Discussion Papers, SFB 373, HU 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 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003 Trending Time-Varying Coefficient Models With Serially Correlated ErrorsCai, Zongwu
2003 On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe; Gushchin, Alexander A.
2003 Robust adaptive estimation of dimension reduction spaceČížek, Pavel; Härdle, Wolfgang
2003 Selfinformative Limits of Bayes Estimates and Generalized Maximum LikelihoodBunke, Olaf; Johannes, Jan
2003 Noise Induced Oscillation in Solutions of Stochastic Delay Differential EquationsAppleby, John A. D.; Buckwar, Evelyn
2003 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003 Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
2003 Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory termBuckwar, Evelyn
2003 Nonparametric Methods in Continuous-Time Finance: A Selective ReviewCai, Zongwu; Hong, Yongmiao
2003 On integrals with respect to Levy processesKüchler, Uwe
2003 Transitional Dynamics in the Uzawa-Lucas Model of Endogenous GrowthReiß, Markus; Bethmann, Dirk
2003 Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
2003 Cyclical correlations, credit contagion, and portfolio lossesGiesecke, Kay; Weber, Stefan
2003 Inflation Expectations in the EU: Results from Survey DataNielsen, Hannah
2003 Correlation Risk Premia for Multi-Asset Equity OptionsFengler, Matthias R.; Schwendner, Peter
2003 On Representative TrustBellemare, Charles; Kröger, Sabine
2003 Electronic books for experts and usersHlávka, Zdeněk
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
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