Report NEP-FIN-2004-02-23

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, EconWPA, revised 02 Mar 2006. [Downloadable!]
• Roman Kraeussl, 2003. "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," CFS Working Paper Series 2003/22, Center for Financial Studies. [Downloadable!]
• T. Di Matteo & T. Aste & Michel M. Dacorogna, 2004. "Using the Scaling Analysis to Characterize Financial Markets," Finance 0402014, EconWPA. [Downloadable!]
• Erik Theissen, 2003. "Organized Equity Markets in Germany," CFS Working Paper Series 2003/17, Center for Financial Studies. [Downloadable!]
• Edoardo Otranto, 2004. "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics 0402009, EconWPA, revised 05 Mar 2004. [Downloadable!]
• Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS), 2004. "Modelling an artificial stock market: When cognitive institutions influence market dynamics," Cahiers du GRES 2004-04, Groupement de Recherches Economiques et Sociales. [Downloadable!]
• Christian Leuz & Jens Wüstemann, 2003. "The Role of Accounting in the German Financial System," CFS Working Paper Series 2003/16, Center for Financial Studies. [Downloadable!]
• Ralf Ahrens & Stefan Reitz, 2003. "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series 2003/11, Center for Financial Studies. [Downloadable!]
• Stefan Jaschke & Gerhard Stahl & Richard Stehle, 2003. "Evaluating VaR Forecasts under Stress – The German Experience," CFS Working Paper Series 2003/32, Center for Financial Studies. [Downloadable!]
• Stefan Reitz & Frank Westerhoff, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," CFS Working Paper Series 2003/10, Center for Financial Studies. [Downloadable!]
• Roman Kraeussl, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies. [Downloadable!]
• Stefan Mittnik & Marc S. Paolella, 2003. "Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions," CFS Working Paper Series 2003/04, Center for Financial Studies. [Downloadable!]

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