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)
2003Consistent Testing for Stochastic Dominance under General Sampling SchemesLinton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
2003A Note on Optimal Stopping in Models with DelayGapeev, Pavel V.; Reiß, M.
2003Trending Time-Varying Coefficient Models With Serially Correlated ErrorsCai, Zongwu
2003Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility SurfaceFengler, Matthias R.; Wang, Qihua
2003A Heliocentric Journey into Germany´s Great DepressionWeder, Mark
2003Robust adaptive estimation of dimension reduction spaceČížek, Pavel; Härdle, Wolfgang
2003Nonparametric Methods in Continuous-Time Finance: A Selective ReviewCai, Zongwu; Hong, Yongmiao
2003Sticky Information vs. Sticky Prices : A Horse Race in a DSGE FrameworkTrabandt, Mathias
2003Modeling the Learning from Repeated Samples: A Generalized Cross Entropy ApproachPapalia, Rosa Bernardini
2003XploRe Quantlet Client: Web Service for Mathematical and Statistical ComputingLehmann, Heiko
2003Noise Induced Oscillation in Solutions of Stochastic Delay Differential EquationsAppleby, John A. D.; Buckwar, Evelyn
2003About sense and nonsense of non- and semiparametric analysis in applied econometricsSperlich, Stefan
2003On integrals with respect to Levy processesKüchler, Uwe
2003On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with DelayKüchler, Uwe; Gapeev, Pavel V.
2003E-learning, e-teaching of statistics: A new challengeAydınlı, Gökhan; Härdle, Wolfgang Karl; Rönz, Bernd
2003Immobilienbewertung mit dem Realoptionsverfahren: Eine UmsetzungsstudieBrenner, Steffen; Härdle, Wolfgang Karl; Schulz, Rainer
2003On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe; Gushchin, Alexander A.
2003Distribution-Invariant Dynamic Risk MeasuresWeber, Stefan
2003Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal DistributionsHernandez-Molinar, Raul; Lefante, John
2003Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and SecurityAydınlı, Gökhan; Härdle, Wolfgang Karl; Neuwirth, E.
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 616
Also listed in RePEc / EconPapers