FAU Discussion Papers in Economics, Friedrich-Alexander-Universität Erlangen-Nürnberg

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 133
Year of PublicationTitleAuthor(s)
2018 Machine learning for time series forecasting - a simulation studyFischer, Thomas; Krauss, Christopher; Treichel, Alex
2018 Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500Stübinger, Johannes
2018 A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returnsEndres, Sylvia; Stübinger, Johannes
2018 Tests on asymmetry for ordered categorical variablesKlein, Ingo; Doll, Monika
2018 Loan supply and bank capital: A micro-macro linkageKick, Thomas; Kreiser, Swetlana; Merkl, Christian
2018 Sample size analysis for two-sample linear rank testsDoll, Monika; Klein, Ingo
2018 Do startups provide employment opportunities for disadvantaged workers?Fackler, Daniel; Fuchs, Michaela; Hölscher, Lisa; Schnabel, Claus
2018 Treatment allocation for linear modelsAufenanger, Tobias
2018 Habit formation, obesity, and cash rewardsAugurzky, Boris; Bauer, Thomas K.; Reichert, Arndt R.; Schmidt, Christoph M.; Tauchmann, Harald
2018 Simar and Wilson two-stage efficiency analysis for StataBadunenko, Oleg; Tauchmann, Harald
2017 Is it good to be too light? Birth weight thresholds in hospital reimbursement systemsReif, Simon; Wichert, Sebastian; Wuppermann, Amelie
2017 New concepts of symmetry for copulasMangold, Benedikt
2017 A multivariate rank test of independence based on a multiparametric polynomial copulaMangold, Benedikt
2017 Empirics on the causal effects of rent control in GermanyMense, Andreas; Michelsen, Claus; Cholodilin, Konstantin A.
2017 Pairs trading with a mean-reverting jump-diffusion model on high-frequency dataStübinger, Johannes; Endres, Sylvia
2017 Deep learning with long short-term memory networks for financial market predictionsFischer, Thomas; Krauss, Christopher
2017 (Generalized) maximum cumulative direct, paired, and residual Φ entropy principleKlein, Ingo
2017 Machine learning to improve experimental designAufenanger, Tobias
2017 Relative efficiency of confidence interval methods around effect sizesDoll, Monika
2017 Value added, wages, and labor market flows at the establishment levelMerkl, Christian; Stüber, Heiko
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 133
Also listed in RePEc / EconPapers