Humboldt-Universität zu Berlin >> School of Business and Economics

About the SFB
Discussion Papers
Deutsche Forschungsgemeinschaft
Supported by Deutsche Forschungsgemeinschaft

::: Publications of the CRC 649 "Economic risk"  

Search by
  Leave blank to show all publications

Adam, T. and Streitz, D. (2016), Hold-up and the use of performance-sensitive debt,
Journal of Financial Intermediation.
DOI : 10.1016/j.jfi.2016.01.004
Bibinger, M. and Mykland, P. A. (2016), Inference for Multi-Dimensional High-Frequency Data with an Application to Conditional Independence Testing,
Scandinavian Journal of Statistics.
DOI : 10.1111/sjos.12230
Chen, W. and Netsunajev, A. (2016), On the long-run neutrality of demand shocks,
Economics Letters, 139, 57-60.
DOI : 10.1016/j.econlet.2015.11.039
Choros, B., Härdle, W. and Okhrin, O. (2016), A semiparametric factor model for CDO surfaces dynamics,
Journal of Multivariate Analysis, 146(April 2016), 151–163.
DOI : 10.1016/j.jmva.2015.09.002
Galkiewicz, D. P. (2016), Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison,
Credit and Capital Markets – Kredit und Kapital, 49(2), 245-298.
DOI : 10.3790/ccm.49.2.245
Grith, M., Härdle, W. and Krätschmer, V. (2016), Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle,
Review of Finance.
DOI : 10.1093/rof/rfv062
Groll, A., López Cabrera, B. and Meyer-Brandis, T. (2016), A consistent two-factor model for pricing temperature derivatives,
Energy Economics.
DOI : 10.1016/j.eneco.2015.12.020
Guo, M.M. and Härdle, W. (2016), Adaptive Interest Rate Modeling,
Journal of Forecasting.
DOI : 10.1002/for.2431
Härdle, W. and Silyakova, E. (2016), Implied basket Correlation Dynamics,
Statistics and Risk Modeling.
DOI : 10.1515/strm-2014-1176
Härdle, W. K. and Huang, C. (2016), Discussion on "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings" by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger.,
Journal of the Royal Statistical Society: Series B Statistical Methodology, 78(3), 545.
DOI : 10.1111/rssb.12154
Härdle, W. K., Huang, C. and Chao, S. K. (2016), Factorisable Sparse Tail Event Curves with Expectiles,
Oberwolfach Report No. 12/2016: New Developments in Functional and Highly Multivariate Statistical Methodology, 26-29.
DOI : 10.4171/OWR/2016/12
Härdle, W., López Cabrera, B., Okhrin, O. and Wang, W. (2016), Localising temperature risk,
Journal of the American Statistical Association.
DOI : 10.1080/01621459.2016.1180985
Härdle, W., Wang, W. and Yu, L. (2016), TENET: Tail-event driven NETwork risk,
Journal of Econometrics.
DOI : 10.1016/j.jeconom.2016.02.013
Klein, T., Pham Thu, H. and Walther, T. (2016), Evidence of long memory and asymmetry in the EUR/PLN exchange rate volatility,
Research Papers of Wroclaw University of Economics, 128-140.
DOI : 10.15611/pn.2016.428.11
Krähmer, D. and Strausz, R. (2016), Optimality of sequential screening with multiple units and ex post participation constraints,
Economics Letters, 142(May 2016), 64–68.
DOI : 10.1016/j.econlet.2016.03.010
Krekel, C., Kolbe, J. and Wüstemann, H. (2016), The greener, the happier? The effect of urban land use on residential well-being.,
Ecological Economics, 121, 117–127.
DOI : 10.1016/j.ecolecon.2015.11.005
López Cabrera, B. and Schulz, F. (2016), Volatility linkages between energy and agricultural commodity prices,
Energy Economics, 54, 190–203.
DOI : 10.1016/j.eneco.2015.11.018
López Cabrera, B. and Schulz, F. (2016), Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach,
Journal of the American Statistical Association.
DOI : 10.1080/01621459.2016.1219259
Ritter, M. and Deckert, L. (2016), Site assessment, turbine selection, and local feed-in tariffs through the wind energy index,
Applied Energy.
DOI : 10.1016/j.apenergy.2015.11.081
Shen, Z. and Ritter, M. (2016), Forecasting volatility of wind power production,
Applied Energy, 176, 295-308.
DOI : 10.1016/j.apenergy.2016.05.071
Strausz, R. and Antoniou, F. (2016), Feed-in Subsidies, Taxation, and Inefficient Entry,
Environmental and Resource Economics, 1-16.
DOI : 10.1007/s10640-016-0012-8
Strohsal, T., Melnick, R. and Nautz, D. (2016), The time-varying degree of inflation expectations anchoring,
Journal of Macroeconomics, 48, 62 -71.
DOI : 10.1016/j.jmacro.2016.02.002
Wang, Q., Zhang, T and Härdle, W. (2016), An extended Single Index Model with Missing Response at Random,
Scandinavian Journal of Statistics.
DOI : 10.1111/sjos.12233
Zheng, S., Liu, R., Yang, L. and Härdle, W. (2016), Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection,
An Official Journal of the Spanish Society of Statistics and Operations Research, 25(4), 607–626.
DOI : 10.1007/s11749-016-0480-8
Adam, T. and Guettler, A. (2015), Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds,
Journal of Banking and Finance, 55, 204–214.
DOI : 10.1016/j.jbankfin.2015.02.019
Adam, T., Fernando, S. and Salas, J. (2015), Why do firms engage in selective hedging? Evidence from the gold mining industry,
Journal of Banking and Finance.
DOI : 10.1016/j.jbankfin.2015.05.006
Altmeyer, R. and Bibinger, M. (2015), Functional stable limit theorems for quasi-efficient spectral covolatility estimators,
Stochastic Processes and their Applications, 125(12), 4556–4600.
DOI : 10.1016/
Benndorf, V., Kübler, D. and Normann, H. (2015), Privacy concerns, voluntary disclosure of information, and unraveling: An experiment,
European Economic Review, 75, 43–59.
DOI : 10.1016/j.euroecorev.2015.01.005
Bibinger, M. and Winkelmann, L. (2015), Econometrics of co-jumps in high-frequency data with noise,
Journal of Econometrics, 184(2), 361–378.
DOI : 10.1016/j.jeconom.2014.10.004
Cao, X., Okhrin, O., Odening, M. and Ritter, M. (2015), Modelling spatio-temporal variability of temperature,
Computational Statistics.
DOI : 10.1007/s00180-015-0561-2
Chao, S.K., Proksch, K., Dette, H. and Härdle, W. (2015), Confidence Corridors for Multivariate Generalized Quantile Regression,
Journal of Business and Economic Statistics.
DOI : 10.1080/07350015.2015.1054493
Chen, D., Chen, S. and Härdle, W. (2015), The Influence of Oil Price Shocks on China's Macro-economy: A Perspective of International Trade,
Journal of Governance and Regulation, 4(1), 178-189.
Chen, Y.H. and Härdle, W. (2015), Common factors in credit defaults swap markets,
Computational Statistics.
DOI : 10.1007/s00180-015-0578-6
Dvurechensky, P., Nesterov, Y. and Spokoiny, V. (2015), Primal-Dual Methods for Solving Infinite-Dimensional Games,
Journal of Optimization Theory and Applications, 166(1), 23-51.
DOI : 10.1007/s10957-015-0771-3
Fehr, D. and Huck, S. (2015), Who knows it is a game? On strategic awareness and cognitive ability,
Experimental Economics.
DOI : 10.1007/s10683-015-9461-0
Fehr, D., Hakimov, R. and Kübler, D. (2015), The willingness to pay–willingness to accept gap: A failed replication of Plott and Zeiler,
European Economic Review, 78, 120–128.
DOI : 10.1016/j.euroecorev.2015.05.006
Franke, J., Härdle, W., and Hafner, C. (2015), Statistics of Financial Markets: an Introduction. 4th ed.,
Springer Verlag, Berlin Heidelberg, ISBN 978-3-642-54538-2, 1-555.
DOI : 10.1007/978-3-642-54539-9
Gasnikov, A., Nesterov, Y. and Spokoiny, V. (2015), On the efficiency of a randomized mirror descent algorithm in online optimization problems,
Computational Mathematics and Mathematical Physics, 55(4), 580-596.
DOI : 10.1134/S0965542515040041
Härdle, W. and Hlávka, Z. (2015), Multivariate Statistics: Exercises and Solutions, 2nd ed.,
Springer Verlag, Berlin Heidelberg, ISBN 978-3-642-36004-6, 1-362.
DOI : 10.1007/978-3-642-36005-3
Härdle, W. and Simar, L. (2015), Applied Multivariate Statistical Analysis, 4th ed.,
Springer Verlag, Berlin Heidelberg, ISBN 978-3-662-45170-0, 1-580.
DOI : 10.1007/978-3-662-45171-7
Härdle, W., Klinke, S. and Rönz, B (2015), Introduction to Statistics, Using Interactive MM*Stat Elements,
Springer Verlag, Heidelberg, ISBN 978-3-319-17703-8.
DOI : 10.1007/978-3-319-17704-5
Härdle, W., López Cabrera, B. and Teng, H. W. (2015), State Price Densities implied from weather derivatives,
Insurance: Mathematics and Economics.
DOI : 10.1016/j.insmatheco.2015.05.001
Härdle, W., Ritov, Y. and Wang, W. (2015), Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models,
Journal of Multivariate Analysis, 134, 129–145.
DOI : 10.1016/j.jmva.2014.11.003
Hüttel, S., Ritter, R., Esaulov, V. and Odening, M. (2015), Is there a term structure in land lease rates?,
European Review of Agricultural Economics.
DOI : 10.1093/erae/jbv010
Krähmer, D. and Strausz, R. (2015), Ex post information rents in sequential screening,
Games and Economic Behavior, 90, 257–273.
DOI : 10.1016/j.geb.2015.03.003
Lütkepohl, H., Staszewska-Bystrova, A. and Winker, P. (2015), Confidence Bands for Impulse Responses: Bonferroni vs. Wald,
Oxford Bulletin of Economics and Statistics.
DOI : 10.1111/obes.12114
Majer, P., Mohr, P., Heekeren, H. and Härdle, W. (2015), Portfolio Decisions and Brain Reactions via the CEAD method,
DOI : 10.1007/s11336-015-9441-5
Meissner, T. (2015), Intertemporal consumption and debt aversion: an experimental study,
Experimental Economics.
DOI : 10.1007/s10683-015-9437-0
Meyer-Gohde, A. and Neuhoff, D. (2015), Solving and estimating linearized DSGE models with VARMA shock processes and filtered data,
Economics Letters.
DOI : 10.1016/j.econlet.2015.05.024
Nautz, D. and Strohsal, T. (2015), Are US inflation expectations re-anchored?,
Economics Letters, 127, 6-9.
DOI : 10.1016/j.econlet.2014.12.023
Osipenko, M., Shen, Z. and Odening, M. (2015), Is there a demand for multi-year crop insurance?,
Agricultural Finance Review, 75(1), 92 - 102.
DOI : 10.1108/AFR-12-2014-0043
Panov, M. and Spokoiny, V. (2015), Finite Sample Bernstein - von Mises Theorem for Semiparametric Problems,
Bayesian Analysis, 10(3), 665-710.
DOI : 10.1214/14-BA926
Pieralli, S., Ritter, M. and Odening, M. (2015), Efficiency of wind power production and its determinants,
DOI : 10.1016/
Ritter, M., Hüttel, S., Walter, M. and Odening, M. (2015), Der Einfluss von Windkraftanlagen auf landwirtschaftliche Bodenpreise,
Berichte über Landwirtschaft.
DOI : 10.12767/buel.v93i3.83.g217
Ritter, M., Shen, Z., López Cabrera, B., Odening, M. and Deckert, L. (2015), Designing an index for assessing wind energy potential,
Renewable Energy, 83, 416-424.
DOI : 10.1016/j.renene.2015.04.038
Ritter, M., Shen, Z., López Cabrera, B., Odening, M. and Deckert, L. (2015), A New Approach to Assess Wind Energy Potential,
Energy Procedia, 75, 671–676.
DOI : 10.1016/j.egypro.2015.07.485
Shen, Z., Odening, M. and Okhrin, O. (2015), Can expert knowledge compensate for data scarcity in crop insurance pricing?,
European Review of Agricultural Economics.
DOI : 10.1093/erae/jbv015
Spokoiny, V. and Zhilova, M. (2015), Bootstrap confidence sets under model misspecification,
Annals of Statistics, 43(6), 2653-2675.
DOI : 10.1214/15-AOS1355
Strausz, R. and Krähmer, D. (2015), Optimal Sales Contracts with Withdrawal Rights,
Review of Economic Studies.
DOI : 10.1093/restud/rdv003
Strohsal, T. and Weber, E. (2015), Time-Varying International Stock Market Interaction and the Identification of Volatility Signals,
Journal of Banking and Finance.
DOI : 10.1016/j.jbankfin.2015.01.020
Winkelmann, L. (2015), Forward guidance and the predictability of monetary policy: a wavelet-based jump detection approach,
Journal of the Royal Statistical Society: Series C.
DOI : 10.1111/rssc.12119
Winkelmann, L., Bibinger, M. and Linzert, T. (2015), ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates,
Journal of Applied Econometrics.
DOI : 10.1002/jae.2453
Zhang, J.Z., Härdle, W., Chen, Y.C. and Bommes, E. (2015), Distillation of News Flow into Analysis of Stock Reactions,
Journal of Business and Economic Statistics.
DOI : 10.1080/07350015.2015.1110525
Ahrens, S. and Sacht, S. (2014), Estimating a High-Frequency New-Keynesian Phillips Curve,
Empirical Economics, 46(2), 607-628.
DOI : 10.1007/s00181-013-0684-7
Ahrens, S. and Snower, D. J. (2014), Envy, Guilt, and the Phillips Curve,
Journal of Economic Behavior and Organization, 99, 69-84.
DOI : 10.1016/j.jebo.2013.12.015
Albertini, J., Poirier, A. and Roulleau-Pasdeloup, J. (2014), The composition of government spending and the multiplier at the zero lower bound,
Economics Letters, 122(1), 31–35.
DOI : 10.1016/j.econlet.2013.10.021
Andresen, A. and Spokoiny, V. (2014), Critical dimension in profile semiparametric estimation,
Electronic Journal of Statistics, 8(2), 3077-3125.
DOI : 10.1214/14-EJS982
Angelova, V., Armantier, O., Attanasi, G. and Hiriart, Y. (2014), Relative performance of liability rules: experimental evidence,
Theory and Decision, 77(4), 531-556.
DOI : 10.1007/s11238-013-9405-0
Bibinger, M. and Vetter, M. (2014), Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps,
Annals of the Institute of Statistical Mathematics.
DOI : 10.1007/s10463-014-0473-x
Bibinger, M., Hautsch, N., Malec, P. and Reiß, M. (2014), Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency,
Annals of Statistics, 42(4), 80–114.
DOI : 10.1214/14-AOS1224
Cavalier, L. and Reiß, M. (2014), Sparse model selection under heterogeneous noise: Exact penalisation and data-driven thresholding,
Electronic Journal of Statistics, 8(1), 432-455.
DOI : 10.1214/14-EJS889
Chen, R.B., Chen, Y. and Härdle, W. (2014), TVICA - Time varying independent component analysis and its application to financial data,
Computational Statistics and Data Analysis, 74, 95-109.
DOI : 10.1016/j.csda.2014.01.002
Chen, S. and Härdle, W. (2014), Dynamic activity analysis model-based win-win development forecasting under environment regulations in China,
Computational Statistics, 29(6), 1543-1570.
DOI : 10.1007/s00180-014-0505-2
Chen, S., Härdle, W. and Jeong, K. (2014), Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns,
Computational Statistics.
DOI : 10.1007/s00180-014-0543-9
Danis, A., Rettl, D. and Whited, T. (2014), Refinancing, profitability, and capital structure,
Journal of Financial Economics, 114(3), 424–443.
DOI : 10.1016/j.jfineco.2014.07.010
Detmers, G.-A. and Nautz, D. (2014), Stale Forward Guidance,
Economics Letters, 124(3), 358–361.
DOI : 10.1016/j.econlet.2014.06.025
Durante, F. and Okhrin, O. (2014), Estimation procedures for exchangeable Marshall copulas with hydrological application,
Stochastic Environmental Research and Risk Assessment.
DOI : 10.1007/s00477-014-0866-7
Fan, Y., Härdle, W., Wang, W. and Zhu, L. (2014), Composite Quantile Regression for the Single Index Model,
Oberwolfach Reports, 48/2013, 2769-2771.
DOI : 10.4171/OWR/2013/48
Fengler, M. and Okhrin, O. (2014), Managing risk with a realized copula parameter,
Computational Statistics and Data Analysis.
DOI : 10.1016/j.csda.2014.07.011
Fiocco, R. and Scarpa, C. (2014), The regulation of markets with interdependent demands,
Information Economics and Policy, 27, 1–12.
DOI : 10.1016/j.infoecopol.2014.02.001
Friedrichsen, J. and Zahn, P. (2014), Political support in hard times: Do people care about national welfare?,
European Journal of Political Economy, 35, 23–37.
DOI : 10.1016/j.ejpoleco.2014.03.007
Giebe, T. (2014), Innovation Contests with Entry Auction,
Journal of Mathematical Economics.
DOI : 10.1016/j.jmateco.2014.02.004
Giebe, T. and Schweinzer, P. (2014), Consuming your way to efficiency: Public goods provision through non-distortionary tax lotteries,
European Journal of Political Economy, 36, 1-12.
DOI : 10.1016/j.ejpoleco.2014.06.006
Giebe, T. and Schweinzer, P. (2014), Probabilistic Procurement Auctions,
Review of Economic Design.
DOI : 10.1007/s10058-014-0161-6
Golubev, Y., Härdle, W. and Timofeev, R. (2014), Testing Monotonicity of Pricing Kernels,
AStA - Advances in Statistical Analysis.
DOI : 10.1007/s10182-014-0225-5
Gu, L., Wang, L., Härdle, W. and Yang, L. (2014), A simultaneous confidence corridor for varying coefficient regression with sparse functional data,
TEST, 23(4), 806-843.
DOI : 10.1007/s11749-014-0392-4
Härdle, W. and Majer, P. (2014), Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics,
The European Journal of Finance.
DOI : 10.1080/1351847X.2014.926281
Härdle, W. and Prastyo, D. D. (2014), Embedded Predictor Selection for Default Risk Calculation: A South East Asian Industry Study,
Handbook of Asian Finance Vol 1, Financial Markets and Sovereign Wealth Funds, ISBN: 9780128009826, 131-148.
Härdle, W. and Wang, W. (2014), Principle Volatility Component Analysis (a Discussion),
Journal of Business and Economic Statistics, 32(2), 173-174.
DOI : 10.1080/07350015.2014.898585
Härdle, W., Hautsch, N. and Mihoci, A. (2014), Local adaptive multiplicative error models for high-frequency forecasts,
Journal of Applied Econometrics.
DOI : 10.1002/jae.2376
Härdle, W., Okhrin, Y. and Wang, W. (2014), Uniform confidence bands for pricing kernels,
Journal of Financial Econometrics.
DOI : 10.1093/jjfinec/nbu002
Härdle, W., Prastyo, D.D. and Hafner, C. (2014), Support Vector Machine with Evolutionary Model Selection for Default Prediction,
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, ISBN: 978-0-19-985794-4, 346-373.
Härdle, W.K., Spokoiny, V., Panov, V. and Wang, W. (2014), Basics of Modern Mathematical Statistics: Exercises and Solutions,
Springer Verlag, Heidelberg, ISBN 978-3-642-36849-3, 1-185.
DOI : 10.1007/978-3-642-36850-9
Hashimoto, T., Hirata, D., Kesten, O., Kurino, M. and Ünver, M. U. (2014), Two Axiomatic Approaches to the Probabilistic Serial Mechanism,
Theoretical Economics, 9(1), 253-277.
DOI : 10.3982/TE1010
Jacod, J. and Reiß, M. (2014), A remark on the rates of convergence for integrated volatility estimation in the presence of jumps,
Annals of Statistics, 42(3), 1131-1144.
DOI : 10.1214/13-AOS1179
Jirak, M., Meister, A. and Reiß, M. (2014), Adaptive function estimation in nonparametric regression with one-sided errors,
Annals of Statistics, 42(5), 1970-2002.
DOI : 10.1214/14-AOS1248
Kurino, M. (2014), House Allocation with Overlapping Generations,
American Economic Journal: Microeconomics, 6(1), 258-289.
DOI : 10.1257/mic.6.1.258
Lan, H. and Meyer-Gohde, A. (2014), Solvability of Perturbation Solutions in DSGE Models,
Journal of Economic Dynamics and Control.
DOI : 10.1016/j.jedc.2014.06.005
Lütkepohl, H. (2014), Forecasting Unpredictable Variables,
Empirical Economic and Financial Research, Advanced Studies in Theoretical and Applied Econometrics, 48, 287-304.
DOI : 10.1007/978-3-319-03122-4_18
Lütkepohl, H. and Velinov, A. (2014), Structural vector autoregressions: checking identifying long-run restrictions via heteroskedasticity,
Journal of Economic Surveys.
DOI : 10.1111/joes.12100
Okhrin, O. and Ristig, A. (2014), Hierarchical Archimedean Copulae: The HAC Package,
Journal of Statistical Software, 58(4), 1-20.
Pesta, M. and Okhrin, O. (2014), Conditional Least Squares and Copulae in Claims Reserving for a Single Line of Business,
Insurance: Mathematics and Economics, 56, 28–37.
DOI : 10.1016/j.insmatheco.2014.02.007
Ritter, M., Mußhoff, O. and Odening, M. (2014), Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model,
Computational Economics, 44(1), 67–86.
DOI : 10.1007/s10614-013-9410-y
Stahlschmidt, S., Härdle, W. and Thome, H. (2014), An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data,
Spatial Economic Analysis.
DOI : 10.1080/17421772.2015.1023339
Strausz, R. and Schmidt, R. (2014), On the Timing of Climate Agreements,
Environmental and Resource Economics.
DOI : 10.1007/s10640-014-9828-2
Strohsal, T. and Weber, E. (2014), Mean-variance cointegration and the expectations hypothesis,
Quantitative Finance, 14(11).
DOI : 10.1080/14697688.2013.814974
Strohsal, T. and Winkelmann, L. (2014), Assessing the anchoring of inflation expectations,
Journal of International Money and Finance.
DOI : 10.1016/j.jimonfin.2014.09.001
Wiebach, N. and Hildebrandt, L. (2014), Antecedent of the Negative Attraction Effect: An Information Processing Approach,
Marketing - Journal of Research and Management, 36(1), 5-21.
DOI : 10.15358/0344-1369_2014_1_5
Zolotko, M. and Okhrin, O. (2014), Modelling the general dependence between commodity forward curves,
Energy Economics, 43, 284–296.
DOI : 10.1016/j.eneco.2014.02.019
Adam, T. and Nain, A. (2013), Strategic Risk Management and Product Market Competition,
Advances in Financial Risk Management, 3-29.
DOI : 10.1057/9781137025098.0007
Adam, T., Fernando, C. and Golubeva, E. (2013), Do Managers Exhibit Loss Aversion in their Risk Management Practices? Evidence from the Gold Mining Industry,
Advances in Financial Risk Management, 105-124.
DOI : 10.1057/9781137025098.0011
Anastasiadou, Z. and López Cabrera, B. (2013), On the modelling of temperature dynamics for pricing weather-related products,
Journal of Energy Markets, ISSN: 1756-3615(6(4)), 3 - 24.
Angelova, V. and Regner, T. (2013), Do voluntary payments to advisors improve the quality of financial advice? An experimental deception game,
Journal of Economic Behavior and Organization, 93, 205-218.
DOI : doi:10.1016/j.jebo.2013.03.022
Basteck, C., Daniëls, T. and Heinemann, F. (2013), Characterizing Equilibrium Selection in Global Games with Strategic Complementarities,
Journal of Economic Theory.
DOI : 10.1016/j.jet.2013.07.006
Bettendorf. T. and Chen, W. (2013), Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests,
Economics Letters, 120(2), 350–353.
DOI : 10.1016/j.econlet.2013.04.039
Bibinger, M. and Reiß, M. (2013), Spectral Estimation of Covolatility from Noisy Observations Using Local Weights,
Scandinavian Journal of Statistics.
DOI : 10.1111/sjos.12019
Binzel, C. and Fehr, D. (2013), Social distance and trust: Experimental evidence from a slum in Cairo,
Journal of Development Economics, 103, 99-106.
DOI : 10.1016/j.jdeveco.2013.01.009
Binzel, C. and Fehr, D. (2013), Giving and Sorting Among Friends: Evidence from a Lab-in-the-Field Experiment,
Economics Letters, 121(2), 214–217.
DOI : 10.1016/j.econlet.2013.08.002
Borak, S., Härdle, W. and López-Cabrera, B. (2013), Statistics of Financial Markets, Exercise and Solutions. 2nd ed.,
Springer Verlag, Heidelberg, ISBN 978-3-642-33928-8(2), 1-246.
DOI : 10.1007/978-3-642-33929-5
Burda M.,Hamermesh D. and Weil P. (2013), Total work and gender: facts and possible explanations,
Journal of Population Economics, 26(1), 239-261.
DOI : 10.1007/s00148-012-0408-x
Burda, M., Hamermesh D. and Stewart J. (2013), Cyclical Variation in Labor Hours and Productivity Using the ATUS,
American Economic Review Papers and Proceedings, 103(3), 99-104.
DOI : 10.1257/aer.103.3.99
Choros, B., Härdle, W. and Overbeck, L. (2013), Copula Dynamics in CDOs,
Quantitative Finance, online.
DOI : 10.1080/14697688.2013.847280
Choros-Tomczyk, B., Härdle, W. and Okhrin, O. (2013), Valuation of Collateralized Debt Obligations with Hierarchical Archimedean Copulae,
Journal of Empirical Finance, 24, 42–62.
DOI : 10.1016/j.jempfin.2013.08.001
Cornand, C. and Heinemann, F. (2013), Measuring agents' reaction to private and public information in games with strategic complementarities,
Experimental Economics (A Journal of the Economic Science Association).
DOI : doi:10.1007/s10683-013-9357-9
Daniëls, T., Dönges, J., Heinemann, F. (2013), Competition for Order Flow as a Coordination Game: Unique Equilibrium in the Allocation of Order Flow,
European Economic Review, 1(62), 41-57.
DOI : 10.1016/j.euroecorev.2013.04.001
Detlefsen, K. and Härdle, W. (2013), Variance Swap Dynamics,
Quantitative Finance, 13(5), 675-685.
DOI : DOI:10.1080/14697688.2012.749420
Ensthaler, L. and Giebe, T. (2013), A dynamic auction for multi-object procurement under a hard budget constraint,
Research Policy.
DOI : 10.1016/j.respol.2013.06.011
Fiocco, R. (2013), The Optimal Institutional Design of Vertically Related Markets with Unknown Upstream Costs,
Review of Network Economics, 0(0), 1-28.
DOI : DOI:10.1515/rne-2012-0014
Grith, M., Härdle, W. and Park, J. (2013), Shape Invariant Modeling of Pricing Kernels and Risk Aversion,
Journal of Financial Econometrics, 11(2), 370-399.
DOI : 10.1093/jjfinec/nbs019
Guo, M.M., Zhou, L., Huang, J.Z. and Härdle, W. (2013), Functional Data Analysis of Generalized Regression Quantiles,
Statistics and Computing.
DOI : 10.1007/s11222-013-9425-1
Härdle, W. Okhrin, Y. and Okhrin, O. (2013), Dynamic Structured Copula Models,
Statistics and Risk Modeling, 30(4), 361–388.
DOI : 10.1524/strm.2013.2004
Härdle, W., Okhrin, O. and Wang, W. (2013), HMM and HAC,
Advances in Intelligent Systems and Computing, 190, 341-348.
DOI : 10.1007/978-3-642-33042-1_37
Hautsch N. and Podolskij M. (2013), Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence,
Journal of Business and Economic Statistics, 31(2), 165-183.
DOI : 10.1080/07350015.2012.754313
Hautsch N., Malec P., Schienle M. (2013), Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes,
Journal of Financial Econometrics, 1(11), 1-33.
DOI : 10.1093/jjfinec/nbt002
Honda, T. and Härdle, W. (2013), Variable Selection in Cox Regression with varying coefficients,
Journal of Statistical Planning and Inference.
DOI : 10.1016/j.jspi.2013.12.002
Horst, U. and Scheinkman, J. (2013), A limit theorem for systems of social interactions,
Journal of Mathematical Economics, 45(9-10), 609–623.
DOI : 10.1016/j.jmateco.2007.12.003
Jaworski, P., Durante, F. and Härdle, W. (2013), Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012,
Springer Verlag, Heidelberg, ISBN 978-3-642-35406-9, 294.
DOI : 10.1007/978-3-642-35407-6
Kremer, S. and Nautz, D. (2013), Causes and consequences of short-term institutional herding,
Journal of Banking and Finance, 37(5), 1676–1686.
DOI : doi:10.1016/j.jbankfin.2012.12.006
Kremer, S., Bick, A. and Nautz, D. (2013), Inflation and growth: new evidence from a dynamic panel threshold analysis,
Empirical Economics, 44(2), 861–878.
DOI : DOI:10.1007/s00181-012-0553-9
Kübler, D., Beresford, A. and Preibusch, S. (2013), Price versus privacy: an experiment into the competitive advantage of collecting less personal information,
Electronic Commerce Research.
DOI : 10.1007/s10660-013-9130-3
Lan, H. and Meyer-Gohde, A. (2013), Solving DSGE Models with a Nonlinear Moving Average,
Journal of Economic Dynamics and Control, 37(12), 2643–2667.
DOI : 10.1016/j.jedc.2013.06.014
Liu,R., Yang, L.Y. and Härdle, W. (2013), Oracally Efficient Two-Step Estimation of Generalized Additive Model,
Journal of the American Statistical Association, 108(502), 619-631.
DOI : 10.1080/01621459.2013.763726
López Cabrera, B., Odening, M. and Ritter, M. (2013), Pricing Rainfall Futures at the CME,
Journal of Banking and Finance, 37(11), 4286–4298.
DOI : 10.1016/j.jbankfin.2013.07.042
Lütkepohl, H. (2013), Reducing Confidence Bands for Simulated Impulse Responses,
Statistical Papers.
DOI : 10.1007/s00362-013-0510-5
Lütkepohl, H. (2013), Chapter 6: Vector autoregressive models,
Handbook of Research Methods and Applications in Empirical Macroeconomics, ISBN: 9780857931016, 139-164.
DOI : 10.4337/9780857931023.00012
Lütkepohl, H. (2013), Identifying Structural Vector Autoregressions Via Changes in Volatility,
Advances in Econometrics, 32, 169-203.
DOI : 10.1108/S0731-9053(2013)0000031005
Lütkepohl, H. and Netsunajev, A. (2013), Disentangling Demand and Supply Shocks in the Crude Oil Market: How to check Sign Restrictions in Structural Vars,
Journal of Applied Econometrics.
DOI : 10.1002/jae.2330
Meister, A. and Reiß, M. (2013), Asymptotic equivalence for nonparametric regression with non-regular errors,
Probability Theory and Related Fields, Springer-Verlag, 155(1-2), 201-229.
DOI : 10.1007/s00440-011-0396-x
Nitsch, V. and Wolf, N. (2013), Tear down this wall: on the persistence of borders in trade,
Canadian Journal of Economics / Revue canadienne d'économique, 4(1), 154–179.
DOI : 10.1111/caje.12002
O. Okhrin, Y. Okhrin and W. Schmid (2013), Properties of hierarchical Archimedean copulas,
Statistics and Risk Modeling, 1(30), 21-53.
DOI : 10.1524/strm.2012.1071
Odening, M., Filler, G. (2013), Klima- und Marktrisiken in der Landwirtschaft.,
Humboldt-Universitätsgesellschaft (Hrsg.), 29-35.
Okhrin, O. (2013), Editorial to the special issue on Copulae of Statistics & Risk Modeling,
Statistics and Risk Modeling, 30(4), 281–286.
DOI : 10.1524/strm.2013.9014
Okhrin, O., Okhrin, Y. and Schmid, W. (2013), On the Structure and Estimation of Hierarchical Archimedean Copulas,
Journal of Econometrics, 173(2), 189-204.
DOI : 10.1016/j.jeconom.2012.12.001
Reiß, M. (2013), Testing the characteristics of a Lévy process,
Stochastic Processes and their Applications, 123(7), 2808–2828.
DOI : 10.1016/
Ritter, M. (2013), Weather forecasting with market prices of weather futures,
Journal of Energy Markets, 6(4), ISSN 1756-3615.
Schulz R., Wersing M. and Werwatz A. (2013), Renting versus Owning and the Role of Human Capital: Evidence from Germany.,
Springer Link, 1(1), 1-35.
DOI : 10.1007/s11146-013-9412-5
Schulz, R., Wersing, M. and Werwatz, A. (2013), Automated valuation modelling: a specification exercise,
Journal of Property Research.
DOI : 10.1080/09599916.2013.846930
Spokoiny, V. and Zhilova, M. (2013), Sharp deviation bounds for quadratic forms,
Mathematical Methods of Statistics, 2(22), 100-113.
DOI : 10.3103/S1066530713020026
Spokoiny, V., Wang, W. and Härdle, W. (2013), Local Quantile Regression,
Journal of Statistical Planning and Inference, 143(7), 1109-1129.
DOI : 10.1016/j.jspi.2013.03.008
Stahlschmidt, S., Tausendteufel, H. and Härdle, W. (2013), Bayesian networks for sex-related homicides: structure learning and prediction,
Journal of Applied Statistics.
DOI : DOI:10.1080/02664763.2013.780235
Thorsten D., Benjamin B. and Frank C. M. (2013), Binary classification with pFDR-pFNR losses,
Biometrical Journal.
DOI : DOI:10.1002/bimj.201200054
Umlauf, Steffen J. (2013), Prüfungs- und Beratungshonorare von Konzern­abschlussprüfern - Honorardeterminanten und Unabhängigkeits­wahrnehmungen auf dem deutschen Kapitalmarkt,
Schriftenreihe innovative betriebswirtschaftliche Forschung und Praxis, 370.
van Bömmel, A., Song, S., Majer, P., Mohr, P., Heekeren, H. and Härdle, W. (2013), Risk Patterns and correlated brain activities. Multidimensional Statistical Analysis of fMRI Data in Economics Decision making Study,
Psychometrika, 78.
DOI : 10.1007/s11336-013-9352-2
Wagner, C., Huettel, S., Odening, M., Narayana, R. (2013), Measuring Dynamic Efficiency under Uncertainty: An Application to German Dairy Farms,
Selected paper AAEA Annual Meeting 2013, Washington D.C..
Wang, W., Bobojonov, I., Härdle, W. and Odening, M (2013), Testing for Increasing Weather Risk,
Stochastic Environmental Research and Risk Assessment, 27(7), 1565-1574.
DOI : 10.1007/s00477-013-0692-3
Zheng, Sh., Yang, L. and Härdle, W. (2013), A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data,
Journal of the American Statistical Association.
DOI : 10.1080/01621459.2013.866899
Zhilova, M. and Spokoiny, V. (2013), Uniform Properties of the Local Maximum Likelihood Estimate,
Automation and Remote Control, 74(10), 1656-1669.
DOI : 10.1134/S0005117913100068
Abbassi, P. and Nautz, D. (2012), Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations,
The North American Journal of Economics and Finance, 23(1), 54-69.
DOI : 10.1016/j.najef.2011.11.002
Anand, K., Gai, P., Kapadia, S., Willison, M. and Brennan, S. (2012), A network model of financial system resilience,
Journal of Economic Behavior and Organization.
DOI : 10.1016/j.jebo.2012.04.006
Becker, S. and Nautz, D. (2012), Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model,
European Economic Review, 624-634.
DOI : 10.1016/j.euroecorev.2012.01.004
Belomestny, D. and Krätschmer, V. (2012), Central limit theorems for law-invariant coherent risk measures,
Journal of Applied Probability, 49(1), 1-21.
DOI : 10.1239/jap/1331216831
Bethman, D. and Reiß, M. (2012), Simplifying numerical analyses of Hamilton–Jacobi–Bellman equations,
Journal of Economics, 170(2), 101-128.
DOI : 10.1007/s00712-012-0270-z
Bibinger, M. (2012), An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory,
Stochastic Processes and their Applications, 112(6), 2411–2453.
DOI : 10.1016/
Bindseil U. and König P. (2012),,
Kredit und Kapital, 2(45), 135-174.
Bindseil U., Cour-Thimann P. and König P. (2012), Target2 and Cross-border Interbank Payments during the Financial Crisis,
CESifo Forum, 1(13), 83-92.
Brüggemann, U., Hitz, J. M. and Sellhorn, T. (2012), Intended and Unintended Consequences of Mandatory IFRS Adoption: A Review of Extant Evidence and Suggestions for Future Research,
European Accounting Review, 22(1), 1-37.
DOI : 10.1080/09638180.2012.718487
Burda, Michael C. and Charles Wyplosz (2012), Macroeconomics: A European Text, 6th edition,
Oxford University Press, 592 pages.
Danz, D., Fehr, D. and Kübler, D. (2012), Information and Beliefs in a Repeated Normal-form Game,
Experimental Economics, 15(4), 622-640.
DOI : 10.1007/s10683-012-9317-9
Detmers, G.-A. and Nautz, D. (2012), The Information Content of Central Bank Interest Rate Projections: Evidence from New Zealand,
Economic Record, 88(282), 323–329.
DOI : 10.1111/j.1475-4932.2012.00813.x
Duan, J.C., Gentle, J.E. and Härdle, W. (2012), Handbook of Computational Finance ,
Springer Verlag, Heidelberg, ISBN 978-3-642-17253-3, 1-804.
DOI : 10.1007/978-3-642-17254-0
Duran, E.A., Härdle, W. and Osipenko, M. (2012), Difference based Ridge and Liu type Estimators in Semiparametric Regression Models,
Journal of Multivariate Analysis, 105, 164-175.
DOI : 10.1016/j.jmva.2011.08.018
Gentle, J. E., Härdle, W. and Mori, Y. (2012), Handbook of Computational Statistics, Concepts and Methods. 2nd ed.,
Springer Verlag, Heidelberg, ISBN 978-3-642-21550-6, 1-1192.
DOI : 10.1007/978-3-642-21551-3
Guo, M.M. and Härdle, W. (2012), Simultaneous confidence bands for expectile functions,
AStA - Advances in Statistical Analysis.
DOI : 10.1007/s10182-011-0182-1
Härdle, W. Ritov, J. and Song, R. (2012), Partial Linear Quantile Regression and Bootstrap Confidence Bands,
J. Multivariate Analysis, 107, 244-262.
DOI : 10.1016/j.jmva.2012.01.020
Härdle, W. and Osipenko, M. (2012), Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity,
The Quarterly Journal of the IAEE's Energy Economics Education Foundation, 33(2), 149-170.
DOI : 10.5547/01956574.33.2.7
Härdle, W. and Simar, L. (2012), Applied Multivariate Statistical Analysis,
Springer Verlag, 3rd ed., 516 p.
DOI : 10.1007/978-3-642-17229-8
Härdle, W., Hautsch, N. and Mihoci, A. (2012), Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics,
Journal of Empirical Finance, 19(4), 610-625.
DOI : 10.1016/j.jempfin.2012.04.002
Härdle, W., Jeong, K. and Song, R. (2012), A consistent nonparametric test for causality in quantile,
Econometric Theory, 28, 861 - 887.
DOI : 10.1017/S0266466611000685
Härdle, W., Schulz, R. and Wang, W. (2012), Prognose mit nichtparametrischen Verfahren,
in: Prognoserechnung, 7. Auflage ed. Mertens, Physica Verlag, 167-181.
DOI : 10.1007/978-3-7908-2797-2
Hautsch N., Kyj L.M., Oomen R. (2012), A blocking and regularization approach to high dimensional realized covariance estimation,
Journal of Applied Econometrics, 625-645.
DOI : doi:10.1002/jae.1218
Hautsch N., Yang F. (2012), Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model,
Computational Statistics and Data Analysis, 56(11), 3774-3792.
DOI : doi:10.1016/j.csda.2010.07.003
Hautsch, N. (2012), Econometrics of Financial High-Frequency Data,
Springer, Berlin.
DOI : 10.1007/978-3-642-21925-2
Hautsch, N., Huang, R. (2012), The Market Impact of a Limit Order,
Journal of Economic Dynamics and Control, 36(4), 501-522.
DOI : doi:10.1016/j.jedc.2011.09.012
Hautsch, N., Ou, Y. (2012), Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields,
Journal of Banking and Finance, 36(11), 2988-3007.
DOI : doi:10.1016/j.jbankfin.2012.06.020
Heinemann, F. (2012), Understanding Financial Crises: The Contribution of Experimental Economics,
Annals of Economics and Statistics, 107/ 108, 7-29.
Helmut Finner, Veronika Gontscharuk, Thorsten Dickhaus (2012), False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve,
Scandinavian Journal of Statistics, 39(2), 382-397.
DOI : 10.1111/j.1467-9469.2012.00791.x
Horst, U., Kupper, M., Macrina, A., and Mainberger C. (2012), Continuous equilibrium in affine and information-based capital asset pricing models,
Annals of Finance.
DOI : 10.1007/s10436-012-0216-z
Kopsidis, M. and Wolf, N. (2012), Agricultural Productivity Across Prussia During the Industrial Revolution: A Thünen Perspective,
The Journal of Economic History, 72(03), 634-670.
DOI : 10.1017/S0022050712000320
Lottmann, F. (2012), Spatial dependencies in German matching functions,
Regional Science and Urban Economics, 1-2(42), 27-41.
DOI : 10.1016/j.regsciurbeco.2011.04.007
Mechtenberg, L. and Strausz, R. (2012), Migration of the Talented: Can Europe Catch Up with the U.S.?,
Journal of Public Economic Theory, 14(6), 945–969.
DOI : 10.1111/jpet.12005
Meller, B. and Nautz, D. (2012), Inflation persistence in the Euro area before and after the European Monetary Union,
Economic Modelling, 29, 1170-1176.
DOI : 10.1016/j.econmod.2012.03.016
Nickl, R. and Reiß, M. (2012), A Donsker theorem for Lévy measures,
Journal of Functional Analysis, 263(10), 3306–3332.
DOI : 10.1016/j.jfa.2012.08.012
Okhrin, O., Odening, M. and Xu, W. (2012), Systemic Weather Risk and Crop Insurance: The Case of China,
The Journal of Risk and Insurance, 80(2), 351-372.
DOI : 10.1111/j.1539-6975.2012.01476.x
Reiß, M. and Rosenholc, Y. (2012), Preserving Time Structures While Denoising a Dynamical Image,
Mathematical Methods for Signal and Image Analysis and Representation, Computational Imaging and Vision(41), 207-219.
DOI : 10.1007/978-1-4471-2353-8_12
Schmidt, S. and Nautz, D. (2012), Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts,
Journal of Money, Credit, and Banking, 44(2-3), 323-340.
DOI : 10.1111/j.1538-4616.2012.00489.x
Söhl, J. and Trabs, M. (2012), A uniform central limit theorem and e fficiency for deconvolution estimators Electronic Journal of Statistics,
Electronic Journal of Statistics (EJS), 2486-2518.
DOI : 10.1214/12-EJS757
Strausz, R. (2012), Mediated contracts and mechanism design,
Journal of Economic Theory, 147(3), 1280–1290.
DOI : 10.1016/j.jet.2012.01.005
Thorsten Dickhaus, Klaus Straßburger, Daniel Schunk, Carlos Morcillo-Suarez, Thomas Illig, Arcadi Navarro (2012), How to analyze many contingency tables simultaneously in genetic association studies,
Statistical Applications in Genetics and Molecular Biology, 11(4), Article 12.
DOI : 10.1515/1544-6115.1776
Verena Heinrich, Jens Stange, Thorsten Dickhaus, Peter Imkeller, Ulrike Krüger, Sebastian Bauer, Stefan Mundlos, Peter N. Robinson, Jochen Hecht, Peter M. Krawitz (2012), The allele distribution in next-generation sequencing data sets is accurately described as the result of a stochastic branching process,
Nucleic Acids Research, 40(6), 2426-2431.
DOI : 10.1093/nar/gkr1073
Weber, E. (2012), Regional and outward economic integration in South-East Asia,
Applied Economics, 10(44), 1271-1283.
DOI : 10.1080/00036846.2010.539543
Wolf, N. (2012), Crises and Policy Responses within the Political Trilemma: Europe, 1929-1936 and 2008-2011,
European Review of History / Revue europeenne d'histoire , 19(6), 855-879.
DOI : 10.1080/13507486.2012.741113
Xia, Y., Härdle, W. and Linton, O. (2012), Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator in Exploring Research Frontiers in Contemporary Statistics and Econometrics, Van Keilegom, I. and Wilson, W. (eds),
Springer Verlag, 229 - 261.
DOI : 10.1007/978-3-7908-2349-3
Bachmann R. and Braun S. (2011), The Impact of International Outsourcing on Labour Market Dynamics in Germany,
Scottish Journal of Political Economy, 1(58), 1–28.
DOI : 10.1111/j.1467-9485.2010.00535.x
Basteck, C. and Daniëls, T. R. (2011), Every symmetric global game of strategic complementarities has noise-independent selection,
Journal of Mathematical Economics, 47(6), 749-754.
DOI : 10.1016/j.jmateco.2011.10.004
Bibinger, M. (2011), Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data,
Scandinavian Journal of Statistics, 38(1), 23-45.
DOI : 10.1111/j.1467-9469.2010.00712.x
Biele G., Rieskamp J., Krugel L.K., Heekeren H.R. (2011), The Neural Basis of Following Advice,
PLoS Biology, 9(6).
DOI : 10.1371/journal.pbio.1001089
Bindseil U., Cour-Thimann P. and Konig P. (2011), Weitere Anmerkungen zur Debatte um Target wahrend der Finanzkrise,
ifo Schnelldienst, 16(64), 79-86.
Braun, S (2011), Unionisation structures, productivity and firm performance: New insights from a heterogeneous firm model,
Labour Economics, 1(18), 120-129.
DOI : 10.1016/j.labeco.2010.08.004
Chen, S., Härdle, W. and Moro, R. (2011), Modelling Default Risk with Support Vector Machines,
Quantitative Finance, 1(11), 135 - 154.
DOI : 10.1080/14697680903410015
Chen, Y., Härdle, W. and Pigorsch, U. (2011), Localized Realized Volatility,
Journal of the American Statistical Association.
DOI : 10.1198/jasa.2010.ap09039
Cizek, P., Härdle, W. and Weron, R. (2011), Statistical Tools for Finance and Insurance. 2nd ed.,
Springer Verlag, Heidelberg, ISBN 978-3-642-18061-3, 1 - 420.
DOI : 10.1007/978-3-642-18062-0
Eckel, S., Löffler, G., Maurer, A. and Schmidt, V. (2011), Measuring the effects of geographical distance on stock market correlation,
Journal of Empirical Finance, 2(18), 237-247.
DOI : 10.1016/j.jempfin.2010.12.001
Fischkin, M., Gassen J. (2011), Ökonomie des Abschlussprüferwechsels,
Zeitschrift für Betriebswirtschaft, 1(81).
DOI : 10.1007/s11573-011-0481-8
Franke, J., Härdle, W. and Hafner, Ch. (2011), Statistics of Financial Markets: An Introduction.
ISBN: 978-3-642-16520-7,
Springer Verlag, 3, 1-599.
DOI : 10.1007/978-3-642-16521-4_2
Groß-Klußmann A., Hautsch N. (2011), When machines Read the News: Using Automated Text Analytics to Quantify High Frequency News-Implied Market Reactions,
Journal of Empirical Finance, 2(18).
DOI : 10.1016/j.jempfin.2010.11.009
Hanewald, K., Post, T., and Gründl, H. (2011), Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency,
The Geneva Papers on Risk and Insurance - Issues and Practice.
DOI : 10.1057/gpp.2011.14
Härdle, W. and López Cabrera, B. (2011), The implied market price of weather risk,
Applied Mathematical Finance, 1–37.
DOI : 10.1080/1350486X.2011.591170
Härdle, W. and Simar, L. (2011), 应用多元统计分析, 第二版. Chinese translation of Applied Multivariate Statistical Analysis,
Peking University Press, ISBN 978-7-301-16772-4 /F-2670, 1-445.
Hautsch N., Hess D., Veredas D. (2011), The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility,
Journal of Banking and Finance.
DOI : 10.1016/j.jbankfin.2011.03.004
Horst, U. and Moreno-Bromberg, S. (2011), Efficiency and equilibria in games of optimal derivative design,
Mathematics and Financial Economics, 5(4), 269-297.
DOI : 10.1007/s11579-012-0066-5
Horst, U. and Naujokat, F. (2011), On derivatives with illiquid underlying and market manipulation,
Quantitative Finance, 11(7), 1051-1066.
DOI : 10.1080/14697688.2011.552517
Ivanova-Stenzel Radosveta (2011), Gender Differences in Team Work and Team Competition ,
Journal of Economic Psychology, 1(32).
DOI : 10.1016/j.joep.2011.05.011
Kartik Anand, Alan Kirman and Matteo Marsili (2011), Epidemics of rules, rational negligence and market crashes,
The European Journal of Finance, 1-10.
DOI : 10.1080/1351847X.2011.601872
Kremer S., Nautz D. (2011), Short-term Herding of Institutional Traders: New Evidence from the German Stock Market,
European Financial Management.
DOI : 10.1111/j.1468-036X.2011.00607.x
Löffler, G. and Maurer, A. (2011), Incorporating the dynamics of leverage into default prediction,
Journal of Banking & Finance, 12(35), 3351-3361.
DOI : 10.1016/j.jbankfin.2011.05.015
Lohse, A. (Hrsg. Schütt, H.) (2011), Portfoliooptimierung mit Rohstoffinvestments,
Deutsches Institut für Bankwirtschaft, Schriftenreihe(7), 1-81.
Matthias Ritter, Oliver Musshoff and Martin Odening (2011), Meteorological Forecasts and the Pricing of Temperature Futures,
The Journal of Derivatives, 19(2), 45-60.
DOI : 10.3905/jod.2011.19.2.045
Mußhoff, O., Odening, M., and Xu, W. (2011), Management of Climate Risks in Agriculture - Will Weather Derivatives Permeate?,
Applied Economics, 9(43), 1067-1077.
DOI : 10.1080/00036840802600210
Nautz, D. and Scheithauer,J. (2011), Monetary Policy Implementation and Overnight Rate Persistence,
Journal of International Money and Finance, 1(30), 1375-1386.
DOI : 10.1016/j.jimonfin.2011.07.005
Nautz, D., Scharff, J. (2011), Inflation and Relative Price Variability in the Euro Area: Evidence from a Panel Threshold Model, forthcoming in Applied Economics.. ,
Applied Economics, 1.
DOI : 10.1080/00036846.2010.508729
Park SQ, Kahnt T, Rieskamp J, Heekeren HR (2011), Neurobiology of value integration: When value impacts valuation,
Journal of Neuroscience, 25(31), 9307-9314.
DOI : 10.1523/JNEUROSCI.4973-10.2011
Reiß, M. (2011), Asymptotic equivalence for inference on the volatility from noisy observations,
Annals of Statistics, 2(39), 772-802.
DOI : 10.1214/10-AOS855
Schulz R. and Werwatz A. (2011), Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin,
Journal of Urban Economics, 69(3), 288-302.
DOI : 10.1016/j.jue.2010.12.003
Strausz R. (2011), Regulatory Risk under Optimal Incentive Regulation,
Economic Journal, 1(121), 740-762.
DOI : 10.1111/j.1468-0297.2011.02441.x
Strausz, R. and Krähmer, D. (2011), Comments to "Correlated information, mechanism design and informational rents",
Journal of Economic Theory, 2(123), 210-217.
DOI : 10.1016/j.jet.2011.05.005
Strausz, R. and Krähmer, D. (2011), Optimal Procurement Contracts with Pre–Project Planning,
Review of Economic Studies, 3(78), 1015-1041.
DOI : 10.1093/restud/rdq033
V. Krätschmer, H. Zähle (2011), Sensitivity of risk measures with respect to the normal approximation of total claim distributions,
Insurance: Mathematics and Economics, 3(49), 335-344.
DOI : 10.1016/j.insmatheco.2011.05.004
Weber, E. (2011), What happened to the transatlantic capital market relations? ,
Economic Modelling, 28(3), 877-884.
DOI : 10.1016/j.econmod.2010.10.017
Wiebach, N., Hildebrandt, L. (2011), Explaining customers' switching patterns to brand delisting,
Journal of Retailing and Consumer Services.
DOI : 10.1016/j.jretconser.2011.08.001
Xia, C., Härdle, W. and Zhu, L. (2011), Generalized single index models: the EFM approach,
Annals of Statistics, 3(39), 1658–1688.
DOI : 10.1214/10-AOS871
Abbassi, P., Nautz, D., Offermanns, C. (2010), Interest Rate Dynamics and Monetary Policy Implementation in Switzerland,
Swiss Journal of Economics, 1(13), 313-340.
Alexandra Spitz-Oener, Sandra Black (2010), Technological Change and the Skill Content of Women’s Work,
Review of Economics and Statistics, 92(1), 187-194.
DOI : 10.1162/rest.2009.11761
Basten U., Biele G. P., Heekeren H. R. and Fiebach C. J. (2010), How the brain integrates costs and benefits during decision making.,
Proceedings of the National Academy of Sciences (PNAS), 50(107), 21767–21772.
DOI : 10.1073/pnas.0908104107
Braun, S., Dwenger, N. and Kübler, D. (2010), Telling the Truth May Not Pay Off: An Empirical Study of Centralized University Admissions in Germany,
B.E. Journal of Economic Analysis & Policy, Vol. 10: Issue 1 (Advances), Article 10, 10(1).
DOI : 10.2202/1935-1682.2294
Busch, U. , Nautz, D. (2010), Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area,
German Economic Review, 3(11), 367-380.
DOI : 10.1111/j.1468-0475.2009.00480.x
Chen, S., Härdle, W. and Jeong, K. (2010), Forecasting volatility with support vector machine-based GARCH model,
Journal of Forecasting, 406-433.
DOI : 10.1002/for.1134
Chen, Y., Härdle, W., and Spokoiny, V. (2010), GHICA — Risk analysis with GH distributions and independent components,
Journal of Empirical Finance, 1(17), 255-269.
DOI : 10.1016/j.jempfin.2009.09.005
Detlefsen, K., Härdle, W. and Moro, R. (2010), Empirical Pricing Kernels and Investor Preferences,
Mathematical Methods in Economics and Finance (ISSN 1971-6419), 1(3), 19-48.
Goumlrzig B., Gornig M., Voshage R., Werwatz A. (2010), Eastern Germany on the brink of closing the productivity gap? Firm level evidence from manufacturing ,
Post-Communist Economies, 4(22), 499 - 511.
DOI : 10.1080/14631377.2010.518459
Hanewald, K. (2010), Factors driving aggregate mortality rates in postwar Germany,
Zeitschrift für die gesamte Versicherungswissenschaft, 2(99), 211–229.
DOI : 10.1007/s12297-010-0086-2
Härdle, W. and López Cabrera, B. (2010), Calibrating CAT bonds for Mexican earthquakes,
J. Risk and Insurance, 625 - 650.
DOI : 10.1111/j.1539-6975.2010.01355.x
Härdle, W. and Okhrin, O. (2010), De Copulis non est disputandum. Copulae: an overview,
AStA - Advances in Statistical Analysis, 94(1), 1-31.
DOI : 10.1007/s10182-009-0118-1
Härdle,W. and Song, R. (2010), Confidence Bands in Quantile Regression,
Econometric Theory, 1(26), 1-22.
DOI : 10.1017/S0266466609990491
Horst, U. (2010), Dynamic systems of social interactions,
Journal of Economic Behavior and Organization, 73(2), 158–170.
DOI : 10.1016/j.jebo.2009.09.007
Horst, U., Pirvu, T. A., and Reis, G. D. (2010), On securitization, market completion and equilibrium risk transfer,
Mathematics and Financial Economics, 2(4), 211-252 .
DOI : 10.1007/s11579-010-0022-1
Jaworski, P., Durante, F., Härdle, W. and Rychlik, T. (eds) (2010), Copula Theory and Its Applications, Proceedings of the Workshop held in Warsaw 25-26 September 2009,
ISBN 978-3-642-12464-8 , Lecture Notes in Statistics, 198, 1-327.
DOI : 10.1007/978-3-642-12465-5
Kappus J., Reiß M. (2010), Estimation of the characteristics of a Lévy process observed at arbitrary frequency,
Statistica Neerlandica, 3(64), 314–328.
DOI : 10.1111/j.1467-9574.2010.00461.x
Klinke, S., Mihoci, A., Härdle, W. (2010), Exploratory factor analysis in Mplus, R and SPSS.,
ICOTS-8 Conference Proceedings on CD. Session 4F4.
Krätschmer V., Schoenmakers J. (2010), Representations for optimal stopping under dynamic monetary utility functionals,
SIAM Journal on Financial Mathematics, 1(1), 811-832.
Meyer-Gohde, A. (2010), Linear Rational-Expectations Models with Lagged Expectations: A Synthetic Method,
Journal of Economic Dynamics and Control, 1(34), 984-1002.
DOI : 10.1016/j.jedc.2010.01.002
Mohr, P. N. C., Biele, G., Krugel, L. K., Li, S. C., & Heekeren, H. R. (2010), Neural foundations of risk-return trade-off in investment decisions,
DOI : 10.1016/j.neuroimage.2009.10.060
Mohr, P. N. C., Li, S. C., & Heekeren, H. R. (2010), Neuroeconomics and aging: Neuromodulation of economic decision making in old age,
Neurosci Biobehav Rev..
DOI : 10.1016/j.neubiorev.2009.05.010
Mohr, P.N.C. and Nagel, I.E. (2010), Variability in brain activity as an individual difference measure in neuroscience?,
Journal of Neuroscience, 7755-7757.
DOI : 10.1523/JNEUROSCI.1560-10.2010
Mohr, P.N.C., Biele, G., Heekeren, H.R. (2010), Neural Processing of Risk,
Journal of Neuroscience, 30(19), 6613-6619.
DOI : 10.1523/JNEUROSCI.0003-10.2010
Nautz D. and Rondorf U. (2010), The (in)stability of money demand in the euro area: lessons from a cross-country analysis,
Empirica, 1(1).
DOI : 10.1007/s10663-010-9139-y
Ritov, Y. and Härdle, W. (2010), Investors‘ preference: Estimating and demixing of the weight function in semiparametric models for biased samples,
Statistica Sinica, 2(20), 771-786.
Söhl, J. (2010), Polar sets for anisotropic Gaussian random fields,
Statistics and Probability Letters, 9-10(80), 840-847.
DOI : 10.1016/j.spl.2010.01.018
Weber, E. (2010), Structural Conditional Correlation,
Journal of Financial Econometrics, 8(3), 392-407.
DOI : 10.1093/jjfinec/nbp025
Weber, E. (2010), Volatility and causality in Asia Pacific financial markets,
Applied Financial Economics, 20(16), 1269-1292.
DOI : 10.1080/09603107.2010.485926
Xu, W., Filler, G., Odening, M. and Okhrin, O. (2010), On the systemic nature of weather risk,
Agricultural Finance Review, 70(2), 267-284.
DOI : 10.1108/00021461011065283
Zhang, J. L. and Härdle, W. (2010), The Bayesian Additive Classification Tree Applied to Credit Risk Modelling,
Computational Statistics and Data Analysis, 1(54), 1197 -1205.
DOI : 10.1016/j.csda.2009.11.022
Adam, Tim (2009), Capital Expenditures, Financial Constraints, and the Use of Options,
Journal of Financial Economics, 2(92), 238 - 251.
DOI : 10.1016/j.jfineco.2008.04.007
Alexandra Spitz-Oener, Susanne Prantl (2009), How does entry regulation influence entry into self-employment and occupational mobility?,
Economics of Transition, 17(4), 769–802.
DOI : 10.1111/j.1468-0351.2009.00374.x
Bauwens L., Hautsch N. (2009), Modelling Financial High Frequency Data Using Point Processes. ,
Handbook of Financial Time Series.
DOI : 10.1007/978-3-540-71297-8_41
Becker, S. and Nautz, D. (2009), Inflation and Relative Price Variability: New Evidence for the United States,
Southern Economic Journal, 76(1), 146-164.
DOI : 10.4284/sej.2009.76.1.146
Belomestny, D., Bender, Ch. and Schoenmakers, J. (2009), True upper bounds for Bermudan products via non-nested Monte Carlo,
Mathematical Finance, 19(1), 53-71.
DOI : 10.1111/j.1467-9965.2008.00357.x
Belomestny, D., Kampen, J. and Schoenmakers, J. (2009), Holomorphic transforms with application to affine processes,
Journal of Functional Analysis, 257(4), 1222-1250.
DOI : 10.1016/j.jfa.2009.03.013
Belomestny, D., Milstein, G. and Spokoiny, V. (2009), Regression methods in pricing American and Bermudan options using consumption processes,
Quantitative Finance, 9(3), 315-327.
DOI : 10.1080/14697680802165736
Benko, M., Härdle, W. and Kneip, A. (2009), Common Functional Principal Components,
Ann. Statist., 1(37), 1-34.
DOI : 10.1214/07-AOS516
Boeri,T. and Burda, M. (2009), Preferences for Rigid versus Individualized Wage Setting,
Economic Journal, 1(199), 1440-1463.
DOI : 10.1111/j.1468-0297.2009.02286.x
Braun, S. and Dwenger, N. (2009), Success in the University Admission Process in Germany: Regional Provenance Matters,
Higher Education: The International Journal of Higher Education and Educational Planning, 58(1), 71-80.
DOI : 10.1007/s10734-008-9182-9
Cizek, P., Härdle, W., and Spokoiny, V (2009), Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models,
Econometrics Journal,, 2(12), 248 - 271.
DOI : 10.1111/j.1368-423X.2009.00292.x
Cornand, C. and Heinemann, F. (2009), Speculative Attacks with Multiple Sources of Public Information,
Scandinavian Journal of Economics, 111(1), 73-102.
DOI : 10.1111/j.1467-9442.2008.01555.x
Giacomini, E., Härdle, W. and Spokoiny, V. (2009), Inhomogeneous Dependence Modeling with Time-Varying Copulae,
Journal of Business and Economic Statistics, 27(2), 224-234.
DOI : 10.1198/jbes.2009.0016
Giacomini, E., Härdle,W. and Krätschmer, V. (2009), Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation,
AStA - Advances in Statistical Analysis, 4(93), 387-402.
DOI : 10.1007/s10182-009-0115-4
Härdle, W. and Hlavka, Z. (2009), Dynamics of State Price Densities,
J. Econometrics, 1(150), 1 - 15.
DOI : 10.1016/j.jeconom.2009.01.005
Härdle, W., Lee, Y.J., Schäfer, D. and Yeh, Y.R. (2009), Variable Selection and Over-sampling in the Use of Smooth Support Vector Machines for Predicting the Default Risk of Companies.,
Journal of Forecasting, 28(6), 512-534.
DOI : 10.1002/for.1109
Kragl, J. and Schmid, J. (2009), The Impact of Envy on Relational Employment Contracts,
Journal of Economic Behavior and Organization, 72(2), 766-779.
DOI : 10.1016/j.jebo.2009.07.016
Krugel, L. K., Biele, G., Mohr, P. N. C., Li, S. C., & Heekeren, H. R. (2009), Genetic variation in dopaminergic neuromodulation influences the ability to rapidly and flexibly adapt decisions,
Proc Natl Acad Sci U S A, 106(42), 17951-17956.
DOI : 10.1073/pnas.0905191106
Mell, T., Wartenburger, I., Marschner, A., Villringer, A., Reischies, F. M., & Heekeren, H. R. (2009), Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age.,
Front Hum Neurosci, 3(34).
DOI : 10.3389/neuro.09.034.2009
Nautz, D. and Schmidt, S. (2009), Monetary Policy Implementation and the Federal Funds Rate,
Journal of Banking and Finance, 33(7), 1274-1284.
DOI : 10.1016/j.jbankfin.2009.01.009
Park, B.U., Mammen, E., Härdle, W and Borak, S. (2009), Time Series Modelling With Semiparametric Factor Dynamics,
Journal of the American Statistical Association, 104(485), 284 - 298.
DOI : 10.1198/jasa.2009.0105
Severgnini,B. and Burda,M. (2009), TFP Growth in Old and New Europe,
Comparative Economic Studies, 1(51), 447-466.
DOI : 10.1057/ces.2009.19
Strausz R. (2009), Planned Obsolescence as an Incentive Device for Unobservable Quality,
The Economic Journal, 1(119), 1405-1421.
DOI : 10.1111/j.1468-0297.2009.02290.x
Strausz R. (2009), Monopoly Distortions in Durability and Multi-Dimensional Quality,
Economics Letters, 1(105), 333-335.
DOI : 10.1016/j.econlet.2009.09.009
Strausz R. (2009), Entrepreneurial Financing, Advice, and Agency Costs,
Journal of Economics & Management Strategy, 1(18), 845-870.
DOI : 10.1111/j.1530-9134.2009.00231.x
Strausz R., Burkhardt K. (2009), Accounting Transparency and the Asset Substitution Problem,
The Accounting Review, 3(84), 689-713.
DOI : 10.2308/accr.2009.84.3.689
Tsay, W. J. and Härdle, W. (2009), A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter,
Journal of Statistical Computation and Simulation,, 79(5), 731 — 745.
DOI : 10.1080/00949650801910239
Weber, E. (2009), Common and uncommon sources of growth in Asia Pacific.,
Journal of the Japanese and International Economies, 23(1), 20-36.
DOI : 10.1016/j.jjie.2009.01.003
Bick, A. and Nautz, D. (2008), Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities,
International Journal of Central Banking, 4(3), 61-76.
Blaskowitz O., Herwartz H. (2008), Adaptive Forecasting of the EURIBOR Swap Term Structure,
Journal of Forecasting, 7(28), 575-594.
DOI : 10.1002/for.1121
Chen, C.H., Härdle, W. and Unwin, A. (2008), Handbook of Data Visualization,
Springer Verlag, Heidelberg, ISBN 978-3-540-33036-3, 1-936.
DOI : 10.1007/978-3-540-33037-0
Cizek, P. and Härdle, W. (2008), Robust Estimation in Econometrics, in The New Palgrave Dictionary of Economics, Steven N. Durlauf and Lawrence E. Blumeeds (eds.), 2nd edition,
The New Palgrave Dictionary of Economics, Palgrave Macmillan (Basingstoke and New York).
DOI : 10.1057/9780230226203.1452
Cornand, C. and Heinemann, F. (2008), Optimal Degree of Public Information Dissemination,
The Economic Journal, 718-742.
Härdle, W. and Mungo, J. (2008), Long Memory Persistence in the Factor of Implied Volatility Dynamics,
International Research Journal of Finance and Economics, 213 - 230.
Härdle, W., Hautsch, N. and Overbeck, L. (2008), Applied Quantitative Finance. 2nd extended ed.,
Springer Verlag, Heidelberg, ISBN 978-3-540-69177-8, 1-448.
DOI : 10.1007/978-3-540-69179-2
Hassler, U., Nautz, D (2008), On the Persistence of the Eonia Spread,
Economics Letters, 101(3), 184-187.
DOI : 10.1016/j.econlet.2008.08.004
Annals of Statistics, 1(36), 310 - 336.
DOI : 10.1214/009053607000000721
Horst, U. and Moreno, S. (2008), Risk minimization and optimal derivative design in a Principal Agent game,
Mathematics and Financial Economics, 2, 1-27.
DOI : 10.1007/s11579-008-0012-8
Lixing Zhua, Ruoqing Zhub, Song Song (2008), Diagnostic checking for multivariate regression models,
ScienceDirect / Journal of Multivariate Analysis 99, 1841 - 1859.
DOI : 10.1016/j.jmva.2008.01.022
Nautz, D. and Offermanns, C. J. (2008), Volatility Transmission in the European Money Market,
North American Journal of Economics and Finance, 19(1), 23-39.
DOI : 10.1016/j.najef.2007.07.005
Nautz, D. and Ruth, K. (2008), Monetary Disequilibria and the Euro-Dollar Exchange Rate,
European Journal of Finance, 14(8), 701-716.
DOI : 10.1080/13518470802042310
Neumann M., Reiß M. (2008), Nonparametric estimation for Lévy processes from low-frequency observations,
Statistics Theory.
Benko, M, Fengler, M. Härdle, W. and Kopa, M. (2007), On extracting information implied in options,
Computational Statistics, 543 - 553.
DOI : 10.1007/s00180-007-0061-0
Chen, X., Reiß, M. (2007), On rate optimality for ill-posed inverse problems in econometrics,
Journal of Econometric Theory.
DOI : 10.1017/S0266466610000381
Härdle, W., Mori, Y. and Vieu, Ph. (2007), Statistical methods in Biostatistics and Related Fields,
Springer Verlag, Heidelberg, ISBN 978-3-540-32690-8, 1-370.
DOI : 10.1007/978-3-540-32691-5
Kunz, W. (2007), Visualization of Competitive Market Structure by Means of Choice Data,
Computational Statistics, 22(4), 521 - 531.
DOI : 10.1007/s00180-007-0059-7
Probability Theory and Related Fields, 2(134), 248-282.
Gapeev P., Reiß M. (2006), An optimal stopping problem in a diffusion-type model with delay,
Statistics and Probability Letters, 6(76), 601-608.
Reiß, M. and Gapeev, P. A. (2006), An optimal stopping problem in a diffusion-type model with delay,
Statistics and Probability Letters, 76(6), 601-608.
Schied, A. and Hernández-Hernández, D. (2006), Robust utility maximization in a stochastic factor model,
Statistics and Decisions, 24(3), 109-125.
Sperlich S., Härdle W., Aydinli G., Reiß M. (2006), Nonparametric volatility estimation on the real line from low-frequency data ,
The Art of Semiparametrics, 32 - 48.
Sperlich, St., Härdle, W. and Aydinli, G. (2006), The Art of Semiparametrics,
Springer Verlag, Heidelberg, ISBN 978-3-7908-1700-3, 1-178.
DOI : 10.1007/3-7908-1701-5
Yang, L., Park, B. U., Xue, L. and Härdle, W. (2006), Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration,
Journal of the American Statistical Association, 101(475), 1212-1227.
DOI : 10.1198/016214506000000429
Borak, S., Fengler, M. , and Härdle, W. (2005), DSFM Fitting of Implied Volatility Surfaces, Proceedings 5th International Conference on Intelligent Systems Design and Applications,
IEEE Computer Society Order Number P2286, Library of Congress Number 2005930524, ISBN 0-7695-2286-6.
Härdle, W., Klinke, S. and Ziegenhagen, U. (2005), Integrable e - lements for Statistics education,
Proceedings of the 19th Annual Meeting of Japanese Society of Computational Statistics, 175 - 184.
Mönch, E. and Uhlig, H. (2005), Towards a Monthly Business Cycle Chronology for the Euro Area,
Journal of Business Cycle Measurement and Analysis, 2(1), 43-69.
Bernoulli, 1(11), 67-102.
Schied, A. and Wu, C.-T. (2005), Duality theory for optimal investments under model uncertainty,
Statistics and Decisions, 23, 199-217.
Cohen A., M. Hoffmann M., Reiß M. (2004), Adaptive wavelet Galerkin methods for linear inverse problems,
SIAM Journal of Numerical Analysis, 4(42), 1479-1501.
DOI : 10.1137/S0036142902411793
Franke, J., Härdle, W. and Hafner, C. (2004), Einführung in die Statistik der Finanzmärkte. (2te Auflage),
Springer Verlag, Heidelberg, ISBN 978-3-540-40558-0, 1-428.
DOI : 10.1007/978-3-642-17049-2
Härdle, W., Werwatz, A., Müller, M. and Sperlich, S. (2004), Nonparametric and Semiparametric Models,
Springer Verlag, Heidelberg, ISBN 978-3-642-62076-8, 1-340.
DOI : 10.1007/978-3-642-17146-8
Hoffmann M., Gobet E., Reiß M. (2004), Nonparametric estimation of scalar diffusions based on low-frequency data,
Annals of Statistics, 5(32), 2223-2253.
DOI : 10.1214/009053604000000797
Reiß M. (2004), Estimating the time delay in affine stochastic delay differential equations,
International Journal of Wavelets, Multiresolution and Information Processing, 4(2), 525-544.
Härdle, W., Hlávka, Z. and Klinke, S. (2003), Toukei Kaiseki Kankyo XploRe © Apurikeishon gaido. Japanische übersetzung von XploRe © Application Guide, (translated by Tomoyuki Tarumi, Toshinari Kamakura, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa),
Kyoritsu Shuppan Publisher Tokio, ISBN 4-320-01745-5.
Härdle, W. and Rönz, B. (2002), COMPSTAT, Proceedings in Computational Statistics,
Physika Verlag, Heidelberg, ISBN 978-3-7908-1517-7, 1-648.
DOI : 10.1007/978-3-642-57489-4
Reiß M. (2002), Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations,
Statistical Inference for Stochastic Processes.
Härdle, W., and Rönz, B. (2001), MM*Stat - eine interaktive Einführung in die Welt der Statistik (CD ROM + software),
Springer Verlag, Heidelberg, ISBN 3-540-14893-0.
Härdle, W., Klinke, S. and Müller, M. (2001), Toukei Kaiseki Kankyo XploRe © rahningu gaido. Japanische übersetzung von XploRe © Learning Guide, (translated by Tomoyuki Tarumi, Yuichi Mori, Yashiro Yamamoto, Junji Nakano and Hiroshi Yadohisa),
Kyoritsu Shuppan Publisher Tokio, ISBN 4-320-01678-5.
Härdle, W., Hlávka, Z. and Klinke, S. (2000), XploRe® - Application Guide,
Springer Verlag, Berlin Heidelberg, ISBN 978-3-540-67545-7, 1-525.
DOI : 10.1007/978-3-642-57292-0
Härdle, W., Liang, H. and Gao, J. (2000), Partially Linear Models,
Physika Verlag, Heidelberg, ISBN 978-3-7908-1300-5, 1-206.
DOI : 10.1007/978-3-642-57700-0

About the CRC | Projects | People | RDC | Press | Jobs

Home | Contact | Newsletter | Imprint