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2001
- 2001,40 Cost competition, fragmentation and globalization
by Burda, Michael C. & Dluhosch, Barbara
- 2001,39 Test procedures for unit roots in time series with level shifts at unknown time
by Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti
- 2001,38 The dynamics of implied volatilities: A common principal components approach
by Fengler, Matthias R. & Härdle, Wolfgang Karl & Villa, Christophe
- 2001,37 Estimation and arbitrage opportunities for exchange rate baskets
by Mercurio, Danilo & Torricelli, Costanza
- 2001,36 Financial price fluctuations in a stock market model with many interacting agents
by Horst, Ulrich
- 2001,35 Predating predators: An experimental study
by Avrahami, Judith & Güth, Werner & Kareev, Yaakov
- 2001,34 The parasite game: Exploiting the abundance of nature in face of competition
by Avrahami, Judith & Güth, Werner & Kareev, Yaakov
- 2001,33 A nonparametric regression estimator that adapts to error distribution of unknown form
by Linton, Oliver Bruce & Xiao, Zhijie
- 2001,32 Does cascade behavior in information cascades reflect Bayesian updating? An experimental study
by Oberhammer, Clemens & Stiehler, Andreas
- 2001,31 Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany
by Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar
- 2001,30 Weak discrete time approximation of stochastic differential equations with time delay
by Küchler, Uwe & Platen, Eckhard
- 2001,29 Asymptotics of locally interacting Markov chains with global signals
by Horst, Ulrich
- 2001,28 Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
by Riedel, Frank
- 2001,27 Forecasting the real output using fractionally integrated techniques
by Gil-Alaña, Luis A.
- 2001,26 A joint test of fractional cyclic integration and a linear time trend
by Gil-Alaña, Luis A.
- 2001,25 Robust estimation in nonlinear regression models
by Čížek, Pavel
- 2001,24 Semiparametric diffusion estimation and application to a stock market index
by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard
- 2001,23 Hotelling games with three, four, and more players
by Brenner, Steffen
- 2001,22 Initial offerings of options
by Müller, Sigrid M.
- 2001,21 Convergence of locally and globally interacting Markov chains
by Föllmer, Hans & Horst, Ulrich
- 2001,20 Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis
by Gilsing, Hagen & Küchler, Uwe & Platen, Eckhard
- 2001,19 Sources of German unemployment: A structural vector error correction analysis
by Brüggemann, Ralf
- 2001,18 Managerqualität und Unternehmensgröße
by Schwalbach, Joachim & Brenner, Steffen
- 2001,17 Framing effects on asset markets: An experimental analysis
by Kirchler, Erich & Maciejovsky, Boris & Weber, Martin
- 2001,16 Mental accounting and the impact of tax penalty and audit frequency on the declaration of income: An experimental analysis
by Maciejovsky, Boris & Kirchler, Erich & Schwarzenberger, Herbert
- 2001,15 Bidding behavior in asymmetric auctions: An experimental study
by Güth, Werner & Ivanova-Stenzel, Radosveta & Wolfstetter, Elmar
- 2001,14 On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
by Küchler, Uwe & Vasiliev, Vjatscheslav A.
- 2001,13 Heuristics as decision rules: Part I: the single consumer
by Güth, Werner & Neuefeind, Wilhelm
- 2001,12 From full to bounded rationality: The limits of unlimited rationality
by Güth, Werner & Kliemt, Hartmut
- 2001,11 Retributive responses
by Güth, Werner & Kliemt, Hartmut & Ockenfels, Axel
- 2001,10 Capacity choices and price competition in experimental markets
by Anderhub, Vital & Güth, Werner & Kamecke, Ulrich & Normann, Hans-Theo
- 1998,82 Testing for the cointegrating rank of a VAR process with structural shifts
by Saikkonen, Pentti & Lütkepohl, Helmut
- 2002,8 Default compensator, incomplete information, and the term structure of credit spreads
by Giesecke, Kay
- 2002,4 A stochastic representation theorem with applications to optimization and obstacle problems
by Bank, Peter & El Karoui, Nicole
- 2001,9 Alternating offer bargaining experiments with varying institutional details
by Anderhub, Vital & Güth, Werner & Marchand, Nadège
- 2001,8 Langzeiteffekte der Theory of Games and Economic Behavior: Zur Anwendung der Spieltheorie in den (Sozial-)wissenschaften
by Güth, Werner & Kliemt, Hartmut
- 2001,7 Time inhomogeneous multiple volatility modelling
by Härdle, Wolfgang & Herwartz, Helmut & Spokoiny, Vladimir G.
- 2001,5 Unit root tests for time series with level shifts: A comparison of different proposals
by Lanne, Markku & Lütkepohl, Helmut
- 2001,4 MM*STAT: Eine interaktive Einführung in die Welt der Statistik
by Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd
2000
- 2001,102 Job stability trends, layoffs and quits: An empirical analysis for West Germany
by Bergemann, Annette & Mertens, Antje
- 2000,113 Private information, risk aversion, and the evolution of market research
by Güth, Sandra & Güth, Werner & Müller, Wieland
- 2000,112 Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
by Lillestøl, Jostein
- 2000,111 Experimental game theory
by Güth, Werner
- 2000,110 Trust and reciprocity in the investment game with indirect reward
by Güth, Werner & Königstein, Manfred & Marchand, Nadège & Nehring, Klaus
- 2000,109 On the evolution of power indices in collective bargaining
by Berninghaus, Siegfried & Güth, Werner
- 2000,108 On the job search and the wage distribution
by Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel
- 2000,107 A generalized fractional time series model
by Gil-Alaña, Luis A.
- 2000,106 Deterministic seasonality versus seasonal fractional integration
by Gil-Alaña, Luis A.
- 2000,105 Testing of fractional cointegration in macroeconomic time series
by Gil-Alaña, Luis A.
- 2000,104 Existence and structure of stochastic equilibria with intertemporal substitution
by Bank, Peter & Riedel, Frank
- 2000,103 Probabilistic aspects of financial risk
by Föllmer, Hans
- 2000,102 Why firms should care for customers
by Königstein, Manfred & Müller, Wieland
- 2000,101 Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg
by Bunke, Olaf & Droge, Bernd & Schwalbach, Joachim
- 2000,100 Analyzing XploRe download profiles with intelligent miner
by Sofyan, Hizir & Werwatz, Axel
- 2001,56 Unemployment and input prices: A fractional cointegration approach
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
- 2000,99 Common cycles: A frequency domain approach
by Breitung, Jörg & Candelon, Bertrand
- 2000,98 Cointegrating smooth transition regressions with applications to the Asian currency crisis
by Saikkonen, Pentti & Choi, In
- 2000,97 Common factors governing VDAX movements and the maximum loss
by Härdle, Wolfgang & Schmidt, Peter
- 2000,96 Dumb software agents on an experimental asset market
by Großklags, Jens & Schmidt, Carsten & Siegel, Jonathan
- 2000,95 On the reliability of chow type test for parameter constancy in multivariate dynamic models
by Candelon, Bertrand & Lütkepohl, Helmut
- 2000,94 Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator
by Hlávka, Zdeněk
- 2000,93 Hedging the standard of living via cost of living index futures
by Schulz, Rainer
- 2000,92 Risk premia and financial modelling without measure transformation
by Platen, Eckhard
- 2000,91 A minimal financial market model
by Platen, Eckhard
- 2000,90 Price variability and price dispersion in a stable monetary environment: Evidence from German retail markets
by Fengler, Matthias R. & Winter, Joachim K.
- 2000,89 Nonparametric estimation of generalized impulse response function
by Tschernig, Rolf & Yang, Lijian
- 2000,88 On testing conditional moment restrictions: The canonical case
by Tripathi, Gautam & Kitamura, Yuichi
- 2000,87 Bootstrap inference in single equation error correction models
by Herwartz, Helmut & Neumann, Michael H.
- 2000,86 A local instrumental estimation method for generalized additive volatility models
by Kim, Woocheol & Linton, Oliver
- 2000,85 Nonparametric estimation of homogeneous function
by Tripathi, Gautam & Kim, Woocheol
- 2000,84 Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling
by Abe, Makoto & Boztuæg, Yasemin & Hildebrandt, Lutz
- 2000,83 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten
- 2000,82 Robust learning experiments: Evidence for learning and deliberation
by Güth, Werner
- 2000,81 Marginal employment - a dead end? A survival analysis based on West German spelldata
by Kolb, Jürgen & Werwatz, Axel
- 2000,80 Fourth moments of multivariate GARCH processes
by Hafner, Christian M.
- 2000,79 Testing the purchasing power parity in pooled systems of error correction models
by Herwartz, Helmut & Reimers, Hans-Eggert
- 2000,78 The determinants of health care expenditure: Testing pooling restrictions in small samples
by Herwartz, Helmut & Theilen, Bernd
- 2000,77 Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
by Reiß, Markus
- 2000,76 Modeling the US short-term interest rate by mixture autoregressive processes
by Lanne, Markku & Saikkonen, Pentti
- 2000,75 Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
by Genon-Catalot, Valentine & Laredo, Catherine & Nussbaum, Michael
- 2000,74 Leave-k-out diagnostics in state space models
by Proietti, Tommaso
- 2000,73 On the dynamic foundation of evolutionary stability in continuous models
by Oechssler, Jörg & Riedel, Frank
- 2000,72 Auctions
by Müller, Sigrid
- 2000,71 The Polish crawling peg system: A cointegration analysis
by Trenkler, Carsten
- 2000,70 Testing stochastic cycles in macroeconomic time series
by Gil-Alaña, Luis A.
- 2000,69 Fractional cointegration and real exchange rates
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
- 2000,68 A fractionally integrated model with a mean shift for the US and the UK real oil prices
by Gil-Alaña, Luis A.
- 2000,67 A fractionally integrated exponential model for UK unemployment
by Gil-Alaña, Luis A.
- 2000,66 Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998
by Nielsen, Hannah & Tullio, Giuseppe & Wolters, Jürgen
- 2000,65 Inference on the cointegration rank in fractionally integrated processes
by Breitung, Jörg & Hassler, Uwe
- 2000,64 Correspondence analysis
by Benko, Michal & Lejeune, Michel
- 2000,63 ExploRing persistence in financial time series
by Lee, David
- 2000,62 Classification and regression trees
by Klemelä, Jussi & Klinke, Sigbert & Sofyan, Hizir
- 2000,61 DPLS-partial least squares program for dynamic path models
by Geppert, Frank & Strohe, Hans Gerhard
- 2000,60 Growth regression and counterfactual income dynamics
by Desdoigts, Alain
- 2000,59 Robust Kalman filtering
by Ruckdeschel, Peter
- 2000,58 Uncovered interest parity: What can we learn from panel data?
by Breitung, Jörg & Brüggemann, Ralf
- 2000,57 Long-memory analysis
by Teyssière, Gilles
- 2000,56 Hazard regression
by Grund, Birgit & Yang, Lijian
- 2000,55 Simultaneous-equations models
by Werwatz, Axel & Müller, Christian
- 2000,54 Multiple time series analysis
by Benkwitz, Alexander
- 2000,53 Least trimmed squares
by Čížek, Pavel & Víšek, Jan Ámos
- 2000,52 Generalized partial linear models
by Müller, Marlene
- 2000,51 Flexible time series analysis
by Härdle, Wolfgang & Tschernig, Rolf
- 2000,50 Generalized additive models
by Sperlich, Stefan & Zelinka, Jiérí
- 2000,49 Cluster analysis
by Mucha, Hans-Joachim & Sofyan, Hizir
- 2000,48 Nonparametric estimation of additive models with homogeneous components
by Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam
- 2000,47 Spreadsheets as tools for statistical computing and statistics education
by Neuwirth, Erich
- 2000,46 The multimedia project MM*STAT for teaching statistics
by Rönz, Bernd & Müller, Marlene & Ziegenhagen, Uwe
- 2000,45 Absent-minded drivers in the lab: Testing Gilboa's model
by Huck, Steffen & Müller, Wieland
- 2000,44 Interest parity at short and long horizons
by Chinn, Menzie David & Meredith, Guy
- 2000,43 The empirical determinants of the Euro: Short and long run perspectives
by Chinn, Menzie David
- 2000,42 Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus
by Desdoigts, Alain
- 2000,41 Quantifying the value of initial investment information
by Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin
- 2000,40 Auctions and corruption
by Lengwiler, Yvan & Wolfstetter, Elmar
- 2000,39 Strategic delegation in experimental markets
by Huck, Steffen & Müller, Wieland & Normann, Hans-Theo
- 2000,38 On the regulation of social norms
by Kübler, Dorothea
- 2000,37 Lag selection in subset VAR models with an application to a US monetary system
by Brüggemann, Ralf & Lütkepohl, Helmut
- 2000,36 An experimental test of direct and indirect reciprocity in case of complete and incomplete information
by Dufwenberg, Martin & Gneezy, Uri & Güth, Werner & van Damme, Eric E. C.
- 2000,35 Money demand in Europe: Evidence from the past
by Müller, Christian & Hahn, Elke
- 2000,34 Quantile hedging for a jump-diffusion financial market model
by Krutchenko, R. & Melnikov, A.
- 2000,33 Nonparametric estimation in a nonlinear cointegration type model
by Karlsen, Hans Arnfinn & Myklebust, Terje & Tjøstheim, Dag
- 2000,32 A time series analysis system using visual operations
by Yamamoto, Yoshikazu & Nakano, Junji
- 2000,31 Auctions and fair division games: A cross-cultural bidding experiment
by Ivanova-Stenzel, Radosveta
- 2000,30 Tax evasion and risky investments in an intertemporal context: An experimental study
by Giese, Sebastian & Hoffmann, Antje
- 2000,29 How ultimatum offers emerge: A study in bounded rationality
by Güth, Werner
- 2000,28 An experimental comparison of the fairness models by Bolton and Ockenfels and by Fehr and Schmidt
by Engelmann, Dirk & Strobel, Martin
- 2000,27 Profitable horizontal mergers: A market structure-oriented view
by Huck, Steffen & Konrad, Kai A. & Müller, Wieland
- 2000,26 One-sided confidence about functionals over tangent cones
by Rieder, Helmut
- 2000,25 Neighborhoods as nuisance parameters? Robustness vs. semiparametrics
by Rieder, Helmut
- 2000,24 The East End, the West End, and King's Cross: On clustering in the four-player hotelling game
by Huck, Steffen & Müller, Wieland & Vriend, Nicolaas J.
- 2000,23 On the profitability of collusion in location games
by Huck, Steffen & Knoblauch, Vicki & Müller, Wieland
- 2000,22 Bootstrapping impulse responses in VAR analyses
by Lütkepohl, Helmut
- 2000,21 On adaptive estimation in partial linear models
by Golubev, Georgi & Härdle, Wolfgang
- 2000,20 A bootstrap test for single index models
by Härdle, Wolfgang & Mammen, Enno & Proença, Isabel
- 2000,19 Implementing efficient market structure
by Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar
- 2000,17 Was there a regime change in the German monetary transmission mechanism in 1983?
by Candelon, Bertrand & Lütkepohl, Helmut
- 2000,16 Modelling seasonality with fractionally integrated processes
by Gil-Alaña, Luis A.
- 2000,15 Fractional cointegration and tests of present value models
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
- 2000,14 Fractional integration and the dynamics of UK unemployment
by Gil-Alaña, Luis A. & Henry, Brian
- 2000,13 Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
by Gil-Alaña, Luis A.
- 2000,12 Reducing size distortions of parametric stationarity tests
by Lanne, Markku & Saikkonen, Pentti
- 2000,11 Analyzing multigroup data with structural equation models
by Görz, Nicole & Hildebrandt, Lutz & Annacker, Dirk
- 2000,10 Comparison of tests for the cointegrating rank of a VAR process with a structural shift
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten
- 2001,6 Fairness versus efficiency: An experimental study of (mutual) gift giving
by Güth, Werner & Kliemt, Hartmut & Ockenfels, Axel
- 2001,3 Limited depth of reasoning and failure of cascade formation in the laboratory
by Kübler, Dorothea & Weizsäcker, Georg
- 2001,2 Compensating the cooperators: Is sorting in the prisoner's dilemma possible?
by Bohnet, Iris & Kübler, Dorothea
- 2001,1 An empirical likelihood goodness-of-fit test for time series
by Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten
- 2000,9 Divisionalization in contests
by Huck, Steffen & Konrad, Kai A. & Müller, Wieland
- 2000,8 Tax liability side equivalence in experimental posted-offer markets
by Borck, Rainald & Engelmann, Dirk & Müller, Wieland & Normann, Hans-Theo
- 2000,7 Consistency of a least squares orthonormal series estimator for a regression function
by Delecroix, Michel & Protopopescu, Camelia
- 2000,6 Adaptive estimation for a time inhomogeneous stochastic-volatility model
by Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles
- 2000,5 The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients
by Horst, Ulrich
- 2000,4 Optimal smoothing in semiparametric index approximation of regression functions
by Delecroix, Michel & Hristache, Marian & Patilea, Valentin
- 2000,3 Merger in contests
by Huck, Steffen & Konrad, Kai A. & Müller, Wieland
- 2000,2 On saving and investing: An experimental study of intertemporal decision making in a complex stochastic environment
by Anderhub, Vital & Güth, Werner & Knust, Florian
- 2000,1 Web quantlets for time series analysis
by Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf
1999
- 1999,106 Ergodic fluctuations in a stock market model with interacting agents: The mean field case
by Horst, Ulrich
- 1999,105 Backtesting beyond VaR
by Härdle, Wolfgang & Stahl, Gerhard
- 1999,104 Theoretical properties of two estimators in partially linear single-index measurement error models
by Liang, Hua & Wang, Naisyin
- 1999,103 Keeping statistics alive in documents
by Sawitzki, Günther
- 1999,102 How competition in investing, hiring, and selling affects (un)employment: An analysis of equilibrium scenario
by Berninghaus, Siegfried & Güth, Werner & Ramser, Hans Jürgen
- 1999,101 Auctions and fair division games under different price rules: Individual bid functions, prices and efficiency rates
by Güth, Werner & Ivanova-Stenzel, Radosveta & Königstein, Manfred & Strobel, Martin
- 1999,100 Local linear smoothers using asymmetric kernels
by Chen, Song Xi
- 2000,18 Auctions when bidders prepare by investing in ideas
by Jeitschko, Thomas D. & Wolfstetter, Elmar
- 1999,99 Multiscale testing of qualitative hypotheses
by Dümbgen, Lutz & Spokoiny, Vladimir G.
- 1999,98 Semiparametric lack-of-fit tests in an additive hazard regression model
by Grund, Birgit & Polzehl, Jörg
- 1999,97 An experimental study of the repeated trust game with incomplete information
by Anderhub, Vital & Güth, Werner & Engelmann, Dirk
- 1999,96 A guided tour through quadratic hedging approaches
by Schweizer, Martin
- 1999,95 Dynamic decision structure and risk taking
by Eichberger, Jürgen & Güth, Werner & Müller, Wieland
- 1999,94 Computational resources for extremes
by Kleinow, Torsten & Thomas, Michael
- 1999,93 Credit scoring using semiparametric methods
by Müller, Marlene & Rönz, Bernd
- 1999,92 Please, marry me!: An experimental study of risking a joint venture
by Güth, Werner & Ivanova-Stenzel, Radosveta & Tjotta, Sigve
- 1999,91 Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis
by Beine, Michel & Candelon, Bertrand & Sekkat, Khalid
- 1999,90 Decentralized or collective bargaining in a strategy experiment
by Berninghaus, Siegfried & Güth, Werner & Keser, Claudia
- 1999,89 On weak Brownian motions of arbitrary order
by Föllmer, Hans & Wu, Ching-Tang & Yor, Marc
- 1999,88 Comparison of unit root tests for time series with level shifts
by Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti
- 1999,87 Empirical process of the squared residuals of an ARCH sequence
by Horvath, Lajos & Kokoszka, Piotr & Teyssière, Gilles
- 1999,86 Variance estimation for high-dimensional regression models
by Spokoiny, Vladimir G.
- 1999,85 Deviation probability bound for martingales with applications to statistical estimation
by Liptser, R. & Spokoiny, Vladimir G.
- 1999,84 Evolutionary norm enforcement
by Güth, Werner & Ockenfels, Axel
- 1999,83 Hazard regression
by Grund, Birgit & Yang, Lijian
- 1999,82 Efficient contracting and fair play in a simple principal-agent experiment
by Anderhub, Vital & Gächter, Simon & Königstein, Manfred
- 1999,81 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles
- 1999,80 DPLS in XploRe: A PLS approach to dynamic path models
by Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank
- 1999,79 The repo auctions of the European Central Bank and the vanishing quota puzzle
by Nautz, Dieter & Oechssler, Jörg
- 1999,78 Quantile regression
by Čížek, Pavel
- 1999,77 Errors in variables models
by Liang, Hua
- 1999,76 The three dimensions of multimedia teaching of statistics
by Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd
- 1999,75 Neighborhoods as nuisance parameters? Robustness vs. semiparametrics
by Rieder, Helmut
- 1999,74 Beyond manucentrism: Some fresh facts about job and worker flows
by Bingley, Paul & Eriksson, Tor & Werwatz, Axel & Westergård-Nielsen, Niels
- 1999,73 An experimental analysis of equal punishment games
by Ahlert, Marlies & Crüger, Arwed & Güth, Werner
- 1999,72 Testing for a unit root in a time series with a level shift at unknown time
by Saikkonen, Pentti & Lütkepohl, Helmut
- 1999,71 Optimal consumption choice under uncertainty with intertemporal substitution
by Bank, Peter & Riedel, Frank
- 1999,70 Learning to bid: An experimental study of bid function adjustments in auctions and fair division games
by Güth, Werner & Ivanova, Radosveta & Königstein, Manfred & Strobel, Martin
- 1999,69 The local power of some unit root tests for panel data
by Breitung, Jörg
- 1999,68 Forecasting cointegrated VARMA processes
by Lütkepohl, Helmut
- 1999,67 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares
by Breitung, Jörg & Wulff, Christian
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