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1997
- 1997,84 Trend adjustment prior to testing for the cointegrating rank of a VAR process
by Saikkonen, Pentti & Lütkepohl, Helmut
- 1997,83 On Feedback Effects from Hedging Derivatives
by Platen, E. & Schweizer, M.
- 1997,82 SEE XploRe AT USE
by Beier, G.
- 1997,81 Nonparametric Specification Procedures for Time Series
by Tjostheim, D.
- 1997,80 On the reliability of reprocal fairness -An experimental study-
by Güth, W. & Marchand, N. & Rulliere, J.-L.
- 1997,79 Testing for the Cointegrating Rank of a VAR Process with a Time Trend
by Lütkepohl, H. & Saikkonen, P.
- 1997,78 The term structure of interest rates when the growth rate is unobservable
by Riedel, Frank
- 1997,77 Getting Behind The East-West Wage Differential: Theory and Evidence
by Burda, M. & Schmidt, C.
- 1997,76 Wild bootstrap versus moment-oriented bootstrap
by Sommerfeld, Volker
- 1997,75 Mobility after Apprenticeship- How effective is the German apprenticeship system?
by Werwatz, A.
- 1997,74 A Consistent Test for Misspecification in Polychotomous Response Models
by Werwatz, A.
- 1997,73 Kursrelevante Ereignisse bei Unternehmensübernahmen: Eine empirische Analyse des deutschen Kapitalmarktes
by Böhmer, Ekkehart & Löffler, Yvonne
- 1997,72 The Term Structure of Interest Rates and the Uncovered Interest Rate Parity: Empirical Results for Germany and the U.S
by Dankenbring, H.
- 1997,71 When will the fittest survive? -An indirect evolutionary analysis-
by Güth, W. & Peleg, B.
- 1997,70 The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
by Kauermann, Göran & Müller, Marlene & Carroll, Raymond J.
- 1997,69 On Local Polynomial Smoothers and Their Competitors
by Hall, P. & Turlach, B.A.
- 1997,68 Achieving Interoperability between the Distributed Model-Management-System MMM and Progress
by Becker, P. & Müller, R.
- 1997,67 A Compiler for Composition: CHAIMS
by Perrochon, L. & Wiederhold, G. & Burback, R.
- 1997,66 A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models
by Sperlich, S. & Linton, O. & Härdle, Wolfgang
- 1997,65 Pricing and Hedging of Forwards, Futures and Swaps by Change of Numeraire
by Bank, P.
- 1997,64 Risikomessung mit VaR für Portfolios: Diskussion und empirischer Vergleich verschiedener Berechnungsmethoden
by Böhmer, Ekkehart & Sperlich, Stefan
- 1997,63 Twin peaks in regional unemployment and returns to scale in job-matching in the Czech Republic
by Profit, Stefan
- 1997,62 Industrielle und berufliche Mobilität: Eine Untersuchung auf Basis der IAB-Beschäftigtenstichprobe
by Mertens, Antje
- 1997,61 Animal spirits, technology shocks and the business cycle
by Weder, Mark
- 1997,60 Indeterminacy, business cycles, and modest increasing returns to scale
by Weder, Mark
- 1997,59 Nonparametric lag selection for time series
by Tschernig, Rolf & Yang, Lijian
- 1997,58 Local power of likelihood ratio tests for the cointegrating rank of a VAR process
by Saikkonen, Pentti & Lütkepohl, Helmut
- 1997,57 Ill-posed inverse problems and their optimal regularization
by Läuter, Henning & Liero, H.
- 1997,56 Discrete time option pricing with flexible volatility estimation
by Härdle, Wolfgang & Hafner, Christian M.
- 1997,55 Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models
by Liang, Hua & Härdle, Wolfgang & Werwatz, Axel
- 1997,54 Optional decomposition and lagrange multipliers
by Föllmer, Hans & Kabanov, Jurij M.
- 1997,53 Using private job agencies: Optimal screening or cream skimming?
by Kübler, Dorothea
- 1997,52 Component analysis for additive models
by Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G.
- 1997,51 SMART: Towards spatial internet marketplaces
by Abel, David J. & Gaede, Volker & Taylor, Kerry L. & Zhou, Xiaofang
- 1997,50 Benchmarking spatial joins à la carte
by Günther, Oliver & Oria, Vincent & Picouet, Philippe & Saglio, Jean-Marc & Scholl, Michel
- 1997,49 Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment
by Symanzik, J. & Kötter, T. & Schmelzer, S. & Klinke, S.
- 1997,48 Computer-assisted generalized partial linear models
by Müller, Marlene
- 1997,47 A note on the E-mail game: Bounded rationality and induction
by Dulleck, Uwe
- 1997,46 Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
by Liang, Hua
- 1997,45 Ultimatum Proposals How Do Decisions Emerge?
by Güth, W.
- 1997,44 Trust in the shadow of the courts if judges are no better
by Brennan, Geoffrey & Güth, Werner & Kliemt, Hartmut
- 1997,43 Asymptotic inference for a linear stochastic differential equation with time delay
by Gushchin, Alexander A. & Kuchler, Uwe
- 1997,42 Financial calculations on the net
by Härdle, Wolfgang & Sperlich, Stefan
- 1997,41 Decentralized versus collective bargaining -A theoretical and experimental analysis-
by Berninghaus, S. & Güth, W. & Lechler, R. & Ramser, H.
- 1997,40 Wie brauchbar sind Multiplikatorprognosen für die Geldmengensteuerung der Bundesbank?
by Nautz, Dieter
- 1997,39 Loss of commitment? An evolutionary analysis of Bagwell's example
by Oechssler, Jörg & Schlag, Karl H.
- 1997,38 Learning to like what you have: Explaining the endowment effect
by Huck, Steffen & Kirchsteiger, Georg & Oechssler, Jörg
- 1997,37 Efficient estimation in single-index regression
by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian
- 1997,36 Automatic Forecasting via Exponential Smoothing Asymptotic Properties
by Gijbels, I. & Pope, A. & Wand, M.P.
- 1997,35 Berechnung des REXP für alternative Steuersätze
by Maier, Jürgen & Stehle, Richard
- 1997,34 Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
by Dahlhaus, R. & Neumann, M. & Von Sachs, R.
- 1997,33 Asymptotic normality of parametric part in partial linear heteroscedastic regression models
by Liang, Hua & Härdle, Wolfgang
- 1997,32 On Saving, Updating and Dynamic Programming -An Experimental Analysis-
by Anderhub, V. & Güth, W. & Härdle, Wolfgang & Müller, W.
- 1997,31 Optional decompositions under constraints
by Föllmer, Hans & Kramkov, D. O.
- 1997,30 Estimation of derivates for additive separable models
by Severance-Lossin, E. & Sperlich, Stefan
- 1997,29 Boundedly Rational Decision Emergence -A General Perspective and Some Selective Illustrations-
by Güth, W.
- 1997,28 Indirect evolution versus strategic delegation: A comparison of two approaches to explaining economic institutions
by Dufwenberg, Martin & Güth, Werner
- 1997,27 Large sample theory in a semiparametric partially linear errors-in-variables models
by Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J.
- 1997,26 Multivariate and semiparametric kernel regression
by Härdle, Wolfgang & Müller, Marlene
- 1997,25 On L2-projections on a space of stochastic integrals
by Rheinländer, Thorsten & Schweizer, Martin
- 1997,24 Mean-variance hedging for continuous processes: New proofs and examples
by Pham, Huyên & Rheinländer, Thorsten & Schweizer, Martin
- 1997,23 Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited
by Brüggemann, Imke & Nautz, Dieter
- 1997,22 Construction of automatic confidence intervals in nonparametric heteroscedastic regression by a moment-oriented bootstrap
by Sommerfeld, Volker
- 1997,21 How to improve accuracy of estimation
by Lepski, Oleg V.
- 1997,20 Bootstrap of kernel smoothing in nonlinear time series
by Franke, Jürgen & Kreiss, Jens-Peter & Mammen, Enno
- 1997,19 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
by Riedel, Frank
- 1997,18 Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
by Hafner, C.
- 1997,17 Nonparametric estimation via local estimating equations, with applications to nutrition calibration
by Carroll, Raymond J. & Ruppert, David & Welsh, A. H.
- 1997,16 Local linear regression for generalized linear models with missing data
by Wang, C.Y. & Wang, Soujin & Carroll, Raymond J. & Gutierrez, Roberto G.
- 1997,15 Analyzing bivariate continuous data that have been grouped into categories defined by sample quantiles of the marginal distributions
by Borkowf, Craig B. & Gail, Mitchell H. & Carroll, Raymond J. & Gill, Richard D.
- 1997,14 Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression
by Carroll, Raymond J. & Iturria, Stephen J. & Gutierrez, Roberto G.
- 1997,12 Design aspects of calibration studies in nutrition, with analysis of missing data in linear measurement error models
by Carroll, Raymond J. & Freedman, Laurence & Pee, David
- 1997,11 Nonparametric kernel and regression spline estimation in the presence of measurement error
by Maca, J. D. & Carroll, Raymond J. & Ruppert, David
- 1997,10 Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition
by Iturria, Stephen J. & Carroll, Raymond J. & Firth, David
- 1998,3 Semiparametric analysis of German East-West migration intentions: Facts and theory
by Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel
- 1997,9 Measurement error, biases, and the validation of complex models
by Carroll, Raymond J. & Galindo, Christian D.
- 1997,7 Nonparametric function estimation of the relationship between two repeatedly measured variables
by Ruckstuhl, A. & Welsh, A. H. & Carroll, Raymond J.
- 1997,6 Iterated Transformation-Kernel Density Estimation
by Yang, L. & Marron, S.
- 1997,5 Asymptotic optimality of full cross-validation for selecting linear regression models
by Droge, Bernd
- 1997,3 Das Arbeitsangebot verheirateter Frauen in den neuen und alten Bundesländern: Eine semiparametrische Regressionsanalyse
by Kempe, Wolfram
- 1997,2 Estimating the Kronecker indices of cointegrated echelon form VARMA models
by Bartel, Holger & Lütkepohl, Helmut
- 1997,1 Teaching wavelets in XploRe
by Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H.
1996
- 1996,99 Wages and Structural Adjustment in the New German States aareprints
by Burda, M. & Funke, M.
- 1996,98 The Absent-Minded Centipede
by Dulleck, U. & Oechssler, J.
- 1996,97 Using a Latent Variables Representation to Estimate Structural VARs
by Breitung, J.
- 1996,96 Another Look at Swedish Business Cycles, 1861-1988
by Skalin, J. & Teräsvirta, T.
- 1996,95 An Experimental Study of a Dynamic Principal-Agent Relationship
by Güth, W. & Klose, W. & Königstein, M. & Schwalbach, J.
- 1996,94 Root-n Convergent Transformation-Kernel Density Estimation
by Yang, L.
- 1996,93 Estimation and Signal Extraction for Finite Nonstationary Series With the Kalman Filter
by Gomez, V.
- 1996,92 Visualization and Implementation of Feedforward Neural Networks
by Klinke, S. & Grassmann, J.
- 1996,91 Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
by Lepski, O. & Tsybakov, A.
- 1996,90 Computerassisted Semiparametric Generalized Linear Models
by Müller, Maike & Rönz, B. & Härdle, Wolfgang
- 1996,89 Renditen bei Börseneinführungen am deutschen Kapitalmarkt
by Stehle, R. & Ehrhardt, O.
- 1996,88 An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models
by Nielsen, J. P. & Linton, O. B.
- 1996,87 Smoothing Splines And Shape Restrictions
by Mammen, Enno & Thomas-Agnan, C.
- 1996,86 Impulse Response Analysis of Vector Autoregressive Processes
by Lütkepohl, H. & Breitung, J.
- 1996,85 Reputation and Imperfectly Observable Commitment: The Chain Store Paradox Revisited
by Adolph, B. & Wolfstetter, E.
- 1996,84 Commitment, Trembling Hand Imperfection and Observability in Games
by Adolph, B.
- 1996,83 Electronic Commerce in Decision Technologies: A Business Cycle Analysis
by Bhargava, H. K. & Krishnan, R. & Müller, R.
- 1996,82 Weighted Norm Inequalities and Hedging in Incomplete Markets
by Delbaen, F. & Monat, P. & Stricker, C. & Schachermayer, W. & Schweizer, M.
- 1996,81 Investigating the Yen/DMark Rate: Arbitrage Opportunities and a Case for Asymmetry
by Herwartz, H.
- 1996,80 Foreign Exchange Analysis with Missing Data - Comparing a Moment Estimator and the Kalman Filter
by Herwartz, H.
- 1996,79 Testing Periodicity in Time Series Models - A Recommendation of Bootstrap Methods
by Herwartz, H.
- 1996,78 Seasonal Cointegration Analysis for German M3 Money Demand
by Herwartz, H. & Reimers, H. E.
- 1996,77 System estimation of the German money demand - a long-run analysis
by Hubrich, K.
- 1996,76 Model Management in Electronic Markets for Decision Technologies: A Software Agent Approach
by Bhargava, H. & Krishnan, R. & Roehrig, S. & Casey, M. & Kaplan, D. & Müller, R.
- 1996,75 Bootstrap Confidence Bands For The Autoregression Function
by Neumann, M. H. & Kreiss, J.
- 1996,74 Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model
by Lütkepohl, H. & Poskitt, D. S.
- 1996,73 Einheitswurzeln und Strukturbrüche
by Soyka, D.
- 1996,72 Partial Equilibrium in Pure Exchange Economies
by Peleg, B.
- 1996,71 Asymptotically efficient estimation in the Wicksell problem
by Golubev, G. K. & Levit, B. Y.
- 1996,70 Statistische Modellierung von Volatilitäten
by Lütkepohl, H.
- 1996,69 Multidimensional Access Methods
by Gaede, V. & Günther, O.
- 1996,68 Foreign Exchange Rates Have Surprising Volatility
by Bossaerts, P. & Hafner, C. & Härdle, Wolfgang
- 1996,67 Metadata in Geographic and Environmental Data Management
by Günther, O. & Voisard, A.
- 1996,66 Tests for Random Walk Coefficients in State Space Models
by Moryson, M.
- 1996,65 Discussion
by Härdle, Wolfgang & Marron, J. & Yang, L.
- 1996,64 UDK: A European Environmental Data Catalogue
by Günther, O. & Lessing, H. & Swoboda, W.
- 1996,63 Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach
by de Roon, F. A. & Nijman, T. E. & Werker, B. J.
- 1996,62 Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
by Yang, L. & Härdle, Wolfgang
- 1996,61 Nonparametric Vector Autoregression
by Härdle, Wolfgang & Tsybakov, A. & Yang, L.
- 1996,60 Linearity Testing using Local Polynomial Approximation
by Hjellvik, V. & Yao, Q. & Tjostheim, D.
- 1996,59 Additive nonlinear ARX time series and projection estimates
by Masry, E. & Tjostheim, D.
- 1996,58 The Analysis of Cointegrated Autoregressive Moving-Average Systems
by Poskitt, D.
- 1996,57 A Note on the Present Value Principle in Markets with Transaction Costs
by Jaschke, S. R.
- 1996,56 What can we learn from intentions data about future behavior- the case of East-Germany after reunification
by Werwatz, A. & Helmchen, L.
- 1996,55 Employment and Wages in Germany: Regional and Sectoral Dynamics
by Mertens, A.
- 1996,54 Einflüsse der Faktoren Unternehmensgröße und Streubesitz auf die Abhängigkeit der Managergehälter vom Unternehmenserfolg in Deutschland
by Gajewski, C.
- 1996,53 Nonparametric Time Series Model Selection
by Härdle, Wolfgang & Yang, L.
- 1996,52 A New Generation of a Statistical Computing Environment on the Net
by Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang
- 1996,51 Test for symmetry of regression curves
by Leblanc, F. & Lepski, O. V.
- 1996,50 Regular and Random Designs in Nonparametric Regression: LDP-view
by Korostelev, A.
- 1996,49 On Nonparametric Density Estimation in SUP-Norm
by Korostelev, A.
- 1996,48 A Review of Nonparametric Time Series Analysis
by Härdle, Wolfgang & Lütkepohl, H. & Chen, R.
- 1996,47 Testing Additivity in Generalized Nonparametric Regression Models
by Linton, O. & Gozalo, P.
- 1996,46 Arbitrage am deutschen Rentenmarkt und die Bestimmung der Zinsstruktur
by Jaschke, S. & Stehle, R. & Wernicke, S.
- 1996,45 Nonlinearities in German Unemployment Rates: A Nonparametric Analysis
by Tschernig, R.
- 1996,44 Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator
by Horowitz, J.
- 1996,43 Testing Cost Minimizing Behavior
by Severence-Lossin, E. & Lepski, O.
- 1996,42 Multivariate Wavelet Thresholding: A Remedy Against The Curse Of Dimensionality?
by Neumann, M. H.
- 1996,41 The Shape of Kernel Density Estimates in Higher Dimensions
by Konakov, V. & Mammen, Enno
- 1996,40 Stochastic Dominance: Theorie and Applications
by Wolfstetter, E.
- 1996,39 Oligopoly and Industrial Organization
by Wolfstetter, E.
- 1996,38 Economics of Matching: The Marriage Problem
by Wolfstetter, E.
- 1996,37 Regulation of Monopoly
by Wolfstetter, E.
- 1996,36 First-Price Auctions when the Ranking of Valuations is Common Knowledge
by Landsberger, M. & Rubinstein, J. & Wolfstetter, E. & Zamir, S.
- 1996,35 Nonparametric Comparision of Mean Directions or Mean Axes
by Beran, R. & Fisher, N. I.
- 1996,34 Money and Prices in Germany. Empirical Results for 1962 to 1994
by Brüggemann, I. & Wolters, J.
- 1996,33 Optimal Bids in Multi-Unit Auctions when Demand is Price Elastic
by Nautz, D. & Wolfstetter, E.
- 1996,32 MMM: A WWW-Based Model Management System for Using Software Modules Remotely
by Günther, O. & Müller, R. & Schmidt, P. & Bhargava, H. & Krishnan, R.
- 1996,31 Decision Support on Demand: on Emerging Electronic Markets for Decision Technologies
by Bhargava, H. & Krishnan, R. & Müller, R.
- 1996,30 Orthogonal Series Regression Estimation: Projection vs. Shrinkage
by Droge, B.
- 1996,29 Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay
by Härdle, Wolfgang & Mammen, Enno & Müller, Maike
- 1996,28 Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
by Härdle, Wolfgang & Mammen, Enno & Müller, Maike
- 1996,27 On Phillips-Perron Type Tests for Seasonal Unit Roots
by Breitung, J. & Franses, P. H.
- 1996,26 Causality in Nonlinear Models
by Warne, A.
- 1996,25 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
by Krolzig, H.
- 1996,24 Modelling the Demand for M3 in the Unified Germany
by Wolters, J. & Teräsvirta, T. & Lütkepohl, H.
- 1996,23 General Training and Information Costs: Who Benefits from Flexible Workers?
by Kübler, D.
- 1996,22 Auctioning Off Labor Contracts: Legal Restrictions Reconsidered
by Kübler, D.
- 1996,21 On Bias Reduction in Nonlinear Regression by Iterativ Bootstrap
by Malzahn, U.
- 1996,20 The Money Supply of Banks when Refinancing Conditions are Uncertain
by Nautz, D.
- 1996,19 A comparison of methods for seasonal adjustment of the monetary aggregates
by Bianchi, M.
- 1996,18 Testing for Convergence: Evidence from Nonparametric Multimodality Tests
by Bianchi, M.
- 1996,17 Direct estimation of low dimensional components in additive models
by Fan, J. & Härdle, Wolfgang & Mammen, Enno
- 1996,16 The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation
by Korostelev, A. & Nussbaum, M.
- 1996,13 The Indirect Evolutionary Approach To Explaining Fair Allocations
by Huck, S. & Oechssler, J.
- 1996,12 How firm-specific is German apprenticeship training?
by Werwatz, A.
- 1996,11 Matching Across Space: Evidence on Mobility in the Czech Republik
by Burda, M. C. & Profit, S.
- 1996,10 Modulation Estimators and Confidence Sets
by Beran, R. & Dümbgen, L.
- 1997,8 Transformations of additivity in measurement error models
by Eckert, R. Stephen & Carroll, Raymond J. & Wang, Naisyin
- 1997,4 Monopoly
by Kempe, Wolfram
- 1996,9 Rank tests for unit roots
by Breitung, Jörg & Gouriéroux, Christian
- 1996,8 A Formal Approach to Nash´s Program
by Peleg, B.
- 1996,7 Rückberechnung des DAX für die Jahre 1955 bis 1987
by Stehle, Richard & Maier, Jürgen & Huber, Rainer
- 1996,6 Penalized quasi-likelihood estimation in partial linear models
by Mammen, Enno & van de Geer, Sara
- 1996,2 Performance of Periodic Error Correction Models in Forecasting Concumption Data
by Herwartz, H.
- 1996,1 Performance of Periodic Time Series Models in Forecasting
by Herwartz, H.
1995
- 1997,13 Plug-in semiparametric estimating equations
by Gutierrez, Roberto G. & Carroll, Raymond J.
- 1995,78 Design Issues in Configuring Servers on the World Wide Web
by Bhargava, H. K. & Sridhar, S.
- 1995,77 On Parameterized Transaction Models for Agents in Electronic Markets for Decision Technologies
by Bhargava, H. K. & Krishnan, R. & Müller, R.
- 1995,76 Active Labor Market Policies, Job Matching and the Czech Miracle
by Boeri, T. & Burda, M. C.
- 1995,75 Mass Recentered Kernel Smoothers
by Mammen, Enno & Marron, J.S.
- 1995,74 Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
by Horowitz, J. L. & Härdle, Wolfgang
- 1995,73 Splus Tools for Model Selection in Nonlinear Regression
by Bunke, O. & Droge, B. & Polzehl, J.
- 1995,72 Der 'Size'-Effekt am deutschen Aktienmarkt
by Stehle, R.
- 1995,71 Estimating The Accuracy of Statistics by Bootstrap and Jackknife: Asymptotics and a Comparative Study
by Sommerfeld, V.
- 1995,70 Exploratory Projection Pursuit: The Multivariate and Discrete Case
by Klinke, S.
- 1995,69 Unemployment and Geographic Mobility: Evidence From The Czech Republic
by Burda, M. C. & Profit, S.
- 1995,68 An Analysis of Transformations for Additive Nonparanetric Regression
by Linton, O. B. & Chen, R. & Härdle, Wolfgang
- 1995,67 GMM-Estimation of Nonlinear Models on Panel Data
by Breitung, J. & Lechner, M.
- 1995,66 Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes
by Saikkonen, P. & Lütkepohl, H.
- 1995,65 On Leland's Strategy of Option Pricing with Transaction Costs
by Kabanov, Y. M. & Safarian, M.
- 1995,64 The Term Structure of Interest Rates as an Indicator of German Monetary Policy?
by Hassler, U. & Nautz, D.
- 1995,63 Bootstrap Methods In Econometrics: Theory And Numerical Performance
by Horowitz, J. L.
- 1995,62 Adaptive Hypothesis Testing using Wavelets
by Spokoiny, V.
- 1995,61 Spectral Density Estimation via Nonlinear Wavelet Methods for Stationary Non-Gaussian Times Series
by Neumann, M. H.
- 1995,60 Estimation of Derivatives for Additive Separable Models
by Severance-Lossin, E. & Sperlich, S.
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