Printed from https://ideas.repec.org/s/hum/wpaper5.html
Content
2005
- SFB649DP2005-038 Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay
by Markus Fischer & Markus Reiss - SFB649DP2005-037 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig - SFB649DP2005-036 Getting Used to Risks: Reference Dependence and Risk Inclusion
by Astrid Matthey - SFB649DP2005-035 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
by Ralf Brüggemann & Helmut Lütkepohl - SFB649DP2005-034 Skill mismatch in equilibrium unemployment
by Ronald Bachmann - SFB649DP2005-033 Notes on an Endogenous Growth Model with two Capital Stocks II: The Stochastic Case
by Dirk Bethmann - SFB649DP2005-032 Working Time as an Investment? – The Effects of Unpaid Overtime on Wages, Promotions and Layoffs
by Silke Anger - SFB649DP2005-031 Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?
by Michael Kvasnicka - SFB649DP2005-030 The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders
by Stefan Ankirchner & Steffen Dereich & Peter Imkeller - SFB649DP2005-029 Utility duality under additional information: conditional measures versus filtration enlargements
by Stefan Ankirchner - SFB649DP2005-028 A Market Basket Analysis Conducted with a Multivariate Logit Model
by Yasemin Boztug & Lutz Hildebrandt - SFB649DP2005-027 Money Demand and Macroeconomic Stability Revisited
by Andreas Schabert & Christian Stoltenberg - SFB649DP2005-026 Projection Pursuit for Exploratory Supervised Classification
by Eun-Kyung Lee & Dianne Cook & Sigbert Klinke & Thomas Lumley - SFB649DP2005-025 Duality theory for optimal investments under model uncertainty
by Alexander Schied & Ching-Tang Wu - SFB649DP2005-024 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago - SFB649DP2005-023 Towards a Monthly Business Cycle Chronology for the Euro Area
by Emanuel Mönch & Harald Uhlig - SFB649DP2005-022 DSFM fitting of Implied Volatility Surfaces
by Szymon Borak & Matthias Fengler & Wolfgang Härdle - SFB649DP2005-021 Dynamics of State Price Densities
by Wolfgang Härdle & Zdenek Hlavka - SFB649DP2005-020 A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
by Matthias Fengler & Wolfgang Härdle & Enno Mammen - SFB649DP2005-019 Arbitrage-Free Smoothing of the Implied Volatility Surface
by Matthias R. Fengler - SFB649DP2005-018 Yxilon – a Modular Open-Source Statistical Programming Language
by Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri - SFB649DP2005-017 A two state model for noise-induced resonance in bistable systems with delay
by Markus Fischer & Peter Imkeller - SFB649DP2005-016 Common functional component modelling
by Michal Benko & Alois Kneip - SFB649DP2005-015 Robust estimation of dimension reduction space
by Pavel Cizek & Wolfgang Härdle - SFB649DP2005-014 Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland
by Ralf Brüggemann & Carsten Trenkler - SFB649DP2005-013 Nonparametric Productivity Analysis
by Wolfgang Härdle & Seok-Oh Jeong - SFB649DP2005-012 Common Functional Implied Volatility Analysis
by Michal Benko & Wolfgang Härdle - SFB649DP2005-011 FFT Based Option Pricing
by Szymon Borak & Kai Detlefsen & Wolfgang Härdle - SFB649DP2005-010 Working with the XQC
by Wolfgang Härdle & Heiko Lehmann - SFB649DP2005-009 Predicting Bankruptcy with Support Vector Machines
by Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer - SFB649DP2005-008 Stable Distributions
by Szymon Borak & Wolfgang Härdle & Rafal Weron - SFB649DP2005-007 Implied Trinomial Trees
by Pavel Cizek & Karel Komorad - SFB649DP2005-006 Conditional and Dynamic Convex Risk Measures
by Kai Detlefsen & Giacomo Scandolo - SFB649DP2005-005 An optimal stopping problem in a diffusion-type model with delay
by Pavel V. Gapeev & Markus Reiß - SFB649DP2005-004 Value-at-Risk Calculations with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle - SFB649DP2005-003 Competitive Risk Sharing Contracts with One-Sided Commitment
by Dirk Krueger & Harald Uhlig - SFB649DP2005-002 Selecting Comparables for the Valuation of European Firms
by Ingolf Dittmann & Christian Weiner
2004
- 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 - SFB649DP2005-040 Optimal Sticky Prices under Rational Inattention
by Bartosz Mackowiak & Mirko Wiederholt - SFB649DP2005-001 Nonparametric Risk Management with Generalized Hyperbolic Distributions
by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong - SFB649DP2005-001 Nonparametric Risk Management with Generalized Hyperbolic Distributions
by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong
2003
- SFB649DP2005-023 Towards a Monthly Business Cycle Chronology for the Euro Area
by Emanuel Mönch & Harald Uhlig
2002
- SFB649DP2005-055 Limited Enforceable International Loans, International Risk Sharing and Trade
by Almuth Scholl
Undated
- SFB649DP2015-054 TFP Convergence in German States since Reunification: Evidence and Explanations
by Michael C. Burda & Battista Severgnini - SFB649DP2015-053 Specification Testing in Random Coefficient Models
by Christoph Breunig & Stefan Hoderlein - SFB649DP2015-052 lCARE – localizing Conditional AutoRegressive Expectiles
by Xiu Xu & Andrija Mihoci & Wolfgang Karl Härdle - SFB649DP2015-051 Frictions or deadlocks? Job polarization with search and matching frictions
by Julien Albertini & Jean Olivier Hairault & François Langot & Thepthida Sopraseuth - SFB649DP2015-050 Nonparametric Estimation in case of Endogenous Selection
by Christoph Breunig & Enno Mammen & Anna Simoni - SFB649DP2015-049 Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach
by Shi Chen & Wolfgang Karl Härdle & Weining Wang