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 On Representative TrustBellemare, Charles; Kröger, Sabine
2003 Stock Performance around Share Repurchase Announcements in GermanyStehle, Richard; Seifert, Udo
2003 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003 Robust adaptive estimation of dimension reduction spaceČížek, Pavel; Härdle, Wolfgang
2003 MD*Book and XQC/XQS - an Architecture for Reproducible ResearchKlinke, Sigbert; Lehmann, Heiko
2003 Confidence Intervals for State Price DensitiesHlávka, Zdeněk
2003 Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
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 Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility SurfaceFengler, Matthias R.; Wang, Qihua
2003 XploRe Quantlet Client: Web Service for Mathematical and Statistical ComputingLehmann, Heiko
2003 American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying ViewBank, Peter; Föllmer, Hans
2003 About sense and nonsense of non- and semiparametric analysis in applied econometricsSperlich, Stefan
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003 Immobilienbewertung mit dem Realoptionsverfahren: Eine UmsetzungsstudieBrenner, Steffen; Härdle, Wolfgang Karl; Schulz, Rainer
2003 On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe; Gushchin, Alexander A.
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 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
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
Also listed in RePEc / EconPapers