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

 
About the SFB
Publications
Discussion Papers
Publications
Podcasts
Awards
Events
Projects
Guests
People
RDC
Jobs
Presse
Jobs
Home
Contact
Newsletter
News
Imprint
Intern
   
Deutsche Forschungsgemeinschaft
Supported by Deutsche Forschungsgemeinschaft
   
visitors
106748
click for details


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


Search by
  
  Leave blank to show all publications

PublicationProjectPaper
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
C10
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
C7
Chen, R.B., Chen, Y. and Härdle, W. (2014), TVICA - Time varying independent component analysis and its application to financial data,
Computational Statistics & Data Analysis, 74, 95-109.
DOI : 10.1016/j.csda.2014.01.002
B1
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
B10
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
B1
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
A8
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
A6
Giebe, T. (2014), Innovation Contests with Entry Auction,
Journal of Mathematical Economics.
DOI : 10.1016/j.jmateco.2014.02.004
A6
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
B1
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.
B1
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
B1,B8
Härdle, W., Okhrin, Y. and Wang, W. (2014), Uniform confidence bands for pricing kernels,
Journal of Financial Econometrics.
DOI : 10.1093/jjfinec/nbu002
B1
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
A6
Kurino, M. (2014), House Allocation with Overlapping Generations,
American Economic Journal: Microeconomics, 6(1), 258-289.
DOI : 10.1257/mic.6.1.258
A6
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
C7
Okhrin, O. and Ristig, A. (2014), Hierarchical Archimedean Copulae: The HAC Package,
Journal of Statistical Software, 58(4), 1-20.
B10
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
B10
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
B10
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
A13
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
A13
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.
C11
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, available online.
DOI : doi:10.1016/j.jebo.2013.03.022
A6
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
C10
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
C14
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
C12
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
A6
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
A6
Borak, S., Härdle, W. and López-Cabrera, B. (2013), Statistics of Financial Markets,
Springer Berlin Heidelberg, ISBN 978-3-642-33928-8(2), 1-246.
DOI : 10.1007/978-3-642-33929-5
B1,C11
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
C7
Burda, M., Hamermesh D. and Stewart J. (2013), Cyclical Variation in Labor Hours and Productivity Using the ATUS,
American Economic Review, 103(3), 99-104.
DOI : 10.1257/aer.103.3.99
C7
Choros, B., Härdle, W. and Overbeck, L. (2013), Copula Dynamics in CDOs,
Quantitative Finance, online.
DOI : 10.1080/14697688.2013.847280
B1 
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
B1,B10
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
C10
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
C10
Detlefsen, K. and Härdle, W. (2013), Variance Swap Dynamics,
Quantitative Finance, 13(5), 675-685.
DOI : DOI:10.1080/14697688.2012.749420
B1
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
A6
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
A8
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
B1
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
B1
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
B10
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
B1,B10
Härdle, W., Spokoiny, V., Panov, V. and Wang, W. (2013), Basics of Modern Mathematical Statistics - Exercises and Solutions,
Springer Verlag, ISBN 978-3-642-36849-3.
DOI : 10.1007/978-3-642-36850-9
B1,B5
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
B8
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
B8
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
B1
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
A11
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,
Lecture Notes in Statistics.
DOI : 10.1007/978-3-642-35407-6
B1
Kremer, S. and Nautz, D. (2013), Causes and consequences of short-term institutional herding,
Journal of Banking & Finance, 37(5), 1676–1686.
DOI : doi:10.1016/j.jbankfin.2012.12.006
C14
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
C14
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
A6
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
C7
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
B1
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
C11
Lütkepohl, H. (2013), Reducing Confidence Bands for Simulated Impulse Responses,
Statistical Papers.
DOI : 10.1007/s00362-013-0510-5
C15
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
C15
Lütkepohl, H. (2013), Identifying Structural Vector Autoregressions Via Changes in Volatility,
Advances in Econometrics, 32, 169-203.
DOI : 10.1108/S0731-9053(2013)0000031005
C15
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
C15
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
C12
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
B3
O. Okhrin, Y. Okhrin and W. Schmid (2013), Determining the structure and estimation of hierarchical Archimedean copulas,
Journal of Econometrics, 2(173), 189-204.
DOI : 10.1016/j.jeconom.2012.12.001
B10 
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
B10 
Odening, M., Filler, G. (2013), Klima- und Marktrisiken in der Landwirtschaft.,
Humboldt-Universitätsgesellschaft (Hrsg.), 29-35.
C11
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
B10
Reiß, M. (2013), Testing the characteristics of a Lévy process,
Stochastic Processes and their Applications, 123(7), 2808–2828.
DOI : 10.1016/j.spa.2013.03.016
C12
Ritter, M. (2013), Weather forecasting with market prices of weather futures,
Journal of Energy Markets, 6(4), ISSN 1756-3615.
C11
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
B3
Schulz, R., Wersing, M. and Werwatz, A. (2013), Automated valuation modelling: a specification exercise,
Journal of Property Research.
DOI : 10.1080/09599916.2013.846930
B3
Shen, Z., Odening, M. and Okhrin, O. (2013), Can expert knowledge compensate for data scarcity in crop insurance pricing?,
Selected paper AAEA Annual Meeting 2013, Washington D.C..
B10,C11
Spokoiny, V. and Zhilova, M. (2013), Sharp deviation bounds for quadratic forms,
Mathematical Methods of Statistics, 2(22), 100-113.
DOI : 10.3103/S1066530713020026
B5
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
B1,B5
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
B1
Thorsten D., Benjamin B. and Frank C. M. (2013), Binary classification with pFDR-pFNR losses,
Biometrical Journal.
DOI : DOI:10.1002/bimj.201200054
A14
Umlauf, Steffen J. (2013), Prüfungs- und Beratungshonorare von Konzern­abschlussprüfern - Honorardeterminanten und Unabhängigkeits­wahrnehmungen auf dem deutschen Kapitalmarkt,
Schriftenreihe innovative betriebswirtschaftliche Forschung und Praxis, 370.
Z
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
A12,B1
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..
C11
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
B1,C11
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
B1
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
B5
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
C14,Z
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
C10
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
C14
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
B5,B7
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
C12
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/j.spa.2012.04.002
C12
Bindseil U. and König P. (2012), http://www.macroeconomics.tu-berlin.de/fileadmin/fg124/koenig/papers/kuk.45.2.pdf,
Kredit und Kapital, 2(45), 135-174.
C10
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.
C10
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, 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.
C7
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
A6
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
C14
Duan, J.-C., Härdle, W. and Gentle, J. E. (2012), Handbook of Computational Finance ,
Springer Verlag, 1(1), 1 - 804.
DOI : 10.1007/978-3-642-17254-0
B1
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
B1
Gentle, J. E., Härdle, W. and Mori, Y. (2012), Handbook of Computational Statistics - Concepts and Methods,
Springer Handbooks of Computational Statistics.
DOI : 10.1007/978-3-642-21551-3
B1
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
B1
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
B1
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
B1
Härdle, W. and Simar, L. (2012), Applied Multivariate Statistical Analysis,
Springer Verlag, 3rd ed., 516 p.
DOI : 10.1007/978-3-642-17229-8
B1
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
B1,B8
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
B1
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
B1
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
B8
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
B8
Hautsch, N. (2012), Econometrics of Financial High-Frequency Data,
Springer, Berlin.
DOI : 10.1007/978-3-642-21925-2
B8
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
B8
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
B8
Heinemann, F. (2012), Understanding Financial Crises: The Contribution of Experimental Economics,
Annals of Economics and Statistics, 107/ 108, 7-29.
C10
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
A14
Horst, U., Kupper, M., Macrina, A., and Mainberger C. (2012), Continuous equilibrium in affine and information-based capital asset pricing models,
Annals of Finance - Springer-Verlag.
DOI : 10.1007/s10436-012-0216-z
A11
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
B3
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
B8
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
A8
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
C14
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
C12
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
B10,C11
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
C12
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
C14
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
C12
Strausz, R. (2012), Mediated contracts and mechanism design,
Journal of Economic Theory, 147(3), 1280–1290.
DOI : 10.1016/j.jet.2012.01.005
A8
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
A14
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
A14
Weber, E. (2012), Regional and outward economic integration in South-East Asia,
Applied Economics, 10(44), 1271-1283.
DOI : 10.1080/00036846.2010.539543
Z
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
B3
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
B1
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
C7
Basteck, C., 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
C10
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
C12
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
A12
Bindseil U., Cour-Thimann P. and Konig P. (2011), Weitere Anmerkungen zur Debatte um Target wahrend der Finanzkrise,
ifo Schnelldienst, 16(64), 79-86.
C10
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
C7
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
B1
Chen, Y., Härdle, W. and Pigorsch, U. (2011), Localized Realized Volatility,
Journal of the American Statistical Association.
DOI : 10.1198/jasa.2010.ap09039
B1
Cizek P., Härdle W., Weron R. (2011), Statistical Tools for Finance and Insurance,
Springer Verlag, 2(4), 1 - 420.
DOI : 10.1111/j.1467-985X.2006.00446_4.x
B1
Eckel, S., Löffler, G., Maurer, A., 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
Z
Fischkin, M., Gassen J. (2011), Ökonomie des Abschlussprüferwechsels,
Zeitschrift für Betriebswirtschaft, 1(81).
DOI : 10.1007/s11573-011-0481-8
A7
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
B1
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
B8
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
B9
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
B1
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
B8
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
A11
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
A11
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
A6
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
C10
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
C14
Löffler, G., 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
Z
Lohse, A. (Hrsg. Schütt, H.) (2011), Portfoliooptimierung mit Rohstoffinvestments,
Deutsches Institut für Bankwirtschaft, Schriftenreihe(7), 1-81.
Z
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
C11
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
C11
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
C14
Nautz, D., 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
C14
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
A12
R. Strausz, D. Krähmer (2011), Optimal Procurement Contracts with Pre–Project Planning,
Review of Economic Studies, 3(78), 1015-1041.
DOI : 10.1093/restud/rdq033
A8
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
C12
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, 3(69), 288-302.
DOI : 10.1016/j.jue.2010.12.003
B3
Strausz R. (2011), Regulatory Risk under Optimal Incentive Regulation,
Economic Journal, 1(121), 740-762.
DOI : 10.1111/j.1468-0297.2011.02441.x
A8
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
A8
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
B5
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
Z
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
B2
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
B1
Abbassi, P., Nautz, D., Offermanns, C. (2010), Interest Rate Dynamics and Monetary Policy Implementation in Switzerland,
Swiss Journal of Economics, 1(13), 313-340.
C14
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
A9
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
A12
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
A6,C7
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
C14
Chen, S., Härdle, W. and Jeong, K. (2010), Forecasting volatility with support vector machine-based GARCH model,
J. Forecasting, 406-433.
DOI : 10.1002/for.1134
B1
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
B1
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.
B1
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
B3
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
B9
Härdle, W. and Lopez Cabrera, B. (2010), Calibrating CAT bonds for Mexican earthquakes,
J. Risk and Insurance, 625 - 650.
DOI : 10.1111/j.1539-6975.2010.01355.x
B1
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
B1,B10
Härdle,W. and Song, R. (2010), Confidence Bands in Quantile Regression,
Econometric Theory, 1(26), 1-22.
DOI : 10.1017/S0266466609990491
B1
Horst, U. (2010), Dynamic systems of social interactions,
Journal of Economic Behavior & Organization, 73(2), 158–170.
DOI : 10.1016/j.jebo.2009.09.007
A11
Horst, U., Pirvu, T. A., and Reis, G. D. (2010), On securitization, market completion and equilibrium risk transfer,
Mathematics and Financial Economics - Springer-Verlag, 2(4), 211-252 .
DOI : 10.1007/s11579-010-0022-1
A11
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
C12
Klinke, S., Mihoci, A., Härdle, W. (2010), Exploratory factor analysis in Mplus, R and SPSS.,
ICOTS-8 Conference Proceedings on CD. Session 4F4.
B1
Krätschmer V., Schoenmakers J. (2010), Representations for optimal stopping under dynamic monetary utility functionals,
SIAM Journal on Financial Mathematics, 1(1), 811-832.
B5
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
C10
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,
Neuroimage.
DOI : 10.1016/j.neuroimage.2009.10.060
A12
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
A12
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
A12
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
A12
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
C14
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.
B1
Söhl, J. (2010), Polar sets for anisotropic Gaussian random fields,
Statistics & Probability Letters, 9-10(80), 840-847.
DOI : 10.1016/j.spl.2010.01.018
C12
Weber, E. (2010), Structural Conditional Correlation,
Journal of Financial Econometrics, 8(3), 392-407.
DOI : 10.1093/jjfinec/nbp025
Z
Weber, E. (2010), Volatility and causality in Asia Pacific financial markets,
Applied Financial Economics, 20(16), 1269-1292.
DOI : 10.1080/09603107.2010.485926
Z
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
B10,C11
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
B1
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
A13
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
A9
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
B8
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
C14
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
B7
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
B7
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
B7
Benko, M., Härdle, W. and Kneip, A. (2009), Common Functional Principal Components,
Ann. Statist., 1(37), 1-34.
DOI : 10.1214/07-AOS516
B1
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
C7
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
C7
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
B1
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
C10
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
B1,B5
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
B1
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
B1
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.,
J. Forecasting, 28(6), 512-534.
DOI : 10.1002/for.1109
B1
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
A6,C7
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
A12
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
A12
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
C14
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
B1
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
C7
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
A8
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
A8
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
A8
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
A8
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
B1
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
Z
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.
C14
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
B8
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,
, Palgrave Macmillan (Basingstoke and New York).
DOI : 10.1057/9780230226203.1452
B1
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.
B1
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
C14
Hoffmann M., Reiß M. (2008), NONLINEAR ESTIMATION FOR LINEAR INVERSE PROBLEMS WITH ERROR IN THE OPERATOR,
The Annals of Statistics, 1(36), 310 - 336.
DOI : 10.1214/009053607000000721
C12
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
A11 
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
B1
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
C14
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
C14
Neumann M., Reiß M. (2008), Nonparametric estimation for Lévy processes from low-frequency observations,
Statistics Theory.
C12
Chen, X., Reiß, M. (2007), On rate optimality for ill-posed inverse problems in econometrics,
Journal of Econometric Theory.
DOI : 10.1017/S0266466610000381
C12
Dalayan A., Reiß M. (2006), ASYMPTOTIC STATISTICAL EQUIVALENCE FOR SCALAR ERGODIC DIFFUSIONS,
Probability Theory and Related Fields, 2(134), 248-282.
C12
Gapeev P., Reiß M. (2006), An optimal stopping problem in a diffusion-type model with delay,
Statistics & Probability Letters, 6(76), 601-608.
C12
Reiß M. (2006), Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations,
.
C12
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.
C4
Schied, A. and Hernández-Hernández, D. (2006), Robust utility maximization in a stochastic factor model,
Statistics and Decisions, 24(3), 109-125.
A3
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.
C12
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
B1
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.
B1
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.
C1
Reiß M. (2005), ADAPTIVE ESTIMATION FOR AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS,
Bernoulli, 1(11), 67-102.
C12
Schied, A. and Wu, C.-T. (2005), Duality theory for optimal investments under model uncertainty,
Statistics and Decisions, 23, 199-217.
A3
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
C12
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
C12
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.
C12
 

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

Home | Contact | Newsletter | Imprint