, Stefan
2003 On integrals with respect to Levy processesKüchler, Uwe
2003 Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
2003 On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with DelayKüchler, Uwe; Gapeev, Pavel V.
2003 On L2-stability of solutions of linear stochastic delay differential equationsGilsing, Hagen
2003 Regression quantiles with errors-in-variablesIoannides, D. A.; Matzner-Lober, E.
2003 Asymptotic properties of model selection procedures in linear regressionDroge, Bernd
2003 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003 On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe; Gushchin, Alexander A.
2003 Implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003 Unpaid overtime in Germany : differences between East and WestAnger, Silke
2003 Electronic books for experts and usersHlávka, Zdeněk
2003 Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory termBuckwar, Evelyn
2003 Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
2003 Nonparametric Methods in Continuous-Time Finance: A Selective ReviewCai, Zongwu; Hong, Yongmiao
2003 Immobilienbewertung mit dem Realoptionsverfahren: Eine UmsetzungsstudieBrenner, Steffen; Härdle, Wolfgang Karl; Schulz, Rainer
2003 E-learning, e-teaching of statistics: A new challengeAydınlı, Gökhan; Härdle, Wolfgang Karl; Rönz, Bernd
2003 Cyclical correlations, credit contagion, and portfolio lossesGiesecke, Kay; Weber, Stefan
2003 Inflation Expectations in the EU: Results from Survey DataNielsen, Hannah
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
Also listed in RePEc / EconPapers