Content
2008
- SFB649DP2008-013 House Prices and Replacement Cost: A Micro-Level Analysis
by Rainer Schulz & Axel Werwatz - SFB649DP2008-012 Visualizing exploratory factor analysis models
by Sigbert Klinke & Cornelia Wagner - SFB649DP2008-011 Don’t aim too high: the potential costs of high aspirations
by Astrid Matthey & Nadja Dwenger - SFB649DP2008-010 Do Public Banks have a Competitive Advantage?
by Astrid Matthey - SFB649DP2008-009 Recursive Portfolio Selection with Decision Trees
by Anton Andriyashin & Wolfgang Härdle & Roman Timofeev - SFB649DP2008-008 Do Legal Standards Affect Ethical Concerns of Consumers?
by Dirk Engelmann & Dorothea Kübler - SFB649DP2008-007 A Consistent Nonparametric Test for Causality in Quantile
by Kiho Jeong & Wolfgang Härdle - SFB649DP2008-006 Value-at-Risk and Expected Shortfall when there is long range dependence
by Wolfgang Härdle & Julius Mungo - SFB649DP2008-005 The Default Risk of Firms Examined with Smooth Support Vector Machines
by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh - SFB649DP2008-004 Independent Component Analysis Via Copula Techniques
by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang - SFB649DP2008-003 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
by Junni L. Zhang & Wolfgang Härdle - SFB649DP2008-002 Adaptive pointwise estimation in time-inhomogeneous time-series models
by Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny - SFB649DP2008-001 Testing Monotonicity of Pricing Kernels
by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev
2007
- SFB649DP2007-070 Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany
by Sebastian Braun & Nadja Dwenger & Dorothea Kübler - SFB649DP2007-069 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
by Alexander Meyer-Gohde - SFB649DP2007-068 Why Votes Have a Value
by Ingolf Dittmann & Dorothea Kübler & Ernst Maug & Lydia Mechtenberg - SFB649DP2007-067 A stochastic volatility Libor model and its robust calibration
by Denis Belomestny & Stanley Matthew & John Schoenmakers - SFB649DP2007-066 Modelling Financial High Frequency Data Using Point Processes
by Luc Bauwens & Nikolaus Hautsch - SFB649DP2007-065 Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice
by Dirk Temme & Marcel Paulssen & Till Dannewald - SFB649DP2007-064 Correlation vs. Causality in Stock Market Comovement
by Enzo Weber - SFB649DP2007-063 Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?
by Marcus Wagner - SFB649DP2007-062 Das Hybride Wahlmodell und seine Anwendung im Marketing
by Till Dannewald & Henning Kreis & Nadja Silberhorn - SFB649DP2007-061 Embedding R in the Mediawiki
by Sigbert Klinke & Olga Zlatkin-Troitschanskaia - SFB649DP2007-060 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
by Volodymyr Perederiy - SFB649DP2007-059 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis
by Jörn Hendrich Block & Andreas Thams - SFB649DP2007-058 Total Work, Gender and Social Norms
by Michael Burda & Daniel S. Hamermesh & Philippe Weil - SFB649DP2007-057 Conditional Complexity of Compression for Authorship Attribution
by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li - SFB649DP2007-056 Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz
by Kerstin Kiefer & Philipp Schorn - SFB649DP2007-055 Why Managers Hold Shares of Their Firms: An Empirical Analysis
by Ulf von Lilienfeld-Toal & Stefan Ruenzi - SFB649DP2007-054 The Drivers and Implications of Business Divestiture – An Application and Extension of Prior Findings
by Carolin Decker & Thomas Mellewigt - SFB649DP2007-053 World War II, Missing Men, and Out-of-wedlock Childbearing
by Michael Kvasnicka & Dirk Bethmann - SFB649DP2007-052 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
by Nikolaus Hautsch - SFB649DP2007-051 Mergers & Acquisitions and Innovation Performance in the Telecommunications Equipment Industry
by Tseveen Gantumur & Andreas Stephan - SFB649DP2007-050 On the Utility of E-Learning in Statistics
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen - SFB649DP2007-049 Occupational Choice and the Spirit of Capitalism
by Matthias Doepke & Fabrizio Zilibotti - SFB649DP2007-048 Sensitivities for Bermudan Options by Regression Methods
by Denis Belomestny & Grigori Milstein & John Schoenmakers - SFB649DP2007-047 Risiken infolge von Technologie-Outsourcing?
by Michael Stephan - SFB649DP2007-046 Estimation with the Nested Logit Model: Specifications and Software Particularities
by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt - SFB649DP2007-045 Promotion Tournaments and Individual Performance Pay
by Anja Schöttner & Veikko Thiele - SFB649DP2007-044 Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen
by Ronald Franken - SFB649DP2007-043 How do Rating Agencies Score in Predicting Firm Performance
by Gunter Löffler & Peter N. Posch - SFB649DP2007-042 Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models
by Helmut Herwartz & Henning Weber - SFB649DP2007-041 QuantNet – A Database-Driven Online Repository of Scientific Information
by Anton Andriyashin & Wolfgang Härdle - SFB649DP2007-040 Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach
by Alexander Kriwoluzky & Christian Stoltenberg - SFB649DP2007-039 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
by Samad Sarferaz & Martin Uebele - SFB649DP2007-038 Economic Integration and the Foreign Exchange
by Enzo Weber - SFB649DP2007-037 Calibrating CAT bonds for Mexican earthquakes
by Wolfgang Härdle & Brenda López Cabrera - SFB649DP2007-036 Yxilon – A Client/Server Based Statistical Environment
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen - SFB649DP2007-035 Estimating Probabilities of Default With Support Vector Machines
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer - SFB649DP2007-034 A Note on the Effect of Outsourcing on Union Wages
by Sebastian Braun & Juliane Scheffel - SFB649DP2007-033 Does International Outsourcing Depress Union Wages?
by Sebastian Braun & Juliane Scheffel - SFB649DP2007-032 Visualization of Competitive Market Structure by Means of Choice Data
by Werner Kunz - SFB649DP2007-031 Using Wiki to Build an E-learning System in Statistics in Arabic Language
by Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke - SFB649DP2007-030 Robust Maximization of Consumption with Logarithmic Utility
by Daniel Hernández-Hernández & Alexander Schied - SFB649DP2007-029 Comparison of Panel Cointegration Tests
by Deniz Dilan Karaman Örsal - SFB649DP2007-028 Macroeconomic Policy in a Heterogeneous Monetary Union
by Oliver Grimm & Stefan Ried - SFB649DP2007-027 Long Memory Persistence in the Factor of Implied Volatility Dynamics
by Wolfgang Härdle & Julius Mungo - SFB649DP2007-026 Robust Optimal Control for a Consumption-investment Problem
by Alexander Schied - SFB649DP2007-025 Statistics of Risk Aversion
by Enzo Giacomini & Wolfgang Härdle - SFB649DP2007-024 From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
by Ya'acov Ritov & Wolfgang Härdle - SFB649DP2007-023 Time Series Modelling with Semiparametric Factor Dynamics
by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park - SFB649DP2007-022 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
by Wen-Jen Tsay & Wolfgang Härdle - SFB649DP2007-021 Ideology Without Ideologists
by Lydia Mechtenberg - SFB649DP2007-020 Computational Statistics and Data Visualization
by Antony Unwin & Chun-houh Chen & Wolfgang Härdle - SFB649DP2007-019 Regional and Outward Economic Integration in South-East Asia
by Enzo Weber - SFB649DP2007-018 Simultaneous Causality in International Trade
by Enzo Weber - SFB649DP2007-017 Empirical Pricing Kernels and Investor Preferences
by Kai Detlefsen & Wolfgang Härdle & Rouslan Moro - SFB649DP2007-016 Fiscal Policy Rules in Practice
by Andreas Thams - SFB649DP2007-015 Who Leads Financial Markets?
by Enzo Weber - SFB649DP2007-014 What Happened to the Transatlantic Capital Market Relations?
by Enzo Weber - SFB649DP2007-013 Uncertain Paternity, Mating Market Failure, and the Institution of Marriage
by Dirk Bethmann & Michael Kvasnicka - SFB649DP2007-012 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes
by Matthias Fischer - SFB649DP2007-011 Media Coverage and Macroeconomic Information Processing
by Alexandra Niessen - SFB649DP2007-010 On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
by Volker Krätschmer - SFB649DP2007-009 Union Wage Compression in a Right-to-Manage Model
by Thorsten Vogel - SFB649DP2007-008 Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany
by Ronald Bachmann & Michael C. Burda - SFB649DP2007-007 Rules, Discretion or Reputation? Monetary Policies and the Efficiency of Financial Markets in Germany, 14th to 16th Centuries
by Oliver Volckart - SFB649DP2007-006 Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s
by Monique Ebell & Albrecht Ritschl - SFB649DP2007-005 Quantile Sieve Estimates For Time Series
by Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje - SFB649DP2007-004 Volatility and Causality in Asia Pacific Financial Markets
by Enzo Weber - SFB649DP2007-003 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
by Harald Uhlig - SFB649DP2007-003a Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
by Harald Uhlig - SFB649DP2007-002 Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
by Ying Chen & Vladimir Spokoiny - SFB649DP2007-001 Trade Liberalisation, Process and Product Innovation, and Relative Skill Demand
by Sebastian Braun
2006
- SFB649DP2006-089 Biases in Estimates of the Smoking Wage Penalty
by Silke Anger & Michael Kvasnicka - SFB649DP2006-088 Imitation with Intention and Memory: an Experiment
by Astrid Matthey - SFB649DP2006-087 What kind of shock was it? Regional Integration and Structural Change in Germany after Unification
by Michael C. Burda - SFB649DP2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose
by Wing Lon Ng - SFB649DP2006-085 Relational Contracts and Inequity Aversion
by Jenny Kragl & Julia Schmid - SFB649DP2006-084 PLS Path Modeling – A Software Review
by Dirk Temme & Henning Kreis & Lutz Hildebrandt - SFB649DP2006-083 Formative Measurement Models in Covariance Structure Analysis: Specification and Identification
by Dirk Temme & Lutz Hildebrandt - SFB649DP2006-082 Probleme der Validierung mit Strukturgleichungsmodellen
by Lutz Hildebrandt & Dirk Temme - SFB649DP2006-081 Compactness in Spaces of Inner Regular Measures and a General Portmanteau Lemma
by Volker Krätschmer - SFB649DP2006-080 The Uniqueness of Extremum Estimation
by Volker Krätschmer - SFB649DP2006-079 Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -
by Tim Grebe & Julia Schmid & Andreas Stiehler - SFB649DP2006-078 GHICA - Risk Analysis with GH Distributions and Independent Components
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny - SFB649DP2006-077 Estimation of Default Probabilities with Support Vector Machines
by Shiyi Chen & Wolfgang Härdle & Rouslan Moro - SFB649DP2006-076 Convenience Yields for CO2 Emission Allowance Futures Contracts
by Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron - SFB649DP2006-075 Inhomogeneous Dependency Modelling with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny - SFB649DP2006-074 Multiple Disorder Problems for Wiener and Compound Poisson Processes With Exponential Jumps
by Pavel Gapeev - SFB649DP2006-073 Real Balance Effects, Timing and Equilibrium Determination
by Christian Stoltenberg - SFB649DP2006-072 Optimal Interest Rate Stabilization in a Basic Sticky-Price Model
by Matthias Paustian & Christian Stoltenberg - SFB649DP2006-071 Color Harmonization in Car Manufacturing Process
by Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen - SFB649DP2006-070 The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk
by R. Anton Braun & Harald Uhlig - SFB649DP2006-069 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing
by Zdenek Hlavka & Michal Pesta - SFB649DP2006-068 Integral Options in Models with Jumps
by Pavel V. Gapeev - SFB649DP2006-067 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl - SFB649DP2006-066 Pension Sytems and the Allocation of Macroeconomic Risk
by Lans Bovenberg & Harald Uhlig - SFB649DP2006-065 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino - SFB649DP2006-064 Common and Uncommon Sources of Growth in Asia Pacific
by Enzo Weber - SFB649DP2006-063 Robust Optimization of Consumption with Random Endowment
by Wiebke Wittmüß - SFB649DP2006-062 On the Difficulty to Design Arabic E-learning System in Statistics
by Taleb Ahmad & Wolfgang Härdle & Julius Mungo - SFB649DP2006-061 A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
by Daniel Hernandez–Hernandez & Alexander Schied - SFB649DP2006-060 On Maximal Inequalities for some Jump Processes
by Pavel V. Gapeev - SFB649DP2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes
by Pavel V. Gapeev - SFB649DP2006-058 Perpetual Barrier Options in Jump-Diffusion Models
by Pavel V. Gapeev - SFB649DP2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon
by Pavel V. Gapeev - SFB649DP2006-056 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis
by Enzo Weber - SFB649DP2006-055 Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns
by Thorsten Vogel - SFB649DP2006-054 On the Coexistence of Banks and Markets
by Hans Gersbach & Harald Uhlig - SFB649DP2006-053 Governance: Who Controls Matters
by Bruno Deffains & Dominique Demougin - SFB649DP2006-052 Forecasting the Term Structure of Variance Swaps
by Kai Detlefsen & Wolfgang Härdle - SFB649DP2006-051 Regression methods in pricing American and Bermudan options using consumption processes
by Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny - SFB649DP2006-050 Robust Econometrics
by Pavel Cizek & Wolfgang Härdle - SFB649DP2006-049 The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560
by Oliver Volckart - SFB649DP2006-048 The Anglo-German Industrial Productivity Paradox, 1895-1938: A Restatement and a Possible Resolution
by Albrecht Ritschl - SFB649DP2006-047 The Division of Ownership in New Ventures
by Dominique Demougin & Oliver Fabel - SFB649DP2006-046 Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik
by Bernd Görzig & Martin Gornig & Axel Werwatz - SFB649DP2006-045 Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion
by Bernd Görzig & Martin Gornig & Axel Werwatz - SFB649DP2006-044 East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics
by Bernd Görzig & Martin Gornig & Axel Werwatz - SFB649DP2006-043 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems
by Denis Belomestny & Pavel V. Gapeev - SFB649DP2006-042 Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long- Run Restrictions" by Neville Francis and Valerie A. Ramey
by Harald Uhlig - SFB649DP2006-041 Forward and reverse representations for Markov chains
by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny - SFB649DP2006-040 In Search of Non-Gaussian Components of a High- Dimensional Distribution
by Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller - SFB649DP2006-039 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence
by Enzo Weber - SFB649DP2006-038 Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market
by Denis Belomestny & Grigori Milstein - SFB649DP2006-037 A jump-diffusion Libor model and its robust calibration
by Denis Belomestny & John Schoenmakers - SFB649DP2006-036 Spatial aggregation of local likelihood estimates with applications to classification
by Denis Belomestny & Vladimir Spokoiny - SFB649DP2006-035 Spectral calibration of exponential Lévy Models [2]
by Denis Belomestny & Markus Reiß - SFB649DP2006-034 Spectral calibration of exponential Lévy Models [1]
by Denis Belomestny & Markus Reiß - SFB649DP2006-033 Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power
by Jörg Polzehl & Vladimir Spokoiny - SFB649DP2006-032 When did the 2001 recession really start?
by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica - SFB649DP2006-031 Exploratory Graphics of a Financial Dataset
by Antony Unwin & Martin Theus & Wolfgang Härdle - SFB649DP2006-030 Approximate Solutions to Dynamic Models - Linear Methods
by Harald Uhlig - SFB649DP2006-029 Tail Conditional Expectation for vector-valued Risks
by Imen Bentahar - SFB649DP2006-028 Technological Choice under Organizational Diseconomies of Scale
by Dominique Demougin & Anja Schöttner - SFB649DP2006-027 Institutional Competition, Political Process and Holdup
by Bruno Deffains & Dominique Demougin - SFB649DP2006-026 External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets
by Bartosz Mackowiak - SFB649DP2006-025 Macroeconomic Regime Switches and Speculative Attacks
by Bartosz Mackowiak - SFB649DP2006-024 e-Learning Statistics - A Selective Review
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen - SFB649DP2006-023 How Far Are We From The Slippery Slope? The Laffer Curve Revisited
by Mathias Trabandt & Harald Uhlig - SFB649DP2006-022 Barrier Option Hedging under Constraints: A Viscosity Approach
by Imen Bentahar & Bruno Bouchard - SFB649DP2006-021 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
by Ralf Brüggemann - SFB649DP2006-020 Time Dependent Relative Risk Aversion
by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle - SFB649DP2006-019 Cheap Talk in the Classroom
by Lydia Mechtenberg - SFB649DP2006-018 The Bologna Process: How Student Mobility Affects Multi-Cultural Skills and Educational Quality
by Lydia Mechtenberg & Roland Strausz - SFB649DP2006-017 Estimation with the Nested Logit Model: Specifications and Software Particularities
by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt - SFB649DP2006-016 Fiscal Policy Effects in the European Union
by Andreas Thams - SFB649DP2006-015 Graphical Data Representation in Bankruptcy Analysis
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer - SFB649DP2006-014 Core Labour Standards and FDI: Friends or Foes? The Case of Child Labour
by Sebastian Braun - SFB649DP2006-013 Penalties and Optimality in Financial Contracts: Taking Stock
by Michel A. Robe & Eva-Maria Steiger & Pierre-Armand Michel - SFB649DP2006-012 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
by Carsten Trenkler - SFB649DP2006-011 VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - SFB649DP2006-010 Common Functional Principal Components
by Michal Benko & Wolfgang Härdle & Alois Kneip - SFB649DP2006-009 Institutions, Bargaining Power and Labor Shares
by Benjamin Bental & Dominique Demougin - SFB649DP2006-008 Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany
by Kurt Geppert & Martin Gornig & Axel Werwatz - SFB649DP2006-006 A Combined Approach for Segment-Specific Analysis of Market Basket Data
by Yasemin Boztug & Thomas Reutterer - SFB649DP2006-005 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
by Enzo Weber - SFB649DP2006-004 Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
by Harald Uhlig - SFB649DP2006-003 On the Appropriateness of Inappropriate VaR Models
by Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl - SFB649DP2006-002 Calibration Design of Implied Volatility Surfaces
by Kai Detlefsen & Wolfgang Härdle - SFB649DP2006-001 Calibration Risk for Exotic Options
by Kai Detlefsen & Wolfgang Härdle
2005
- SFB649DP2006-040 In Search of Non-Gaussian Components of a High-Dimensional Distribution
by Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller - SFB649DP2006-007 Robust Utility Maximization in a Stochastic Factor Model
by Daniel Hernandez–Hernandez & Alexander Schied - SFB649DP2005-064 Worldscope meets Compustat: A Comparison of Financial Databases
by Christian Weiner & Niels Ulbricht - SFB649DP2005-063 The Conglomerate Discount in Germany and the Relationship to Corporate Governance
by Christian Weiner - SFB649DP2005-062 The Impact of Industry Classification Schemes on Financial Research
by Christian Weiner - SFB649DP2005-061 How much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?
by Bartosz Mackowiak - SFB649DP2005-060 Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny - SFB649DP2005-059 What does the Bank of Japan do to East Asia?
by Bartosz Mackowiak - SFB649DP2005-058 Integrable e-lements for Statistics Education
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen - SFB649DP2005-057 An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity
by Yasemin Boztug & Lutz Hildebrandt - SFB649DP2005-056 Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis
by Albrecht Ritschl & Martin Uebele - SFB649DP2005-054 Aid Effectiveness and Limited Enforceable Conditionality
by Almuth Scholl - SFB649DP2005-053 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
by Imen Bentahar & Bruno Bouchard - SFB649DP2005-052 Relational Contracts and Job Design
by Anja Schöttner - SFB649DP2005-051 Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach
by Alexander Schied - SFB649DP2005-050 Do Factor Shares Reflect Technology?
by Benjamin Bental & Dominique Demougin - SFB649DP2005-049 Courtesy and Idleness: Gender Differences in Team Work and Team Competition
by Radosveta Ivanova-Stenzel & Dorothea Kübler - SFB649DP2005-048 Zeitarbeit in Deutschland: Trends und Perspektiven
by Michael C. Burda & Michael Kvasnicka - SFB649DP2005-047 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
by Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle - SFB649DP2005-046 Paternal Uncertainty and the Economics of Mating, Marriage, and Parental Investment in Children
by Dirk Bethmann & Michael Kvasnicka - SFB649DP2005-045 Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle
by Ronald Bachmann - SFB649DP2005-044 A Software Framework for Data Based Analysis
by Markus Krätzig - SFB649DP2005-043 On Local Times of Ranked Continuous Semimartingales;Application to Portfolio Generating Functions
by Raouf Ghomrasni - SFB649DP2005-042 Bank finance versus bond finance: what explains the differences between US and Europe?
by Fiorella De Fiore & Harald Uhlig - SFB649DP2005-041 Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests
by Anja Schöttner - SFB649DP2005-039 What are the Effects of Fiscal Policy Shocks?
by Andrew Mountford & Harald Uhlig