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Content
2014
- 2014-013 Product market deregulation and employment outcomes: Evidence from the German retail sector
by Senftleben-König, Charlotte
- 2014-012 Nonparametric estimates for conditional quantiles of time series
by Franke, Jürgen & Mwita, Peter & Wang, Weining
- 2014-011 Fiscal devaluation in a monetary union
by Engler, Philipp & Ganelli, Giovanni & Tervala, Juha & Voigts, Simon
- 2014-010 Efficient iterative maximum likelihood estimation of high-parameterized time series models
by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander
- 2014-009 Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
by Lütkepohl, Helmut & Velinov, Anton
- 2014-008 Simultaneous confidence corridors and variable selection for generalized additive models
by Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl
- 2014-007 Confidence bands for impulse responses: Bonferroni versus Wald
by Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter
- 2014-006 A consistent two-factor model for pricing temperature derivatives
by Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo
- 2014-005 Functional stable limit theorems for efficient spectral covolatility estimators
by Altmeyer, Randolf & Bibinger, Markus
- 2014-004 Structural vector autoregressive analysis in a data rich environment: A survey
by Lütkepohl, Helmut
- 2014-003 An extended single index model with missing response at random
by Wang, Qihua & Zhang, Tao & Härdle, Wolfgang Karl
- 2014-002 A simultaneous confidence corridor for varying coefficient regression with sparse functional data
by Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian
- 2014-001 Principal component analysis in an asymmetric norm
by Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl
2013
- 2013-047 Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators
by Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining
- 2013-046 Automated valuation modelling: A specification exercise
by Schulz, Rainer & Wersing, Martin & Werwatz, Axel
- 2013-045 Intertemporal consumption and debt aversion: An experimental study
by Meissner, Thomas
- 2013-044 Assortative matching through signals
by Poeschel, Friedrich
- 2013-043 Testing the preferred-habitat theory: The role of time-varying risk aversion
by Strohsal, Till
- 2013-042 Volatility linkages between energy and agricultural commodity prices
by López Cabrera, Brenda & Schulz, Franziska
- 2013-041 Goodness-of-fit test for specification of semiparametric copula dependence models
by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.
- 2013-040 Privacy concerns, voluntary disclosure of information, and unraveling: An experiment
by Benndorf, Volker & Kübler, Dorothea & Normann, Hans-Theo
- 2013-039 Limited higher order beliefs and the welfare effects of public information
by Cornand, Camille & Heinemann, Frank
- 2013-038 ECB monetary policy surprises: Identification through cojumps in interest rates
by Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias
- 2013-037 Default risk calculation based on predictor selection for the Southeast Asian industry
by Härdle, Wolfgang Karl & Prastyo, Dedy Dwi
- 2013-036 Herding in financial markets: Bridging the gap between theory and evidence
by Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter
- 2013-035 A new perspective on the economic valuation of informal care: The well-being approach revisited
by Kehl, Konstantin & Stahlschmidt, Stephan
- 2013-034 Robust estimation and inference for threshold models with integrated regressors
by Chen, Haiqiang
- 2013-033 Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines
by Chen, Haiqiang & Fang, Ying & Li, Yingxing
- 2013-032 CDO surfaces dynamics
by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 2013-031 Comparison of methods for constructing joint confidence bands for impulse response functions
by Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter
- 2013-030 Can expert knowledge compensate for data scarcity in crop insurance pricing?
by Shen, Zhiwei & Odening, Martin & Okhrin, Ostap
- 2013-029 Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
by Bibinger, Markus & Vetter, Mathias
- 2013-028 Analysis of deviance in generalized partial linear models
by Härdle, Wolfgang Karl & Huang, Li-shan
- 2013-027 Bank lending relationships and the use of performance-sensitive debt
by Adam, Tim R. & Streitz, Daniel
- 2013-026 State Price Densities implied from weather derivatives
by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen
- 2013-025 The 'Celtic Crisis': Guarantees, transparency, and systemic liquidity risk
by König, Philipp & Anand, Kartik & Heinemann, Frank
- 2013-024 Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations
by Lan, Hong & Meyer-Gohde, Alexander
- 2013-023 Reference dependent preferences and the EPK puzzle
by Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker
- 2013-022 Decomposing risk in dynamic stochastic general equilibrium
by Lan, Hong & Meyer-Gohde, Alexander
- 2013-021 Econometrics of co-jumps in high-frequency data with noise
by Bibinger, Markus & Winkelmann, Lars
- 2013-020 Disaster risk in a New Keynesian model
by Brede, Maren
- 2013-019 The European debt crisis: How did we get into this mess? How can we get out of it?
by Burda, Michael C.
- 2013-018 Fair re-valuation of wine as an investment
by Bocart, Fabian Y. R. P. & Hafner, Christian M.
- 2013-017 Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus
- 2013-016 Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approach
by Winkelmann, Lars
- 2013-015 Cyclical variation in labor hours and productivity using the ATUS
by Burda, Michael C. & Hamermesh, Daniel S. & Stewart, Jay
- 2013-014 Do high-frequency data improve high-dimensional portfolio allocations?
by Hautsch, Nikolaus & Kyj, Lada. M. & Malec, Peter
- 2013-013 A transfer mechanism for a monetary union
by Engler, Philipp & Voigts, Simon
- 2013-012 Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests
by Bettendorf, Timo & Chen, Wenjuan
- 2013-011 The real consequences of financial stress
by Mittnik, Stefan & Semmler, Willi
- 2013-010 Composite quantile regression for the single-index model
by Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing
- 2013-009 I'll do it by myself as I knew it all along': On the failure of hindsight-biased principals to delegate optimally
by Danz, David & Hüber, Frank & Kübler, Dorothea & Mechtenberg, Lydia & Schmid, Julia
- 2013-008 Forecasting systemic impact in financial networks
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
- 2013-007 Crossing network versus dealer market: Unique equilibrium in the allocation of order flow
by Dönges, Jutta & Heinemann, Frank & Daniëls, Tijmen R.
- 2013-006 Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing
by Bibinger, Markus & Mykland, Per A.
- 2013-005 Pricing rainfall derivatives at the CME
by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias
- 2013-004 Preference for randomization: Empirical and experimental evidence
by Dwenger, Nadja & Kübler, Dorothea & Weizsäcker, Georg
- 2013-003 Empirical research on corporate credit-ratings: A literature review
by Matthies, Alexander B.
- 2013-002 Statistical properties and stability of ratings in a subset of US firms
by Matthies, Alexander B.
- 2013-001 Functional data analysis of generalized quantile regressions
by Guo, Mengmeng & Zhou, Lhan & Huang, Jianhua Z. & Härdle, Wolfgang Karl
2012
- 2012-067 Can the market forecast the weather better than meteorologists?
by Ritter, Matthias
- 2012-066 Implied basket correlation dynamics
by Härdle, Wolfgang Karl & Silyakova, Elena
- 2012-065 Covered bonds, core markets, and financial stability
by Anand, Kartik & Chapman, James & Gai, Prasanna
- 2012-064 Measuring the impact of critical incidents on brand personality
by Tischer, Sven
- 2012-063 Common factors in credit defaults swaps markets
by Chen, Yi-hsuan & Härdle, Wolfgang Karl
- 2012-062 Brand equity: How is it affected by critical incidents and what moderates the effect
by Hildebrandt, Lutz & Tischer, Sven
- 2012-061 Variable selection in Cox regression models with varying coefficients
by Honda, Toshio & Härdle, Wolfgang Karl
- 2012-060 Modelling general dependence between commodity forward curves
by Zolotko, Mikhail & Okhrin, Ostap
- 2012-059 Cartelization through buyer groups
by Doyle, Chris & Han, Martijn A.
- 2012-058 Private and public control of management
by Angelucci, Charles & Han, Martijn A.
- 2012-057 Short-term managerial contracts and cartels
by Han, Martijn A.
- 2012-056 Strategic delegation improves cartel stability
by Han, Martijn A.
- 2012-055 Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation
by Fiocco, Raffaele & Strausz, Roland
- 2012-054 Modeling time-varying dependencies between positive-valued high-frequency time series
by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander
- 2012-053 Financial network systemic risk contributions
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
- 2012-052 Rethinking stock market integration: Globalization, valuation and convergence
by Tam, Pui Sun & Tam, Pui I.
- 2012-051 Using transfer entropy to measure information flows between financial markets
by Dimpfl, Thomas & Peter, Franziska J.
- 2012-050 Do natural resource sectors rely less on external finance than manufacturing sectors?
by Hattendorff, Christian
- 2012-049 Simultaneous test procedures in terms of p-value copulae
by Dickhaus, Thorsten & Gierl, Jakob
- 2012-048 Yield curve modeling and forecasting using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Majer, Piotr
- 2012-047 Nonparametric Kernel density estimation near the boundary
by Malec, Peter & Schienle, Melanie
- 2012-046 A uniform central limit theorem and efficiency for deconvolution estimators
by Söhl, Jakob & Trabs, Mathias
- 2012-045 Additive models: Extensions and related models
by Mammen, Enno & Park, Byeong U. & Schienle, Melanie
- 2012-044 Copula-based dynamic conditional correlation multiplicative error processes
by Bodnar, Taras & Hautsch, Nikolaus
- 2012-043 The signal of volatility
by Strohsal, Till & Weber, Enzo
- 2012-042 Generated covariates in nonparametric estimation: A short review
by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
- 2012-041 Multiple point hypothesis test problems and effective numbers of tests
by Dickhaus, Thorsten & Stange, Jens
- 2012-040 Location, location, location: Extracting location value from house prices
by Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel
- 2012-039 Volatility of price indices for heterogeneous goods
by Bocart, Fabian Y. R. P. & Hafner, Christian M.
- 2012-038 The aging investor: Insights from neuroeconomics
by Mohr, Peter N. C. & Heekeren, Hauke R.
- 2012-037 Do Japanese stock prices reflect macro fundamentals?
by Chen, Wenjuan & Velinov, Anton
- 2012-036 Hierarchical Archimedean copulae: The HAC package
by Okhrin, Ostap & Ristig, Alexander
- 2012-035 Correlated trades and herd behavior in the stock market
by Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter
- 2012-034 Realized copula
by Fengler, Matthias R. & Okhrin, Ostap
- 2012-033 Simultaneous statistical inference in dynamic factor models
by Dickhaus, Thorsten
- 2012-032 Copula dynamics in CDOs
by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger
- 2012-031 Local adaptive multiplicative error models for high-frequency forecasts
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
- 2012-030 Support vector machines with evolutionary feature selection for default prediction
by Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian
- 2012-029 Statistical modelling of temperature risk
by Anastasiadou, Zografia & López-Cabrera, Brenda
- 2012-028 Does umbrella branding really work? Investigating cross-category brand loyalty
by Silberhorn, Nadja & Hildebrandt, Lutz
- 2012-027 Forecast based pricing of weather derivatives
by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias
- 2012-026 Explaining regional unemployment differences in Germany: A spatial panel data analysis
by Lottmann, Franziska
- 2012-025 Is socially responsible investing just screening? Evidence from mutual funds
by Hirschberger, Markus & Steuer, Ralph E. & Utz, Sebastian & Wimmer, Maximilian
- 2012-024 Bye bye, GI: The impact of the US military drawdown on local German labor markets
by aus dem Moore, Jan Peter & Spitz-Oener, Alexandra
- 2012-023 Hidden liquidity: Determinants and impact
by Cebiroğlu, Gökhan & Horst, Ulrich
- 2012-022 Assessing the anchoring of inflation expectations
by Strohsal, Till & Winkelmann, Lars
- 2012-021 A strategy perspective on the performance relevance of the CFO
by Venus, Andreas & Engelen, Andreas
- 2012-020 A slab in the face: Building quality and neighborhood effects
by Schulz, Rainer & Wersing, Martin
- 2012-019 Why do firms engage in selective hedging?
by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.
- 2012-018 Managerial overconfidence and corporate risk management
by Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia
- 2012-017 Option calibration of exponential Lévy models: Implementation and empirical results
by Söhl, Jakob & Trabs, Mathias
- 2012-016 Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes
by Kappus, Johanna
- 2012-015 Existence and uniqueness of perturbation solutions to DSGE models
by Lan, Hong & Meyer-Gohde, Alexander
- 2012-014 On the dark side of the market: Identifying and analyzing hidden order placements
by Hautsch, Nikolaus & Huang, Ruihong
- 2012-013 The polarization of employment in German local labor markets
by Senftleben, Charlotte & Wielandt, Hanna
- 2012-012 Confidence sets in nonparametric calibration of exponential Lévy models
by Söhl, Jakob
- 2012-011 Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research
by Brüggemann, Ulf & Hitz, Jörg-Markus & Sellhorn, Thorsten
- 2012-010 Fair value reclassifications of financial assets during the financial crisis
by Bischof, Jannis & Brüggemann, Ulf & Daske, Holger
- 2012-009 Comparability effects of mandatory IFRS adoption
by Cascino, Stefano & Gassen, Joachim
- 2012-008 Does Basel II pillar 3 risk exposure data help to identify risky banks?
by Sabiwalsky, Ralf
- 2012-007 Total work and gender: Facts and possible explanations
by Burda, Michael & Hamermesh, Daniel S. & Weil, Philippe
- 2012-006 Quantile regression in risk calibration
by Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining
- 2012-005 Implementing quotas in university admissions: An experimental analysis
by Braun, Sebastian & Dwenger, Nadja & Kübler, Dorothea & Westkamp, Alexander
- 2012-004 Computational Statistics (Journal)
by Härdle, Wolfgang Karl & Mori, Yuichi & Symanzik, Jürgen
- 2012-003 A Donsker theorem for Lévy measures
by Nickl, Richard & Reiß, Markus
- 2012-002 Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China
by Chen, Shiyi & Härdle, Wolfgang Karl
- 2012-001 HMM in dynamic HAC models
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining
2011
- 2011-087 Solving DSGE models with a nonlinear moving average
by Lan, Hong & Meyer-Gohde, Alexander
- 2011-086 Spectral estimation of covolatility from noisy observations using local weights
by Bibinger, Markus & Reiß, Markus
- 2011-085 Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns
by Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl
- 2011-084 Competition and regulation in a differentiated good market
by Fiocco, Raffaele
- 2011-083 Equilibrium pricing in incomplete markets under translation invariant preferences
by Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A.
- 2011-082 Continuous equilibrium under base preferences and attainable initial endowments
by Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph
- 2011-081 Parametric estimation: Finite sample theory
by Spokoiny, Vladimir
- 2011-080 Sparse non Gaussian component analysis by semidefinite programming
by Diederichs, Elmar & Juditsky, Anatoli & Nemirovski, Arkadi & Spokoiny, Vladimir
- 2011-079 Martingale approach in pricing and hedging European options under regime-switching
by Milstein, Grigori N. & Spokoiny, Vladimir
- 2011-078 Spatially adaptive density estimation by localised Haar projections
by Gach, Florian & Nickl, Richard & Spokoiny, Vladimir
- 2011-077 Increasing weather risk: Fact of fiction?
by Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin
- 2011-076 Nonparametric nonstationary regression with many covariates
by Schienle, Melanie
- 2011-075 Changes in occupational demand structure and their impact on individual wages
by Fedorets, Alexandra
- 2011-074 Time-varying occupational contents: An additional link between occupational task profiles and individual wages
by Fedorets, Alexandra
- 2011-073 Calibration of self-decomposable Lévy models
by Trabs, Mathias
- 2011-072 Financial network systemic risk contributions
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
- 2011-071 Econometric analysis of volatile art markets
by Bocart, Fabian Y. R. P. & Hafner, Christian M.
- 2011-070 The power of sunspots: An experimental analysis
by Fehr, Dietmar & Heinemann, Frank & Llorente-Saguer, Aniol
- 2011-069 The labor share: A review of theory and evidence
by Schneider, Dorothee
- 2011-068 Bargaining, openness and the labor share
by Schneider, Dorothee
- 2011-067 Minimal supersolutions of BSDEs with lower semicontinuous generations
by Heyne, Gregor & Kupper, Michael & Mainberger, Christoph
- 2011-066 Monitoring, information technology and the labor share
by Schneider, Dorothee
- 2011-065 Linking corporate reputation and shareholder value using the publication of reputation rankings
by Tischer, Sven & Hildebrandt, Lutz
- 2011-064 Semiparametric estimation with generated covariates
by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
- 2011-063 Multivariate volatility modeling of electricity futures
by Bauwens, Luc & Hafner, Christian M. & Pierret, Diane
- 2011-062 On heterogeneous latent class models with applications to the analysis of rating scores
by Bertrand, Aurélie & Hafner, Christian M.
- 2011-061 Forward-backward systems for expected utility maximization
by Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing
- 2011-060 On the continuation of the great moderation: New evidence from G7 countries
by Chen, Wenjuan
- 2011-059 The merit of high-frequency data in portfolio allocation
by Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter
- 2011-058 Optimal liquidation in dark pools
by Kratz, Peter & Schöneborn, Torsten
- 2011-057 Optimal display of Iceberg orders
by Cebiroğlu, Gökhan & Horst, Ulrich
- 2011-056 Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data
by Hautsch, Nikolaus & Huang, Ruihong
- 2011-055 Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives
by Härdle, Wolfgang Karl & Osipenko, Maria
- 2011-054 TVICA - time varying independent component analysis and its application to financial data
by Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl
- 2011-053 When to cross the spread: Curve following with singular control
by Naujokat, Felix & Horst, Ulrich
- 2011-052 Rollover risk, network structure and systemic financial crises
by Anand, Kartik & Gai, Prasanna & Marsili, Matteo
- 2011-051 A network model of financial system resilience
by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew
- 2011-050 The impact of context and promotion on consumer responses and preferences in out-of-stock situations
by Wiebach, Nicole & Diels, Jana L.
- 2011-049 Monetary policy, determinacy, and the natural rate hypothesis
by Meyer-Gohde, Alexander
- 2011-048 Large vector auto regressions
by Song, Song & Bickel, Peter J.
- 2011-047 Bargaining and collusion in a regulatory model
by Fiocco, Raffaele & Gilli, Mario
- 2011-046 The regulation of interdependent markets
by Fiocco, Raffaele & Scarpa, Carlo
- 2011-045 Bayesian Networks and sex-related homicides
by Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl
- 2011-044 Predicting bid-ask spreads using long memory autoregressive conditional poisson models
by Groß-Klußmann, Axel & Hautsch, Nikolaus
- 2011-043 CRRA utility maximization under risk constraints
by Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony
- 2011-042 Pollution permits, strategic trading and dynamic technology adoption
by Moreno-Bromberg, Santiago & Taschini, Luca
- 2011-041 The Basel III framework for liquidity standards and monetary policy implementation
by Bindseil, Ulrich & Lamoot, Jeroen
- 2011-040 News-driven business cycles in SVARs
by Bunk, Patrick
- 2011-039 The persistance of "bad" precedents and the need for communication: A coordination experiment
by Fehr, Dietmar
- 2011-038 The neural basis of following advice
by Biele, Guido & Rieskamp, Jörg & Krugel, Lea K. & Heekeren, Hauke R.
- 2011-037 Neurobiology of value integration: When value impacts valuation
by Park, Soyoung Q & Kahnt, Thorsten & Rieskamp, Jörg & Heekeren, Hauke R.
- 2011-036 An indicator for national systems of innovation: Methodology and application to 17 industrialized countries
by Belitz, Heike & Clemens, Marius & von Hirschhausen, Christian & Schmidt-Ehmcke, Jens & Werwatz, Axel & Zloczysti, Petra
- 2011-035 The economics of TARGET2 balances
by Bindseil, Ulrich & König, Philipp Johann
- 2011-034 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
by Bibinger, Markus
- 2011-033 Asymptotics of asynchronicity
by Bibinger, Markus
- 2011-032 The information content of central bank interest rate projections: Evidence from New Zealand
by Detmers, Gunda-Alexandra & Nautz, Dieter
- 2011-031 What explains the German labor market miracle in the Great Recession?
by Burda, Michael C. & Hunt, Jennifer
- 2011-030 Developing web-based tools for the teaching of statistics: Our wikis and the German Wikipedia
by Klinke, Sigbert
- 2011-029 Pointwise adaptive estimation for quantile regression
by Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A.
- 2011-028 Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
by Reiß, Markus
- 2011-027 Estimation of the characteristics of a Lévy process observed at arbitrary frequency
by Kappus, Johanna & Reiß, Markus
- 2011-026 Compensation of unusual working schedules
by Scheffel, Juliane
- 2011-025 How do unusual working schedules affect social life?
by Scheffel, Juliane
- 2011-024 Identifying the effect of temporal work flexibility on parental time with children
by Scheffel, Juliane
- 2011-023 Forecasting corporate distress in the Asian and Pacific region
by Moro, Russ & Härdle, Wolfgang Karl & Aliakbari, Saeideh & Hoffmann, Linda
- 2011-022 Extreme value models in a conditional duration intensity framework
by Herrera, Rodrigo & Schipp, Bernhard
- 2011-021 Customer reactions in Out-of-Stock situations: Do promotion-induced phantom positions alleviate the similarity substitution hypothsis?
by Diels, Jana Luisa & Wiebach, Nicole
- 2011-020 How computational statistics became the backbone of modern data science
by Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi
- 2011-019 What drives the relationship between inflation and price dispersion? Market power vs. price rigidity
by Becker, Sascha
- 2011-018 Can crop yield risk be globally diversified?
by Liu, Xiaoliang & Xu, Wei & Odening, Martin
- 2011-017 The law of attraction bilateral search and horizontal heterogeneity
by Hofmann, Dirk & Qari, Salmai
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