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

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 616
Year of PublicationTitleAuthor(s)
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 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003 Correlation Risk Premia for Multi-Asset Equity OptionsFengler, Matthias R.; Schwendner, Peter
2003 Noise Induced Oscillation in Solutions of Stochastic Delay Differential EquationsAppleby, John A. D.; Buckwar, Evelyn
2003 Transitional Dynamics in the Uzawa-Lucas Model of Endogenous GrowthReiß, Markus; Bethmann, Dirk
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 On Representative TrustBellemare, Charles; Kröger, Sabine
2003 Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and SecurityAydınlı, Gökhan; Härdle, Wolfgang Karl; Neuwirth, E.
2003 On Representative TrustBellemare, Charles; Kröger, Sabine
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 Consistent Testing for Stochastic Dominance under General Sampling SchemesLinton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
2003 American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying ViewBank, Peter; Föllmer, Hans
2003 Inside The Black Box of Temporary Help AgenciesKvasnicka, Michael
2003 Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession CountriesHoltemöller, Oliver
2003 Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot ExpectationsWeder, Mark
2003 A Heliocentric Journey into Germany´s Great DepressionWeder, Mark
2003 Stock Performance around Share Repurchase Announcements in GermanyStehle, Richard; Seifert, Udo
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 616
Also listed in RePEc / EconPapers