EconStor: CoFE-Diskussionspapiere, Universität Konstanz

CoFE-Diskussionspapiere, Universität Konstanz

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153

next >

Year of Publication	Title	Author(s)
*2008*	Importance sampling for backward SDEs	Bendera, Christian; Moseler, Thilo
*2008*	Modelling and forecasting multivariate realized volatility	Chiriac, Roxana; Voev, Valeri
*2008*	International and domestic trading and wealth distribution	Düring, Bertram; Toscani, Giuseppe
*2008*	A Boltzmann-type approach to the formation of wealth distribution curves	Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe
*2008*	Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management	Jackwerth, Jens Carsten; Hodder, James E.
*2008*	Are options on index futures profitable for risk averse investors? Empirical evidence	Jackwerth, Jens Carsten; Constantinides, George M.; Czerwonko, Michal; Perrakis, Stelios
*2008*	Asset pricing under information with stochastic volatility	Düring, Bertram
*2008*	Recovering delisting returns of hedge funds	Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga
*2008*	A nonparametric regression cross spectrum for multivariate time series	Beran, Jan
*2008*	Filtered Log-periodogram Regression of long memory processes	Feng, Yuanhua; Beran, Jan
*2008*	Kinetic equations modelling wealth redistribution: A comparison of approaches	Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe
*2007*	Two-dimensional risk neutral valuation relationships for the pricing of options	Franke, Günter; Huang, James; Stapleton, Richard C.
*2007*	Customer trading in the foreign exchange market empirical evidence from an internet trading platform	Lechner, Sandra; Nolte, Ingmar
*2007*	Information asymmetries and securitization design	Franke, Günter; Herrmann, Markus; Weber, Thomas
*2007*	An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics	Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
*2007*	Dual income taxation as a stepping stone towards a European corporate income tax	Genser, Bernd; Schindler, Dirk
*2007*	Modelling financial time series with SEMIFAR-GARCH model	Feng, Yuanhua; Beran, Jan; Yu, Keming
*2007*	Optimal convergence rates in nonparametric regression with fractional time series errors	Feng, Yuanhua; Beran, Jan
*2007*	Dynamic modeling of large dimensional covariance matrices	Voev, Valeri
*2007*	Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market	Nolte, Ingmar; Voev, Valeri

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153

next >

Browse

RePEc

Also listed in RePEc / EconPapers