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

ISSN: 1436-1086

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 616
ErscheinungsjahrTitelAutor:innen
2003Inside The Black Box of Temporary Help AgenciesKvasnicka, Michael
2003On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003Cyclical correlations, credit contagion, and portfolio lossesGiesecke, Kay; Weber, Stefan
2003Transitional Dynamics in the Uzawa-Lucas Model of Endogenous GrowthReiß, Markus; Bethmann, Dirk
2003Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession CountriesHoltemöller, Oliver
2003Electronic books for experts and usersHlávka, Zdeněk
2003Inflation Expectations in the EU: Results from Survey DataNielsen, Hannah
2003American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying ViewBank, Peter; Föllmer, Hans
2003Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot ExpectationsWeder, Mark
2003On Representative TrustBellemare, Charles; Kröger, Sabine
2003Asymptotic properties of model selection procedures in linear regressionDroge, Bernd
2003Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under DependenceCamlong-Viot, Christine; Rodríguez-Póo, Juan M.; Vieu, Philippe
2003Implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno
2003On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion ProcessesGapeev, Pavel V.; Küchler, Uwe
2003Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003Selfinformative Limits of Bayes Estimates and Generalized Maximum LikelihoodBunke, Olaf; Johannes, Jan
2003Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
2003Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
2003Correlation Risk Premia for Multi-Asset Equity OptionsFengler, Matthias R.; Schwendner, Peter
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 616
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