Discussion Papers, Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin

ISSN: 1436-1086

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 Electronic books for experts and usersHlávka, Zdeněk
2003 Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory termBuckwar, Evelyn
2003 Unpaid overtime in Germany : differences between East and WestAnger, Silke
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003 Inflation Expectations in the EU: Results from Survey DataNielsen, Hannah
2003 Selfinformative Limits of Bayes Estimates and Generalized Maximum LikelihoodBunke, Olaf; Johannes, Jan
2003 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003 Noise Induced Oscillation in Solutions of Stochastic Delay Differential EquationsAppleby, John A. D.; Buckwar, Evelyn
2003 Correlation Risk Premia for Multi-Asset Equity OptionsFengler, Matthias R.; Schwendner, Peter
2003 Cyclical correlations, credit contagion, and portfolio lossesGiesecke, Kay; Weber, Stefan
2003 Trending Time-Varying Coefficient Models With Serially Correlated ErrorsCai, Zongwu
2003 Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
2003 Robust adaptive estimation of dimension reduction spaceČížek, Pavel; Härdle, Wolfgang
2003 On Representative TrustBellemare, Charles; Kröger, Sabine
2003 Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and SecurityAydınlı, Gökhan; Härdle, Wolfgang Karl; Neuwirth, E.
2003 Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal DistributionsHernandez-Molinar, Raul; Lefante, John
2003 Modeling the Learning from Repeated Samples: A Generalized Cross Entropy ApproachPapalia, Rosa Bernardini
2003 Consistent Testing for Stochastic Dominance under General Sampling SchemesLinton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
2003 On Representative TrustBellemare, Charles; Kröger, Sabine
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
Also listed in RePEc / EconPapers