CoFE-Diskussionspapiere, Universität Konstanz

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153
Year of PublicationTitleAuthor(s)
2008Importance sampling for backward SDEsBendera, Christian; Moseler, Thilo
2008Modelling and forecasting multivariate realized volatilityChiriac, Roxana; Voev, Valeri
2008International and domestic trading and wealth distributionDüring, Bertram; Toscani, Giuseppe
2008A Boltzmann-type approach to the formation of wealth distribution curvesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2008Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth managementJackwerth, Jens Carsten; Hodder, James E.
2008Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten; Constantinides, George M.; Czerwonko, Michal; Perrakis, Stelios
2008Asset pricing under information with stochastic volatilityDüring, Bertram
2008Recovering delisting returns of hedge fundsHodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga
2008A nonparametric regression cross spectrum for multivariate time seriesBeran, Jan
2008Filtered Log-periodogram Regression of long memory processesFeng, Yuanhua; Beran, Jan
2008Kinetic equations modelling wealth redistribution: A comparison of approachesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2007Two-dimensional risk neutral valuation relationships for the pricing of optionsFranke, Günter; Huang, James; Stapleton, Richard C.
2007Customer trading in the foreign exchange market empirical evidence from an internet trading platformLechner, Sandra; Nolte, Ingmar
2007Information asymmetries and securitization designFranke, Günter; Herrmann, Markus; Weber, Thomas
2007An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamicsBien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
2007Dual income taxation as a stepping stone towards a European corporate income taxGenser, Bernd; Schindler, Dirk
2007Modelling financial time series with SEMIFAR-GARCH modelFeng, Yuanhua; Beran, Jan; Yu, Keming
2007Optimal convergence rates in nonparametric regression with fractional time series errorsFeng, Yuanhua; Beran, Jan
2007Dynamic modeling of large dimensional covariance matricesVoev, Valeri
2007Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange marketNolte, Ingmar; Voev, Valeri
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153
Also listed in RePEc / EconPapers