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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
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).
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Strausz R. (2011), Regulatory Risk under Optimal Incentive Regulation,
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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.
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Journal of Retailing and Consumer Services.
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Annals of Statistics, 3(39), 1658–1688.
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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,
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B.E. Journal of Economic Analysis & Policy, Vol. 10: Issue 1 (Advances), Article 10, 10(1).
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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.
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Chen, S., Härdle, W. and Jeong, K. (2010), Forecasting volatility with support vector machine-based GARCH model,
Journal of Forecasting, 406-433.
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Chen, Y., Härdle, W., and Spokoiny, V. (2010), GHICA — Risk analysis with GH distributions and independent components,
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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 ,
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Zeitschrift für die gesamte Versicherungswissenschaft, 2(99), 211–229.
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Härdle, W. and López Cabrera, B. (2010), Calibrating CAT bonds for Mexican earthquakes,
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Härdle, W. and Okhrin, O. (2010), De Copulis non est disputandum. Copulae: an overview,
AStA - Advances in Statistical Analysis, 94(1), 1-31.
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Härdle,W. and Song, R. (2010), Confidence Bands in Quantile Regression,
Econometric Theory, 1(26), 1-22.
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Horst, U. (2010), Dynamic systems of social interactions,
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Mathematics and Financial Economics, 2(4), 211-252 .
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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,
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Kappus J., Reiß M. (2010), Estimation of the characteristics of a Lévy process observed at arbitrary frequency,
Statistica Neerlandica, 3(64), 314–328.
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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.
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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,
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Empirica, 1(1).
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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.
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Applied Financial Economics, 20(16), 1269-1292.
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Agricultural Finance Review, 70(2), 267-284.
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Adam, Tim (2009), Capital Expenditures, Financial Constraints, and the Use of Options,
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Alexandra Spitz-Oener, Susanne Prantl (2009), How does entry regulation influence entry into self-employment and occupational mobility?,
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Handbook of Financial Time Series.
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Becker, S. and Nautz, D. (2009), Inflation and Relative Price Variability: New Evidence for the United States,
Southern Economic Journal, 76(1), 146-164.
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Belomestny, D., Bender, Ch. and Schoenmakers, J. (2009), True upper bounds for Bermudan products via non-nested Monte Carlo,
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Quantitative Finance, 9(3), 315-327.
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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.
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AStA - Advances in Statistical Analysis, 4(93), 387-402.
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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.,
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Kragl, J. and Schmid, J. (2009), The Impact of Envy on Relational Employment Contracts,
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Nautz, D. and Schmidt, S. (2009), Monetary Policy Implementation and the Federal Funds Rate,
Journal of Banking and Finance, 33(7), 1274-1284.
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Park, B.U., Mammen, E., Härdle, W and Borak, S. (2009), Time Series Modelling With Semiparametric Factor Dynamics,
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Severgnini,B. and Burda,M. (2009), TFP Growth in Old and New Europe,
Comparative Economic Studies, 1(51), 447-466.
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Strausz R. (2009), Monopoly Distortions in Durability and Multi-Dimensional Quality,
Economics Letters, 1(105), 333-335.
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Strausz R. (2009), Entrepreneurial Financing, Advice, and Agency Costs,
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Strausz R., Burkhardt K. (2009), Accounting Transparency and the Asset Substitution Problem,
The Accounting Review, 3(84), 689-713.
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Tsay, W. J. and Härdle, W. (2009), A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter,
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Journal of the Japanese and International Economies, 23(1), 20-36.
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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,
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Chen, C.H., Härdle, W. and Unwin, A. (2008), Handbook of Data Visualization,
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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,
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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.
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Hassler, U., Nautz, D (2008), On the Persistence of the Eonia Spread,
Economics Letters, 101(3), 184-187.
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Lixing Zhua, Ruoqing Zhub, Song Song (2008), Diagnostic checking for multivariate regression models,
ScienceDirect / Journal of Multivariate Analysis 99, 1841 - 1859.
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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.
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Nautz, D. and Ruth, K. (2008), Monetary Disequilibria and the Euro-Dollar Exchange Rate,
European Journal of Finance, 14(8), 701-716.
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Neumann M., Reiß M. (2008), Nonparametric estimation for Lévy processes from low-frequency observations,
Statistics Theory.
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Computational Statistics, 543 - 553.
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Chen, X., Reiß, M. (2007), On rate optimality for ill-posed inverse problems in econometrics,
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Kunz, W. (2007), Visualization of Competitive Market Structure by Means of Choice Data,
Computational Statistics, 22(4), 521 - 531.
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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,
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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.
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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.
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Franke, J., Härdle, W. and Hafner, C. (2004), Einführung in die Statistik der Finanzmärkte. (2te Auflage),
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Springer Verlag, Heidelberg, ISBN 978-3-642-62076-8, 1-340.
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Hoffmann M., Gobet E., Reiß M. (2004), Nonparametric estimation of scalar diffusions based on low-frequency data,
Annals of Statistics, 5(32), 2223-2253.
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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.
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