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): 61 to 80 of 616
Year of PublicationTitleAuthor(s)
2002Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in DeutschlandBreitung, Jörg; Jagodzinski, Doris
2002Estimating state-price densities with nonparametric regressionHuynh, Kim; Kervella, Pierre; Zheng, Jun
2002On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
2002Efficient hedging for a complete jump-diffusion modelKirch, Michael; Krutchenko, R. N.; Melnikov, Aleksandr V.
2002Real estate valuation according to standardized methods: An empirical analysisSchulz, Rainer
2002Client/server based statistical computingKleinow, Torsten; Lehmann, Heiko
2002Exploring credit dataMüller, Marlene; Härdle, Wolfgang
2002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posedGobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
2002Transactions that did not happen and their influence on pricesKirman, Alan P.; Härdle, Wolfgang; Schulz, Rainer; Werwatz, Axel
2002Winner-Loser-Effekte am deutschen AktienmarktDaske, Stefan
2002MD*ReX: Linking XploRe to standard spread-sheet applicationsAydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir
2002An exponential model for dependent defaultsGiesecke, Kay
2002How precise are price distributions predicted by implied binomial trees?Härdle, Wolfgang; Zheng, Jun
2002Self-rated and changes in self-rated health as predictors of mortality: First evidence from german panel dataSchwarze, Johannes; Andersen, Hanfried H.; Anger, Silke
2002Further VAR evidence for the effectiveness of a credit channel in GermanyHoltemöller, Oliver
2002Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation studyWang, Qihua; Härdle, Wolfgang
2002Assessing the discriminatory power of credit scoresKraft, Holger; Kroisandt, Gerald; Müller, Marlene
2002Structural vector autoregressive models and monetary policy analysisHoltemöller, Oliver
2002Malliavin's calculus in insider models: Additional utility and free lunchesImkeller, Peter
2002Low-probability insurance decisions: The role of concernSchade, Christian; Kunreuther, Howard; Kaas, Klaus Peter
Collection's Items (Sorted by Title in Descending order): 61 to 80 of 616
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