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Publications

by members of

Universität Konstanz → Fachbereich Wirtschaftswissenschaften → Zentrum für Finanzen und Ökonometrie

University of Constance → Department of Economics → Center for Finance and Econometrics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Denk, Robert & Kupper, Michael & Nendel, Max, 2025, "Convex semigroups on Lp-like spaces," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 712, Jun.
  2. Denk, Robert & Kupper, Michael & Nendel, Max, 2025, "Convex monotone semigroups on lattices of continuous functions," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 716, Jul.

2022

  1. Blessing, Jonas & Denk, Robert & Kupper, Michael & Nendel, Max, 2022, "Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 662, Mar.

2019

  1. Halbleib, Roxana & Dimitriadis, Timo, 2019, "How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203669.
  2. Denk, Robert & Kupper, Michael & Nendel, Max, 2019, "A Semigroup Approach to Nonlinear Lévy Processes," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 610, Mar.
  3. Denk, Robert & Kupper, Michael & Nendel, Max, 2019, "Convex Semigroups on Banach Lattices," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 622, Sep.
  4. Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers, arXiv.org, number 1906.05545, Jun.

2018

  1. Barraz Martínez, Bienvenido & Denk, Robert & Hernández Monzón, Jairo & Kammerlander, Felix & Nendel, Max, 2018, "Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 596, Aug.

2017

  1. Mareckova, Jana & Pohlmeier, Winfried, 2017, "Noncognitive Skills and Labor Market Outcomes: A Machine Learning Approach," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168195.

2015

  1. Nam-Hyun Kim & Winfried Pohlmeier, 2015, "A Regularization Approach to Biased Two-Stage Least Squares Estimation," Working Paper series, Rimini Centre for Economic Analysis, number 15-22, Jun.

2014

  1. Franke, Günter & Krahnen, Jan Pieter & von Lüpke, Thomas, 2014, "Effective resolution of banks: Problems and solutions," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 19.
  2. Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2014, "A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects," Economics Series, Institute for Advanced Studies, number 304, Sep.

2013

  1. Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013, "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series, CESifo, number 4070.
  2. Hao Liu & Winfried Pohlmeier, 2013, "Risk Preferences and Estimation Risk in Portfolio Choice," Working Paper series, Rimini Centre for Economic Analysis, number 47_13, Aug.
  3. Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal, 2013, "A Simple and Successul Method to Shrink the Weight," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-05, Mar.

2012

  1. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012, "Which model to match?," Working Papers, Banco de España, number 1229, Aug.
  2. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012, "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-31, Nov.
  3. Pfeiffer, Friedhelm & Pohlmeier, Winfried F. X., 2012, "Causal Returns to Schooling and Individual Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 6588, May.

2011

  1. Roxana Halbleib & Valeri Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-03, Jan.
  2. Günter Franke & Markus Herrmann & Thomas Weber, 2011, "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-22, Apr.
  3. Günter Franke & Ferdinand Graf, 2011, "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-19, May.
  4. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011, "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-25, Jun.
  5. Günter Franke & Thomas Weber, 2011, "Tranching and Pricing in CDO-Transactions," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-21, Feb.
  6. Günter Franke, 2011, "Hostages, Free Lunches and Institutional Gaps: The Case of the European Currency Union," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-47, Nov.

2010

  1. Roxana Chiriac & Winfried Pohlmeier, 2010, "How Risky Is the Value at Risk?," Working Paper series, Rimini Centre for Economic Analysis, number 07_10, Jan.
  2. Roxana Halbleib & Valerie Voev, 2010, "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-041, Dec.
  3. Roxana Halbleib, 2010, "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-043, Dec.
  4. Günter Franke & Ferdinand Graf, 2010, "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-11, Nov.
  5. Wichert, Laura & Pohlmeier, Winfried, 2010, "Female labor force participation and the big five," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-003.

2009

  1. Franke, Günter & Krahnen, Jan Pieter, 2009, "Instabile Finanzmärkte," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/13.

2008

  1. Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
  2. Franke, Günter & Krahnen, Jan Pieter, 2008, "The future of securitization," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/31.

2007

  1. Winfried Pohlmeier & Luc Bauwens & David Veredas, 2007, "High frequency financial econometrics. Recent developments," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136223.

2006

  1. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006, "Estimating liquidity using information on the multivariate trading process," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 10, May.
  2. Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006, "A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 06/06.

2005

  1. Guenter Franke & Jan Pieter Krahnen, 2005, "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11741, Nov.
  2. Guenter Franke, 2005, "Transformation nicht-gehandelter in handelbare Kreditrisiken�," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 7.
  3. Guenter Franke & Christian Hopp, 2005, "M&A-Transaktionen - Fluch oder Segen der Realoptionstheorie?�," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 10.
  4. Luc Bauwens & David Veredas & Winfried Pohlmeier, 2005, "High frequency finance," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136220.

2004

  1. Pohlmeier, Winfried & Pfeiffer, Friedhelm & Maier, Michael, 2004, "Returns to Education and Individual Heterogeneity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-34.

2003

  1. Franke, Günter & Weber, Martin, 2003, "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CEPR Discussion Papers, Centre for Economic Policy Research, number 3832, Mar.
  2. Pohlmeier, Winfried & Liesenfeld, Roman, 2003, "A Dynamic Integer Count Data Model for Financial Transaction Prices," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 03/03.
  3. Pohlmeier, Winfried & Lechner, Sandra, 2003, "Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 03/04.

2002

  1. Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2002, "Multiplicative background risk," Discussion Papers, various Research Units, WZB Berlin Social Science Center, number FS IV 02-06.

1999

  1. Guntar Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 1999, "When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-003, Dec.
  2. Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance, University Library of Munich, Germany, number 9904006, Apr.

1998

  1. Inkmann, Joachim & Klotz, Stefan & Pohlmeier, Winfried, 1998, "Growing into Work - Pseudo Panel Data Evidence on Labor Market Entrance in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-47.

1997

  1. Franke, Günter & Weber, Martin, 1997, "Risk-value efficient portfolios and asset pricing," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 354.
  2. Wolfgang Franz & Joachim Inkmann & Winfried Pohlmeier & Volker Zimmermann, 1997, "Young and Out in Germany: On the Youths' Chances of Labor Market Entrance in Germany," NBER Working Papers, National Bureau of Economic Research, Inc, number 6212, Oct.

1996

  1. Franke, Günter, 1996, "Kritik an der Kritik der Publikumsgesellschaft," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 326.

1995

  1. Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1995, "Who buys and who sells options: The role and pricing of options in an economy with background risk," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 253.
  2. Franke, Günter & Hess, Dieter, 1995, "Anonymous electronic trading versus floor trading," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 285.

1993

  1. Franke, Günter & Herrmann, Markus, 1993, "Vermögensmaximierung durch Stiftungen als Unternehmensträger? Eine Analyse der Steuerwirkungen," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 203.
  2. König, Heinz & Laisney, François & Lechner, Michael & Pohlmeier, Winfried, 1993, "Do Married Women Base Their Labour Supply Decisions on Gross or Marginal Wages?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 93-09.
  3. König, Heinz & Laisney, François & Lechner, Michael & Pohlmeier, Winfried, 1993, "On the dynamics of process innovative activity: an empirical investigation using panel data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 93-08.

1992

  1. Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1992, "Idiosyncratic risk, sharing rules, and the theory of risk bearing," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 181.
  2. Franke, Günter & Menichetti, Marco J., 1992, "Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 197.
  3. Friedhelm PFEIFFER & Winfried POHLMEIER, 1992, "Income, Uncertainty and the Probability of Self-Employment," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992032, Sep.
  4. Pohlmeier, Winfried & Ulrich, Volker, 1992, "Contact decision and frequency decision: an econometric model of the demand for ambulatory services," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 92-09.
  5. François LAISNEY & Michael LECHNER & Winfried POHLMEIER, 1992, "Semi-Nonparametric Estimation of Binary Choice Models Using Panel Data : an Application to the Innovative Activity of German Firms," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992035, Sep.

1991

  1. Laisney, François & Pohlmeier, Winfried & Staat, Matthias, 1991, "Estimation of labour supply functions using panel data: a survey," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 91-05.

1990

  1. Franke, Günter, 1990, "Avenues for the reduction of LDC-debt: An institutional analysis," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 100.

1989

  1. Franke, Günter, 1989, "Inside information in bank lending and the European insider directive," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 97.
  2. Franke, Günter & Benninga, Simon, 1989, ""Closet dollars" and taxes," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 77.

1988

  1. Franke, Günter, 1988, "Institutionelle Gestaltungsmöglichkeiten zur Erleichterung des LDC-Portefeuille-Managements der Gläubigerbanken," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 74.
  2. Franke, Günter, 1988, "Betriebliche Investitionsentscheidungen bei Risiko," Discussion Papers, Series I, University of Konstanz, Department of Economics, number 238.
  3. Franke, Günter, 1988, "Currency choice for credit contracts and exchange rate regime," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 62.

1987

  1. Franke, Günter, 1987, "Economic analysis of debt-equity-swaps," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 23.

1986

  1. Franke, Günter, 1986, "Exchange rate volatility and international trade: The option approach," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 12.

1985

  1. Franke, Günter, 1985, "Zur Festlegung von Abstimmungsregeln im Insolvenzverfahren," Discussion Papers, Series C, University of Konstanz, Department of Economics, number 6.
  2. Franke, Günter, 1985, "Basic conditions for costless signalling in financial markets," Discussion Papers, Series C, University of Konstanz, Department of Economics, number 7.

1983

  1. Franke, Günter, 1983, "Zur rechtzeitigen Auslösung von Sanierungsverfahren," Discussion Papers, Series C, University of Konstanz, Department of Economics, number 4.

Journal articles

2022

  1. Timo Dimitriadis & Roxana Halbleib, 2022, "Realized Quantiles," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1346-1361, June, DOI: 10.1080/07350015.2021.1929249.

2020

  1. Ben Andrews & Robert Denk & Klaus Hulek & Frédéric Klopp, 2020, "Editorial," Mathematische Nachrichten, Wiley Blackwell, volume 293, issue 1, pages 6-6, January, DOI: 10.1002/mana.2020100800.
  2. Denk, Robert & Kupper, Michael & Nendel, Max, 2020, "A semigroup approach to nonlinear Lévy processes," Stochastic Processes and their Applications, Elsevier, volume 130, issue 3, pages 1616-1642, DOI: 10.1016/j.spa.2019.05.009.

2019

  1. Ben Andrews & Robert Denk & Klaus Hulek & Frédéric Klopp, 2019, "Editorial," Mathematische Nachrichten, Wiley Blackwell, volume 292, issue 1, pages 7-7, January, DOI: 10.1002/mana.201900001.
  2. Kazak, Ekaterina & Pohlmeier, Winfried, 2019, "Testing out-of-sample portfolio performance," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 540-554, DOI: 10.1016/j.ijforecast.2018.09.010.
  3. Nolte, Ingmar & Nolte, Sandra & Pohlmeier, Winfried, 2019, "What determines forecasters’ forecasting errors?," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 11-24, DOI: 10.1016/j.ijforecast.2018.07.007.

2018

  1. Calzolari, Giorgio & Halbleib, Roxana, 2018, "Estimating stable latent factor models by indirect inference," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 280-301, DOI: 10.1016/j.jeconom.2018.03.014.
  2. Ben Andrews & Robert Denk & Klaus Hulek & Frédéric Klopp, 2018, "Editorial," Mathematische Nachrichten, Wiley Blackwell, volume 291, issue 1, pages 6-6, January, DOI: 10.1002/mana.201810801.

2016

  1. Roxana Halbleib & Valeri Voev, 2016, "Forecasting Covariance Matrices: A Mixed Approach," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 383-417.
  2. Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2016, "A simple and successful shrinkage method for weighting estimators of treatment effects," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 512-525, DOI: 10.1016/j.csda.2014.09.015.
  3. Namhyun Kim & Winfried Pohlmeier, 2016, "A Note on the Regularized Approach to Biased 2SLS Estimation with Weak Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 915-924, December.

2014

  1. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014, "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 158-171, DOI: 10.1016/j.csda.2013.07.028.

2012

  1. Halbleib, Roxana & Pohlmeier, Winfried, 2012, "Improving the value at risk forecasts: Theory and evidence from the financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1212-1228, DOI: 10.1016/j.jedc.2011.10.005.
  2. Günter Franke, 2012, "Hostages, free lunches and institutional gaps: the case of the European Currency Union," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 61-85, March, DOI: 10.1007/s11408-011-0176-8.
  3. Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012, "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 5, pages 1125-1153, October.

2011

  1. Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
  2. Roxana Chiriac & Valeri Voev, 2011, "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 922-947, September.
  3. Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011, "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, volume 146, issue 4, pages 1547-1568, July.
  4. Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011, "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 63-81, February, DOI: 10.1515/jbnst-2011-0106.
  5. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011, "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 669-707, June.
  6. Uysal, Selver Derya & Pohlmeier, Winfried, 2011, "Unemployment duration and personality," Journal of Economic Psychology, Elsevier, volume 32, issue 6, pages 980-992, DOI: 10.1016/j.joep.2011.03.008.
  7. Friedhelm PFEIFFER & Winfried POHLMEIER, 2011, "Causal Returns to Schooling and Individual Heterogeneity," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 29-41, December.
  8. Brüggemann Ralf & Pohlmeier Winfried & Smolny Werner, 2011, "Special Issue on Economic Forecasts: Guest Editorial," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 5-8, February, DOI: 10.1515/jbnst-2011-0102.

2010

  1. Ansgar Jüngel, 2010, "Energy transport in semiconductor devices," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, volume 16, issue 1, pages 1-22, January, DOI: 10.1080/13873951003679017.
  2. Jüngel, Ansgar & Mennemann, Jan-Frederik, 2010, "Time-dependent simulations of quantum waveguides using a time-splitting spectral method," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 4, pages 883-898, DOI: 10.1016/j.matcom.2010.09.013.

2009

  1. Günter Franke & Jan P. Krahnen, 2009, "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 10, issue 4, pages 335-366, November, DOI: 10.1111/j.1468-2516.2009.00313.x.

2008

  1. Günter Franke & Julia Hein, 2008, "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 219-240, September, DOI: 10.1007/s11408-008-0082-x.

2007

  1. Bender, Christian & Denk, Robert, 2007, "A forward scheme for backward SDEs," Stochastic Processes and their Applications, Elsevier, volume 117, issue 12, pages 1793-1812, December.
  2. Nolte, Ingmar & Pohlmeier, Winfried, 2007, "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 15-28.
  3. König, Thomas & Lindberg, Bjorn & Lechner, Sandra & Pohlmeier, Winfried, 2007, "Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains," British Journal of Political Science, Cambridge University Press, volume 37, issue 2, pages 281-312, April.

2006

  1. Guenter Franke & James Huang & Richard Stapleton, 2006, "Two-dimensional risk-neutral valuation relationships for the pricing of options," Review of Derivatives Research, Springer, volume 9, issue 3, pages 213-237, November, DOI: 10.1007/s11147-007-9009-3.
  2. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006, "Multiplicative Background Risk," Management Science, INFORMS, volume 52, issue 1, pages 146-153, January, DOI: 10.1287/mnsc.1050.0450.
  3. Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006, "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, volume 30, issue 4, pages 795-825, January, DOI: 10.1007/s00181-005-0001-1.
  4. Luc Bauwens & Winfried Pohlmeier & David Veredas, 2006, "Editor’s introduction," Empirical Economics, Springer, volume 30, issue 4, pages 791-794, January, DOI: 10.1007/s00181-005-0010-0.
  5. Flossmann Anton L. & Pohlmeier Winfried, 2006, "Causal Returns to Education: A Survey on Empirical Evidence for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 226, issue 1, pages 6-23, February, DOI: 10.1515/jbnst-2006-0103.

2005

  1. Lechner Sandra & Pohlmeier Winfried, 2005, "Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 517-528, October, DOI: 10.1515/jbnst-2005-0503.
  2. Pohlmeier Winfried & Ronning Gerd & Wagner Joachim, 2005, "Guest Editorial “Econometrics of Anonymized Micro Data”," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 515-516, October, DOI: 10.1515/jbnst-2005-0502.

2004

  1. Guenter Franke & Richard Stapleton & Marti Subrahmanyam, 2004, "Background risk and the demand for state-contingent claims," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 23, issue 2, pages 321-335, January, DOI: 10.1007/s00199-003-0368-1.

2002

  1. Markus Herrmann & Günter Franke, 2002, "Performance and Policy of Foundation‐owned Firms in Germany," European Financial Management, European Financial Management Association, volume 8, issue 3, pages 261-279, September, DOI: 10.1111/1468-036X.00189.

2000

  1. Franke, Gunter & Hess, Dieter, 2000, "Information diffusion in electronic and floor trading," Journal of Empirical Finance, Elsevier, volume 7, issue 5, pages 455-478, December.
  2. Günter Franke, 2000, "Geschäfts‐ und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 1, issue 3, pages 301-318, August, DOI: 10.1111/1468-2516.00019.

1999

  1. Klotz Stefan & Pfeiffer Friedhelm & Pohlmeier Winfried, 1999, "Zur Wirkung des technischen Fortschritts auf die Qualifikationsstruktur der Beschäftigung und die Entlohnung / The Impact of Technical Progress on the Structure of Employment and Wages with Respect to Qualifications," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 1-2, pages 90-108, February, DOI: 10.1515/jbnst-1999-1-223.

1998

  1. Günter Franke, 1998, "Transformation of Banks and Bank Services," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 154, issue 1, pages 109-109, March.
  2. Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998, "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, volume 82, issue 1, pages 89-109, September.

1996

  1. Günter Franke, 1996, "Some Remarks on Modeling the Term Structure of Interest Rates," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 21, issue 1, pages 29-33, June.

1995

  1. Günter Franke, 1995, "Comment on "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland"," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 131, issue 4, pages 807-810, December.
  2. Winfried Pohlmeier & Volker Ulrich, 1995, "An Econometric Model of the Two-Part Decisionmaking Process in the Demand for Health Care," Journal of Human Resources, University of Wisconsin Press, volume 30, issue 2, pages 339-361.
  3. Heinz König & François Laisney & Michael Lechner & Winfried Pohlmeier, 1995, "Tax Illusion and Labour Supply of Married Women: Evidence from German Data," Kyklos, Wiley Blackwell, volume 48, issue 3, pages 347-368, August, DOI: 10.1111/j.1467-6435.1995.tb02319.x.

1994

  1. Winfried Pohlmeier, 1994, "Panelökonometrische Modelle für Zähldaten: Einige neuere Schätzverfahren," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 130, issue 3, pages 553-574, September.

1992

  1. Pohlmeier, Winfried, 1992, "On the Simultaneity of Innovations and Market Structure," Empirical Economics, Springer, volume 17, issue 2, pages 253-272.
  2. Laisney, Francois & Lechner, Michael & Pohlmeier, Winfried, 1992, "Innovation activity and firm heterogeneity: Empirical evidence from West Germany," Structural Change and Economic Dynamics, Elsevier, volume 3, issue 2, pages 301-320, December.

1991

  1. Franke, Gunter, 1991, "Exchange rate volatility and international trading strategy," Journal of International Money and Finance, Elsevier, volume 10, issue 2, pages 292-307, June.

1977

  1. Franke, Gunter, 1977, "An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply," Journal of Finance, American Finance Association, volume 32, issue 4, pages 1362-1362, September.

1974

  1. Franke, Gunter, 1974, "Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment," Journal of Finance, American Finance Association, volume 29, issue 1, pages 260-263, March.

Books

2008

  1. Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), 2008, "High Frequency Financial Econometrics," Studies in Empirical Economics, Springer, number 978-3-7908-1992-2, ISBN: ARRAY(0x7d0e7368), February, DOI: 10.1007/978-3-7908-1992-2.

Chapters

2008

  1. Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2008, "Modelling financial transaction price movements: a dynamic integer count data model," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_8.

2007

  1. Gunter Franke & Jan Pieter Krahnen, 2007, "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".

2000

  1. Wolfgang Franz & Joachim Inkmann & Winfried Pohlmeier & Volker Zimmermann, 2000, "Young and Out in Germany (On Youths? Chances of Labor Market Entrance in Germany)," NBER Chapters, National Bureau of Economic Research, Inc, "Youth Employment and Joblessness in Advanced Countries".

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