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

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 616
2003 On integrals with respect to Levy processesKüchler, Uwe
2003 Distribution-Invariant Dynamic Risk MeasuresWeber, Stefan
2003 A Note on Optimal Stopping in Models with DelayGapeev, Pavel V.; Reiß, M.
2003 Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot ExpectationsWeder, Mark
2003 On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with DelayKüchler, Uwe; Gapeev, Pavel V.
2003 Implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno
2003 Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal DistributionsHernandez-Molinar, Raul; Lefante, John
2003 On Representative TrustBellemare, Charles; Kröger, Sabine
2003 Modeling the Learning from Repeated Samples: A Generalized Cross Entropy ApproachPapalia, Rosa Bernardini
2003 Electronic books for experts and usersHlávka, Zdeněk
2003 Asymptotic theory for M-estimators of boundariesKnight, Keith
2003 Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under DependenceCamlong-Viot, Christine; Rodríguez-Póo, Juan M.; Vieu, Philippe
2003 Sticky Information vs. Sticky Prices : A Horse Race in a DSGE FrameworkTrabandt, Mathias
2003 Regression quantiles with errors-in-variablesIoannides, D. A.; Matzner-Lober, E.
2003 On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion ProcessesGapeev, Pavel V.; Küchler, Uwe
2003 Unpaid overtime in Germany : differences between East and WestAnger, Silke
2003 A Heliocentric Journey into Germany´s Great DepressionWeder, Mark
2003 Trending Time-Varying Coefficient Models With Serially Correlated ErrorsCai, Zongwu
2003 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003 Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 616
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