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Content
2003
- 2003,54 Implied volatility string dynamics
by Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno
- 2003,53 Distribution-Invariant Dynamic Risk Measures
by Weber, Stefan
- 2003,51 On L2-stability of solutions of linear stochastic delay differential equations
by Gilsing, Hagen
- 2003,50 A Heliocentric Journey into Germany´s Great Depression
by Weder, Mark
- 2003,49 Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot Expectations
by Weder, Mark
- 2003,48 Stock Performance around Share Repurchase Announcements in Germany
by Stehle, Richard & Seifert, Udo
- 2003,47 A Note on Optimal Stopping in Models with Delay
by Gapeev, Pavel V. & Reiß, M.
- 2003,46 American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying View
by Bank, Peter & Föllmer, Hans
- 2003,45 On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay
by Küchler, Uwe & Gapeev, Pavel V.
- 2003,44 On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes
by Gapeev, Pavel V. & Küchler, Uwe
- 2003,43 Inside The Black Box of Temporary Help Agencies
by Kvasnicka, Michael
- 2003,42 Unpaid overtime in Germany : differences between East and West
by Anger, Silke
- 2003,41 Sticky Information vs. Sticky Prices : A Horse Race in a DSGE Framework
by Trabandt, Mathias
- 2003,40 Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries
by Holtemöller, Oliver
- 2003,38 Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
by Camlong-Viot, Christine & Rodríguez-Póo, Juan M. & Vieu, Philippe
- 2003,37 Asymptotic theory for M-estimators of boundaries
by Knight, Keith
- 2003,36 About sense and nonsense of non- and semiparametric analysis in applied econometrics
by Sperlich, Stefan
- 2003,35 MD*Book and XQC/XQS - an Architecture for Reproducible Research
by Klinke, Sigbert & Lehmann, Heiko
- 2003,34 Confidence Intervals for State Price Densities
by Hlávka, Zdeněk
- 2003,33 How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?
by Simar, Léopold
- 2003,32 Regression quantiles with errors-in-variables
by Ioannides, D. A. & Matzner-Lober, E.
- 2003,31 Consistent Testing for Stochastic Dominance under General Sampling Schemes
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae
- 2003,30 Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal Distributions
by Hernandez-Molinar, Raul & Lefante, John
- 2003,29 Modeling the Learning from Repeated Samples: A Generalized Cross Entropy Approach
by Papalia, Rosa Bernardini
- 2003,28 Asymptotic properties of model selection procedures in linear regression
by Droge, Bernd
- 2003,27 On Representative Trust
by Bellemare, Charles & Kröger, Sabine
- 2003,26 Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security
by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E.
- 2003,25 Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface
by Fengler, Matthias R. & Wang, Qihua
- 2003,24 On Representative Trust
by Bellemare, Charles & Kröger, Sabine
- 2003,23 XploRe Quantlet Client: Web Service for Mathematical and Statistical Computing
by Lehmann, Heiko
- 2003,22 Electronic books for experts and users
by Hlávka, Zdeněk
- 2003,21 A Market Basket Analysis Based on the Multivariate MNL Model
by Boztuğ, Yasemin & Hildebrandt, Lutz
- 2003,20 E-learning, e-teaching of statistics: A new challenge
by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd
- 2003,19 Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie
by Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer
- 2003,18 Adaptive estimation for affine stochastic delay differential equations
by Reiß, Markus
- 2003,17 Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth
by Reiß, Markus & Bethmann, Dirk
- 2003,16 Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term
by Buckwar, Evelyn
- 2003,15 Nonparametric Methods in Continuous-Time Finance: A Selective Review
by Cai, Zongwu & Hong, Yongmiao
- 2003,14 Wann sind falsche VaR-Modelle dennoch adäquat?
by Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G.
- 2003,13 Inflation Expectations in the EU: Results from Survey Data
by Nielsen, Hannah
- 2003,12 On integrals with respect to Levy processes
by Küchler, Uwe
- 2003,11 Cyclical correlations, credit contagion, and portfolio losses
by Giesecke, Kay & Weber, Stefan
- 2003,10 Correlation Risk Premia for Multi-Asset Equity Options
by Fengler, Matthias R. & Schwendner, Peter
- 2003,9 Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations
by Appleby, John A. D. & Buckwar, Evelyn
- 2003,8 On oscillations of the geometric Brownian motion with time delayed drift
by Küchler, Uwe & Gushchin, Alexander A.
- 2003,7 Trending Time-Varying Coefficient Models With Serially Correlated Errors
by Cai, Zongwu
- 2003,6 Markovian short rates in a forward rate model with a general class of Lévy processes
by Küchler, Uwe & Naumann, Eva
- 2003,5 Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
by Bunke, Olaf & Johannes, Jan
- 2003,3 Forecasting sectoral trade growth under flexible exchange rates
by Herwartz, Helmut & Weber, Henning
- 2003,2 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven
by Herwartz, Helmut
- 2003,1 Robust adaptive estimation of dimension reduction space
by Čížek, Pavel & Härdle, Wolfgang
2002
- 2002,88 Smoothed L-estimation of regression function
by Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang
- 2002,87 Winner-Loser-Effekte am deutschen Aktienmarkt
by Daske, Stefan
- 2002,86 Bidder preferences among auction institutions
by Ivanova-Stenzel, Radosveta & Salmon, Tim
- 2002,85 Some crude approximation, calibration and estimation procedures for NIG-variates
by Lillestöl, Jostein
- 2002,84 E-learning / e-teaching of statistics: Students' and teachers' views
by Härdle, Wolfgang & Rönz, Bernd
- 2002,83 Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
by Wolters, Jürgen
- 2002,82 Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
by Wang, Qihua & Härdle, Wolfgang
- 2002,81 On the minimax regret estimation of a restricted normal mean, and implications
by Droge, Bernd
- 2002,80 Comparison of model reduction methods for VAR processes
by Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut
- 2002,79 Exploring credit data
by Müller, Marlene & Härdle, Wolfgang
- 2002,78 R robustified additive nonparametric regression
by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian
- 2002,77 Stationary equilibria in discounted stochastic games with weakly interacting players
by Horst, Ulrich
- 2002,76 Robust estimation with discrete explanatory variables
by Čížek, Pavel
- 2002,75 Estimation and testing for varying coefficients in additive models with marginal integration
by Yang, Lijian & Härdle, Wolfgang & Park, Byeong U.
- 2002,74 Stability of linear stochastic difference equations in controlled random environments
by Horst, Ulrich
- 2002,73 Credit contagion and aggregate losses
by Giesecke, Kay & Weber, Stefan
- 2002,72 Fixed-term contracts in East and West Germany: Low wages, poor prospects?
by McGinnity, Frances & Mertens, Antje
- 2002,71 A comparison of punishment rules in repeated public good games: An experimental study
by Decker, Torsten & Stiehler, Andreas & Strobel, Martin
- 2002,70 On the wages of temporary help service workers in Germany
by Kvasnicka, Michael & Werwatz, Axel
- 2002,69 M robustified additive nonparametric regression
by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian
- 2002,68 The effects of ignoring level shifts on systems cointegration tests
by Trenkler, Carsten
- 2002,67 Assessing the discriminatory power of credit scores
by Kraft, Holger & Kroisandt, Gerald & Müller, Marlene
- 2002,66 Further VAR evidence for the effectiveness of a credit channel in Germany
by Holtemöller, Oliver
- 2002,65 Notes on an endogenous growth model with two capital stocks i: The deterministic case
by Bethmann, Dirk
- 2002,64 Self-rated and changes in self-rated health as predictors of mortality: First evidence from german panel data
by Schwarze, Johannes & Andersen, Hanfried H. & Anger, Silke
- 2002,63 Nonparametric estimation of an additive model with a link function
by Horowitz, Joel L. & Mammen, Enno
- 2002,61 Statistical inference for time-inhomogeneous volatility models
by Mercurio, Danilo & Spokoiny, Vladimir G.
- 2002,60 Lyapunov exponents for linear delay equations in arbitrary phase spaces
by Riedle, Markus
- 2002,59 On lp-stability of numerical schemes for affine stochastic delay differential equations stochastic recurrance relations
by Gilsing, Hagen
- 2002,58 Bayes estimates in multivariate semiparametric linear models
by Bunke, Olaf
- 2002,57 Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
by Gobet, Emmanuel & Hoffmann, Marc & Reiß, Markus
- 2002,56 Semi-parametric estimation of generalized partially linear single-index models
by Xia, Yingcun & Härdle, Wolfgang
- 2002,55 Real estate valuation according to standardized methods: An empirical analysis
by Schulz, Rainer
- 2002,54 Credit risk modeling and valuation: An introduction
by Giesecke, Kay
- 2002,53 Hedging and portfolio optimization in illiquid financial markets
by Bank, Peter & Baum, Dietmar
- 2002,52 An exponential model for dependent defaults
by Giesecke, Kay
- 2002,51 I want you!: An experiment studying the selection effect when assigning distributive power
by Brandts, Jordi & Güth, Werner & Stiehler, Andreas
- 2002,50 Adaptive wavelet Galerkin methods for linear inverse problems
by Cohen, Albert & Hoffmann, Marc & Reiß, Markus
- 2002,49 Client/server based statistical computing
by Kleinow, Torsten & Lehmann, Heiko
- 2002,48 A Monte Carlo study of structural equation models for finite mixtures
by Williams, John & Temme, Dirk & Hildebrandt, Lutz
- 2002,47 Compensator-based simulation of correlated defaults
by Giesecke, Kay
- 2002,46 XQS/MD*Crypt as a means of education and computation
by Feuerhake, Jörg
- 2002,45 Transactions that did not happen and their influence on prices
by Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel
- 2002,44 Simulation based option pricing
by Lüssem, Jens & Schumacher, Jürgen
- 2002,43 Nonparametric estimators of GARCH processes
by Franke, Jürgen & Holzberger, Harriet & Müller, Marlene
- 2002,42 Net based spreadsheets in quantitative finance
by Aydinli, Gökhan
- 2002,41 Statistical process control
by Knoth, Sven
- 2002,40 Estimating state-price densities with nonparametric regression
by Huynh, Kim & Kervella, Pierre & Zheng, Jun
- 2002,39 A simple state space model of house prices
by Schulz, Rainer & Werwatz, Axel
- 2002,38 Testing the diffusion coefficient
by Kleinow, Torsten
- 2002,37 Drivers and impediments of consumer online information search: Self-controlled versus agent-based search in a high involvement context
by Spiekermann, Sarah & Strobel, Martin & Temme, Dirk
- 2002,36 Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland
by Breitung, Jörg & Jagodzinski, Doris
- 2002,35 Did sunspot cause the Great Depression?
by Harrison, Sharon G. & Weder, Mark
- 2002,34 Multiplicative SARIMA models
by Chen, Rong & Schulz, Rainerr & Stephan, Sabine
- 2002,33 Structural equation models for finite mixtures: Simulation results and empirical applications
by Temme, Dirk & Williams, John R. & Hildebrandt, Lutz
- 2002,32 Nonparametric specification testing for continuous-time models with application to spot interest rates
by Hong, Yongmiao & Li, Haitao
- 2002,31 Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression
by Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang
- 2002,29 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment
by Schmidt, Carsten & Werwatz, Axel
- 2002,28 Should smart investors buy funds with high returns in the past?
by Palomino, Frederic & Uhlig, Harald
- 2002,27 Efficient hedging for a complete jump-diffusion model
by Kirch, Michael & Krutchenko, R. N. & Melnikov, Aleksandr V.
- 2002,26 Integrating a behavioral preference calculus into a simultaneous market entry game: Analyses of equilibria for selected cases of prior gain and loss experiences
by Schröder, Andreas & Schade, Christian
- 2002,25 Worry and the illusion of safety: Evidence from a real-objects experiment
by Schade, Christian & Kunreuther, Howard
- 2002,24 Intuitive optimizing for time allocation decisions in newly formed ventures
by Lévesque, Moren & Schade, Christian
- 2002,23 Low-probability insurance decisions: The role of concern
by Schade, Christian & Kunreuther, Howard & Kaas, Klaus Peter
- 2002,22 Unobservable effects in structural models of business performance
by Annacker, Dirk & Hildebrandt, Lutz
- 2002,21 MD*Book online: A tool for creating interactive documents
by Klinke, Sigbert & Witzel, Rodrigo
- 2002,20 Nonlinear GARCH models for highly persistent volatility
by Lanne, Markku & Saikkonen, Pentti
- 2002,19 Training systems and labor mobility: A comparison between Germany and Sweden
by Korpi, Tomas & Mertens, Antje
- 2002,18 Privately contributing to public goods over time: An experimental study
by Güth, Werner & Levati, Maria Vittoria & Stiehler, Andreas
- 2002,17 Money and banks: Some theory and empirical evidence for Germany
by Holtemöller, Oliver
- 2002,15 Starting points' effects on risk-taking behavior
by Schade, Christian & Steul, Martina & Schröder, Andreas
- 2002,14 Malliavin's calculus in insider models: Additional utility and free lunches
by Imkeller, Peter
- 2002,13 Does future PC use determine our wages today? Evidence from German panel data
by Anger, Silke & Schwarze, Johannes
- 2002,12 Money and prices: An I(2) analysis for the euro area
by Holtemöller, Oliver
- 2002,11 Social norms and optimal incentives in firms
by Huck, S. & Kübler, D. & Weibull, J.
- 2002,10 MD*ReX: Linking XploRe to standard spread-sheet applications
by Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir
- 2003,4 Testing for vector autoregressive dynamics under heteroskedasticity
by Hafner, Christian M. & Herwartz, Helmut
- 2002,9 On the effects of aggregating cointegrated variables over time
by Müller, Christian
- 2002,7 Structural vector autoregressive models and monetary policy analysis
by Holtemöller, Oliver
- 2002,6 Semiparametric regression analysis under imputation for missing response data
by Wang, Qihua & Härdle, Wolfgang & Linton, Oliver
- 2002,5 Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien
by Daske, Stefan & Ehrhardt, Olaf
- 2002,3 A parametric approach to the estimation of cointegration vectors in panel data
by Breitung, Jörg
- 2002,2 On the small sample properties of weak exogeneity tests in cointegrated VAR models
by Brüggemann, Ralf
- 2002,1 How precise are price distributions predicted by implied binomial trees?
by Härdle, Wolfgang & Zheng, Jun
2001
- 2001,103 Nonparametric kernel estimation of evolutionary autoregressive processes
by Kim, Woocheol
- 2001,101 Kernel estimation of functional coefficients in nonparametric ARX time series models
by Kim, Woocheol
- 2001,100 Robust estimation in nonlinear regression and limited dependent variable models
by Čížek, Pavel
- 2002,62 Smoothed influence function: Another view at robust nonparametric regression
by Tamine, Julien
- 2002,30 Correlated default with incomplete information
by Giesecke, Kay
- 2002,16 Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
by Härdle, Wolfgang & Yatchew, Adonis
- 2001,99 Affine stochastic differential equations with infinite delay on abstract phase spaces
by Riedle, Markus
- 2001,98 Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions
by Uhlig, Harald
- 2001,97 Simultaneous and sequential price competition in heterogeneous duopoly markets: Experimental evidence
by Kübler, Dorothea & Müller, Wieland
- 2001,96 Testing for short and long-run causality: The case of the yield spread and economic growth
by Breitung, Jörg & Candelon, Bertrand
- 2001,95 The relative importance of group-level effects on the performance of German companies
by Brenner, Steffen & Bunke, Olaf & Droge, Bernd & Schwalbach, Joachim
- 2001,94 Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
by Baker, Christopher T. H. & Buckwar, Evelyn
- 2001,93 Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
by Saikkonen, Pentti
- 2001,92 Optimal consumption choice for ratchet investors
by Riedel, Frank
- 2001,91 On parametric statistical models for stationary solutions of affine stochastic delay differential equations
by Gushchin, Alexander A. & Küchler, Uwe
- 2001,90 On Itô's formula for multidimensional Brownian motion
by Föllmer, Hans & Protter, Philip E.
- 2001,89 Zur Vorteilhaftigkeit von Kapitallebensversicherungen gegenüber alternativen Anlageformen - Eine Analyse aus Anlegersicht
by Gründl, H. & Stehle, R. & Waldow, T.
- 2001,88 Weak approximation of stochastic differential delay equations
by Buckwar, Evelyn & Shardlow, Tony
- 2001,87 The transmission of German monetary policy in the pre-Euro period
by Lütkepohl, Helmut & Wolters, Jürgen
- 2001,86 Information cascades on the labor market
by Kübler, Dorothea & Weizsäcker, Georg
- 2001,85 MM*Stat - a multimedia tool for teaching of statistics
by Rönz, Bernd
- 2001,84 Overeducation, undereducation, and the theory of career mobility
by Büchel, Felix & Mertens, Antje
- 2001,83 Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
by Herwartz, Helmut & Reimers, Hans-Eggert
- 2001,82 Unit root tests in the presence of innovational outliers
by Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti
- 2001,81 The costs of not knowing the radius
by Rieder, Helmut & Kohl, Matthias & Ruckdeschel, Peter
- 2001,80 E-privacy: Evaluating a new search cost in online environments
by Annacker, Dirk & Spiekermann, Sarah & Strobel, Martin
- 2001,79 Measures for the structure of clustering and admissibilities of its algorithm
by Takeuchi, Akinobu & Yadohisa, Hiroshi & Inada, Koichi
- 2001,78 Space distortion and monotone admissibility in agglomerative clustering
by Takeuchi, Akinobu & Yadohisa, Hiroshi & Inada, Koichi
- 2001,77 A mixed user interface for a statistical system
by Yamamoto, Yoshikazu & Nakano, Junji & Fujiwara, Takeshi & Kobayashi, Ikunori
- 2001,76 Distributed computing in a time series analysis system
by Yamamoto, Yoshikazu & Nakano, Junji
- 2001,75 The influence of inventory effects and reference points on the rate of consumption
by Bell, David R. & Boztuæg, Yasemin
- 2001,74 Multivariate volatility models
by Fengler, Matthias R. & Herwartz, Helmut
- 2001,73 The analysis of implied volatilities
by Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter
- 2001,72 An implementation of a statistical language based on JAVA
by Fujiwara, Takeshi & Nakano, Junji & Yamamoto, Yoshikazu & Kobayashi, Ikunori
- 2001,71 Convex measures of risk and trading constraints
by Föllmer, Hans & Schied, Alexander
- 2001,70 The third generation (UMTS) spectrum auction in Germany
by Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar
- 2001,69 Comparative study of one-bid versus two-bid auctions
by Ivanova-Stenzel, Radosveta & Sonsino, Doron
- 2001,68 A procedural and object-oriented statistical language
by Kobayashi, Ikunori & Fujiwara, Takeshi & Nakano, Junji & Yamamoto, Yoshikazu
- 2001,67 Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate
by Gil-Alaña, Luis A.
- 2001,66 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
by Gil-Alaña, Luis A.
- 2001,65 Multiple politico-economic regimes, inequality and growth
by Desdoigts, Alain & Moizeau, Fabien
- 2001,64 Empirical likelihood-based inference in linear errors-in-covariables models with validation data
by Wang, Qihua & Rao, J. N. K.
- 2001,63 Testing for the cointegrating rank of a VAR process with level shift at unknown time
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten
- 2001,62 Random times at which insiders can have free lunches
by Imkeller, Peter
- 2001,61 Manipulation in political stock markets: Preconditions and evidence
by Hansen, Jan & Schmidt, Carsten & Strobel, Martin
- 2001,60 Autoregressive aided periodogram bootstrap for time series
by Kreiss, Jens-Peter & Paparoditis, Efstathios
- 2001,59 Bootstrap methods for time series
by Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter
- 2001,58 A state space model for Berlin house prices
by Schulz, Rainer & Werwatz, Axel
- 2001,57 Predictive accuracy of political stock markets: Empirical evidence from a European perspective
by Berlemann, Michael & Schmidt, Carsten
- 2001,55 Quantile-VaR is the wrong measure to quantify market risk for regulatory purposes
by Jaschke, Stefan R.
- 2001,54 The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations
by Jaschke, Stefan R.
- 2001,53 The great demand depression
by Weder, Mark
- 2001,52 A benchmark model for financial markets
by Platen, Eckhard
- 2001,51 Semiparametric estimation in single index poisson regression: A practical approach
by Climov, Daniela & Delecroix, Michel & Simar, Léopold
- 2001,50 The Swiss UMTS spectrum auction flop: Bad luck or bad design?
by Wolfstetter, Elmar
- 2001,49 Complementarity of labor market institutions, equilibrium unemployment and the propagation of business cycles
by Burda, Michael C. & Weder, Mark
- 2001,48 On adaptive smoothing in partial linear models
by Golubev, Georgi & Härdle, Wolfgang
- 2001,47 Extracting implicit density functions from short term interest rate options
by Nielsen, Hannah
- 2001,46 Fractional integration and business cycle features
by Candelon, Bertrand & Gil-Alaña, Luis A.
- 2001,45 Experimental 'beauty contests' with homogeneous and heterogeneous players and with interior and boundary equilibria
by Güth, Werner & Kocher, Martin & Sutter, Matthias
- 2001,44 Simultaneous over- and underconfidence: Evidence from experimental asset markets
by Maciejovsky, Boris & Kirchler, Erich
- 2001,43 Everyday representations of tax avoidance, tax evasion, and tax flight: Do legal differences matter?
by Kirchler, Erich & Maciejovsky, Boris & Schneider, Friedrich
- 2001,42 Fairness in the mail and opportunism in the internet: A newspaper experiment on ultimatum bargaining
by Güth, Werner & Schmidt, Carsten & Sutter, Matthias
- 2001,41 Fragmentation, globalization and labor markets
by Burda, Michael C. & Dluhosch, Barbara
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