CoFE-Diskussionspapiere, Universität Konstanz

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153
Year of PublicationTitleAuthor(s)
2008 Kinetic equations modelling wealth redistribution: a comparison of approachesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2008 Importance sampling for backward SDEsBendera, Christian; Moseler, Thilo
2008 Managerial responses to incentives: control of firm risk, derivative pricing implications, and outside wealth managementJackwerth, Jens Carsten; Hodder, James E.
2008 A Boltzmann-type approach to the formation of wealth distribution curvesDüring, Bertram; Matthes, Daniel; Toscani, Giuseppe
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten; Constantinides, George M.; Czerwonko, Michal; Perrakis, Stelios
2008 Recovering delisting returns of hedge fundsHodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga
2008 International and domestic trading and wealth distributionDüring, Bertram; Toscani, Giuseppe
2008 Modelling and forecasting multivariate realized volatilityChiriac, Roxana; Voev, Valeri
2008 A nonparametric regression cross spectrum for multivariate time seriesBeran, Jan
2008 Filtered Log-periodogram Regression of long memory processesFeng, Yuanhua; Beran, Jan
2008 Asset pricing under information with stochastic volatilityDüring, Bertram
2007 Two-dimensional risk neutral valuation relationships for the pricing of optionsFranke, Günter; Huang, James; Stapleton, Richard C.
2007 Customer trading in the foreign exchange market empirical evidence from an internet trading platformLechner, Sandra; Nolte, Ingmar
2007 Securitisation of mezzanine capital in GermanyFranke, Günter; Hein, Julia
2007 Panel intensity models with latent factors: an application to the trading dynamics on the foreign exchange marketNolte, Ingmar; Voev, Valeri
2007 On parameter estimation for locally stationary long-memory processesBeran, Jan
2007 Hydrodynamics from kinetic models of conservative economiesDüring, B.; Toscani, Giuseppe
2007 Information asymmetries and securitization designFranke, Günter; Herrmann, Markus; Weber, Thomas
2007 Non-market wealth, background risk and portfolio choiceFranke, Günter; Schlesinger, Harris; Stapleton, Richard C.
2007 Dual income taxation as a stepping stone towards a European corporate income taxGenser, Bernd; Schindler, Dirk
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153