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

ISSN: 1436-1086

Publikationen (sortiert nach Titel in absteigender Richtung): 141 bis 160 von 616
ErscheinungsjahrTitelAutor:innen
2001Distributed computing in a time series analysis systemYamamoto, Yoshikazu; Nakano, Junji
2001Langzeiteffekte der Theory of Games and Economic Behavior: Zur Anwendung der Spieltheorie in den (Sozial-)wissenschaftenGüth, Werner; Kliemt, Hartmut
2001Nonparametric kernel estimation of evolutionary autoregressive processesKim, Woocheol
2001Smoothed influence function: Another view at robust nonparametric regressionTamine, Julien
2001A benchmark model for financial marketsPlaten, Eckhard
2001The costs of not knowing the radiusRieder, Helmut; Kohl, Matthias; Ruckdeschel, Peter
2001A mixed user interface for a statistical systemYamamoto, Yoshikazu; Nakano, Junji; Fujiwara, Takeshi; Kobayashi, Ikunori
2001The dynamics of implied volatilities: A common principal components approachFengler, Matthias R.; Härdle, Wolfgang Karl; Villa, Christophe
2001Extracting implicit density functions from short term interest rate optionsNielsen, Hannah
2001Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implicationsHerwartz, Helmut; Reimers, Hans-Eggert
2001Convergence of locally and globally interacting Markov chainsFöllmer, Hans; Horst, Ulrich
2001Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rateGil-Alaña, Luis A.
2001Bidding behavior in asymmetric auctions: An experimental studyGüth, Werner; Ivanova-Stenzel, Radosveta; Wolfstetter, Elmar
2001Measures for the structure of clustering and admissibilities of its algorithmTakeuchi, Akinobu; Yadohisa, Hiroshi; Inada, Koichi
2001The third generation (UMTS) spectrum auction in GermanyGrimm, Veronika; Riedel, Frank; Wolfstetter, Elmar
2001Quantile-VaR is the wrong measure to quantify market risk for regulatory purposesJaschke, Stefan R.
2001A stochastic representation theorem with applications to optimization and obstacle problemsBank, Peter; El Karoui, Nicole
2001Initial offerings of optionsMüller, Sigrid M.
2001Autoregressive aided periodogram bootstrap for time seriesKreiss, Jens-Peter; Paparoditis, Efstathios
2001Affine stochastic differential equations with infinite delay on abstract phase spacesRiedle, Markus
Publikationen (sortiert nach Titel in absteigender Richtung): 141 bis 160 von 616
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