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Content
2011
- 2011-016 Oracally efficient two-step estimation of generalized additive model
by Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl
- 2011-015 Short-term herding of institutional traders: New evidence from the German stock market
by Kremer, Stephanie & Nautz, Dieter
- 2011-014 Difference based ridge and Liu type estimators in semiparametric regression models
by Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria
- 2011-013 Spatial risk premium on weather derivatives and hedging weather exposure in electricity
by Härdle, Wolfgang Karl & Osipenko, Maria
- 2011-012 A strategic mediator who is biased into the same direction as the expert can improve information transmission
by Mechtenberg, Lydia & Münster, Johannes
- 2011-011 Human capital formation on skill-specific labor markets
by Xie, Runli
- 2011-010 Unwillingness to pay for privacy: A field experiment
by Beresford, Alastair R. & Kübler, Dorothea & Preibusch, Sören
- 2011-009 Exclusion in the all-pay auction: An experimental investigation
by Fehr, Dietmar & Schmid, Julia
- 2011-008 Monetary policy, trend inflation and inflation Persistence
by Yao, Fang
- 2011-007 Mean-variance cointegration and the expectations hypothesis
by Strohsal, Till & Weber, Enzo
- 2011-006 Sticky information and determinacy
by Meyer-Gohde, Alexander
2010
- 2011-005 Local quantile regression
by Härdle, Wolfgang Karl & Spokoiny, Vladimir & Wang, Weining
- 2011-004 A confidence corridor for expectile functions
by Duran, Esra Akdeniz & Guo, Mengmeng & Härdle, Wolfgang Karl
- 2011-003 Mean volatility regressions
by Lin, Lu & Li, Feng & Zhu, Lixing & Härdle, Wolfgang Karl
- 2011-002 A confidence corridor for sparse longitudinal data curves
by Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl
- 2011-001 Localising temperature risk
by Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining
- 2010-065 Neural Processing of Risk
by Mohr, Peter N. C. & Biele, Guido & Heekeren, Hauke R.
- 2010-064 Variability in brain activity as an individual difference measure in neuroscience?
by Mohr, Peter N. C. & Heekeren, Hauke R. & Li, Shu-Chen
- 2010-063 How the brain integrates costs and benefits during decision making
by Basten, Ulrike & Biele, Guido & Heekeren, Hauke R. & Fiebach, Christian J.
- 2010-062 The Norges Bank's key rate projections and the news element of monetary policy: A wavelet based jump detection approach
by Winkelmann, Lars
- 2010-061 Every symmetric 3 x 3 global game of strategic complementarities is noise independent
by Basteck, Christian & Daniëls, Tijmen R.
- 2010-060 Communal responsibility and the coexistence of money and credit under anonymous matching
by Boerner, Lars & Ritschl, Albrecht
- 2010-059 Nonparametric regression with nonparametrically generated covariates
by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
- 2010-058 Inflation, price dispersion and market integration through the lens of a monetary search model
by Becker, Sascha S. & Nautz, Dieter
- 2010-057 Consumption growth and volatility with consumption externalities
by Xie, Runli
- 2010-056 Context effects as customer reaction on delisting of brands
by Wiebach, Nicole & Hildebrandt, Lutz
- 2010-055 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie
- 2010-054 Spatial dependencies in German matching functions
by Schulze, Franziska
- 2010-053 Systemic weather risk and crop insurance: The case of China
by Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji
- 2010-052 Central limit theorems for law-invariant coherent risk measures
by Belomestny, Denis & Krätschmer, Volker
- 2010-051 Executive compensation regulation and the dynamics of the pay-performance sensitivity
by Sabiwalsky, Ralf
- 2010-050 Estimation of the signal subspace without estimation of the inverse covariance matrix
by Panov, Vladimir
- 2010-049 Models for heavy-tailed asset returns
by Borak, Szymon & Misiorek, Adam & Weron, Rafał
- 2010-048 Building loss models
by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał
- 2010-047 FX smile in the Heston model
by Janek, Agnieszka & Kluge, Tino & Weron, Rafał & Wystup, Uwe
- 2010-046 Mandatory IFRS adoption and accounting comparability
by Cascino, Stefano & Gassen, Joachim
- 2010-045 Parametric estimation of risk neutral density functions
by Grith, Maria & Krätschmer, Volker
- 2010-044 The high sensitivity of employment to agency costs: The relevance of wage rigidity
by Hristov, Atanas
- 2010-043 Meteorological forecasts and the pricing of weather derivatives
by Ritter, Matthias & Mußhoff, Oliver & Odening, Martin
- 2010-042 Payroll taxes, social insurance and business cycles
by Burda, Michael C. & Weder, Mark
- 2010-041 Prognose mit nichtparametrischen Verfahren
by Härdle, Wolfgang Karl & Schulz, Rainer & Wang, Weining
- 2010-040 Stochastic mortality, subjective survival expectations, and individual saving behavior
by Post, Thomas & Hanewald, Katja
- 2010-039 High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model
by Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov
- 2010-038 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence
by Hautsch, Nikolaus & Podolskij, Mark
- 2010-037 Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
by Baranovski, Alexander L.
- 2010-036 Why do financial market experts misperceive future monetary policy decisions?
by Schmidt, Sandra & Nautz, Dieter
- 2010-035 Efficiency and equilibria in games of optimal derivative design
by Horst, Ulrich & Moreno-Bromberg, Santiago
- 2010-034 Sociodemographic, economic, and psychological drivers of the demand for life insurance: Evidence from the German Retirement Income Act
by Hecht, Carolin & Hanewald, Katja
- 2010-033 Sensitivity of risk measures with respect to the normal approximation of total claim distributions
by Krätschmer, Volker & Zähle, Henryk
- 2010-032 Learning machines supporting bankruptcy prediction
by Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda
- 2010-031 Modeling asset prices
by Gentle, James E. & Härdle, Wolfgang Karl
- 2010-030 Can the New Keynesian Phillips Curve explain inflation gap persistence?
by Yao, Fang
- 2010-029 Adaptive interest rate modelling
by Guo, Mengmeng & Härdle, Wolfgang Karl
- 2010-028 Social relationships and trust
by Binzel, Christine & Fehr, Dietmar
- 2010-027 Liquidity and capital requirements and the probability of bank failure
by König, Philipp Johann
- 2010-026 Non-gaussian component analysis: New ideas, new proofs, new applications
by Panov, Vladimir
- 2010-025 Herding of institutional traders
by Kremer, Stephanie
- 2010-024 The optimal industry structure in a vertically related market
by Fiocco, Raffaele
- 2010-023 The (in)stability of money demand in the Euro Area: Lessons from a cross-country analysis
by Nautz, Dieter & Rondorf, Ulrike
- 2010-022 Fitting high-dimensional copulae to data
by Okhrin, Ostap
- 2010-021 Nonparametric estimation of risk-neutral densities
by Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie
- 2010-020 Aggregate hazard function in price-setting: A bayesian analysis using macro data
by Yao, Fang
- 2010-019 Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates
by Abbassi, Puriya & Nautz, Dieter
- 2010-018 Time varying hierarchical archimedean copulae
by Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema
- 2010-017 The impact of ICT investments on the relative demand for high-medium-, and low-skilled workers: Industry versus country analysis
by Schneider, Dorothee
- 2010-016 Honey, I'll be working late tonight. The effect of individual work routines on leisure time synchronization of couples
by Scheffel, Juliane
- 2010-015 Estimation of the characteristics of a Lévy process observed at arbitrary frequency
by Kappus, Johanna & Reiß, Markus
- 2010-014 Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931
by Ritschl, Albrecht & Sarferaz, Samad
- 2010-013 The dynamics of hourly electricity prices
by Härdle, Wolfgang Karl & Trück, Stefan
- 2010-012 Dynamic systems of social interactions
by Horst, Ulrich
- 2010-011 Illiquidity and derivative valuation
by Horst, Ulrich & Naujokat, Felix
- 2010-010 On securitization, market completion and equilibrium risk transfer
by Horst, Ulrich & Pirvu, Traian A. & Dos Reis, Gonçalo
- 2010-009 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
by Schaumburg, Julia
- 2010-008 Characterising equilibrium selection in global games with strategic complementarities
by Basteck, Christian & Daniëls, Tijmen R. & Heinemann, Frank
- 2010-007 Two-sided certification: The market for rating agencies
by Fasten, Erik R. & Hofmann, Dirk
- 2010-006 Bayesian estimation and model selection in the generalised stochastic unit root model
by Yang, Fuyu & Leon-Gonzalez, Roberto
- 2010-005 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David
- 2010-004 Bayesian inference in a stochastic volatility Nelson-Siegel Model
by Hautsch, Nikolaus & Yang, Fuyu
- 2010-003 Uniform confidence bands for pricing kernels
by Härdle, Wolfgang Karl & Okhrin, Yarema & Wang, Weining
- 2010-002 Partial linear quantile regression and bootstrap confidence bands
by Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song
- 2010-001 Volatility investing with variance swaps
by Härdle, Wolfgang Karl & Silyakova, Elena
2009
- 2009-065 Neuroeconomics and aging: Neuromodulation of economic decision making in old age
by Mohr, Peter N. C. & Li, Shu-Chen & Heekeren, Hauke R.
- 2009-064 Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age
by Mell, Thomas & Wartenburger, Isabell & Marschner, Alexander & Villringer, Arno & Reischies, Friedel M. & Heekeren, Hauke R.
- 2009-063 Quantifying high-frequency market reactions to real-time news sentiment announcements
by Groß-Klußmann, Axel & Hautsch, Nikolaus
- 2009-062 Interest rate dynamics and monetary policy implementation in Switzerland
by Abbassi, Puriya & Nautz, Dieter & Offermanns, Christian J.
- 2009-061 Is cross-category brand loyalty determined by risk aversion?
by Silberhorn, Nadja & Hildebrandt, Lutz
- 2009-060 Renting versus owning and the role of income risk: The case of Germany
by Schulz, Rainer & Wersing, Martin & Werwatz, Axel
- 2009-059 Der Einfluss von Exporten auf die betriebliche Entwicklung
by Mangelsdorf, Stefan
- 2009-058 Polar sets of anisotropic Gaussian random fields
by Söhl, Jakob
- 2009-057 Real and nominal rigidities in price setting: A bayesian analysis using aggregate data
by Yao, Fang
- 2009-056 Product policy and the East-West productivity gap
by Görzig, Bernd & Gornig, Martin & Voshage, Ramona & Werwatz, Axel
- 2009-055 Representations for optimal stopping under dynamic monetary utility functionals
by Krätschmer, Volker & Schoenmakers, John G. M.
- 2009-054 Depression econometrics: A FAVAR model of monetary policy during the Great Depression
by Ahmadi, Pooyan Amir & Ritschl, Albrecht
- 2009-053 Monetary policy implementation and overnight rate persistence
by Nautz, Dieter & Scheithauer, Jan
- 2009-052 On economic evaluation of directional forecasts
by Blaskowitz, Oliver J. & Herwartz, Helmut
- 2009-051 The market impact of a limit order
by Hautsch, Nikolaus & Huang, Ruihong
- 2009-050 Generalized single-index models: The EFM approach
by Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing
- 2009-049 A blocking and regularization approach to high dimensional realized covariance estimation
by Hautsch, Nikolaus & Kyj, Lada M. & Oomen, Roel C.A.
- 2009-048 Migration of the highly skilled: Can Europe catch up with the US?
by Mechtenberg, Lydia & Strausz, Roland
- 2009-047 MM-Stat - MultiMedia-Statistik: Statistische Datenanalyse - webbasiert, interaktiv und multimedial
by Klinke, Sigbert & Kuhlee, Dina & Theel, Christian & Wagner, Cornelia & Westermeier, Christian
- 2009-046 Pricing of Asian temperature risk
by Benth, Fred & Härdle, Wolfgang Karl & López Cabrera, Brenda
- 2009-045 Quantifizierbarkeit von Risiken auf Finanzmärkten
by Härdle, Wolfgang Karl & Kirchner, Christian F. W.
- 2009-044 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
- 2009-043 Evidence on unemployment, market work and household production
by Burda, Michael C. & Hamermesh, Daniel S.
- 2009-042 The cost of tractability and the Calvo pricing assumption
by Yao, Fang
- 2009-041 Shape invariant modelling pricing kernels and risk aversion
by Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun
- 2009-040 The political economy of regulatory risk
by Strausz, Roland
- 2009-039 Regulation and investment in network industries: Evidence from European telecoms
by Grajek, Michał & Röller, Lars-Hendrik
- 2009-038 CDO and HAC
by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 2009-037 The impact of the European Monetary Union on inflation persistence in the Euro area
by Meller, Barbara & Nautz, Dieter
- 2009-036 Inflation and growth: New evidence from a dynamic panel threshold analysis
by Kremer, Stephanie & Bick, Alexander & Nautz, Dieter
- 2009-035 Trade-off between consumption growth and inequality: Theory and evidence for Germany
by Xie, Runli
- 2009-034 How does entry regulation influence entry into self-employment and occupational mobility?
by Prantl, Susanne & Spitz-Oener, Alexandra
- 2009-033 TFP growth in old and new Europe
by Burda, Michael C. & Severgnini, Battista
- 2009-032 Weather-based estimation of wildfire risk
by Ho, Joanne & Odening, Martin
- 2009-031 De copulis non est disputandum - Copulae: An overview
by Härdle, Wolfgang Karl & Okhrin, Ostap
- 2009-030 Non-constant hazard function and inflation dynamics
by Yao, Fang
- 2009-029 Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area
by Busch, Ulrike & Nautz, Dieter
- 2009-028 Optimal smoothing for a computationally and statistically efficient single index estimator
by Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver
- 2009-027 Unionisation structures, productivity, and firm performance
by Braun, Sebastian
- 2009-026 Regression methods for stochastic control problems and their convergence analysis
by Belomestny, Denis & Kolodko, Anastasia & Schoenmakers, John G. M.
- 2009-025 Measuring the effects of geographical distance on stock market correlation
by Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker
- 2009-024 Incorporating the dynamics of leverage into default prediction
by Löffler, Gunter & Maurer, Alina
- 2009-023 Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates
by Belomestny, Denis
- 2009-022 Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality
by Post, Thomas
- 2009-021 Spectral estimation of the fractional order of a Lévy process
by Belomestny, Denis
- 2009-020 Putting up a good fight: The Galí-Monacelli model versus "The six major puzzles in international macroeconomics"
by Ried, Stefan
- 2009-019 A joint analysis of the KOSPI 200 option and ODAX option markets dynamics
by Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius
- 2009-018 Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises
by Gründl, Helmut & Post, Thomas
- 2009-017 The importance of two-sided heterogeneity for the cyclicality of labour market dynamics
by Bachmann, Ronald & David, Peggy
- 2009-016 Men, women, and the ballot woman suffrage in the United States
by Braun, Sebastian & Kvasnicka, Michael
- 2009-015 Stochastic mortality, macroeconomic risks, and life insurer solvency
by Hanewald, Katja & Post, Thomas & Gründl, Helmut
- 2009-014 Properties of hierarchical Archimedean copulas
by Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang
- 2009-013 CDO pricing with copulae
by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 2009-012 On the existence of the moments of the asymptotic trace statistic
by Örsal, Deniz Dilan Karaman & Droge, Bernd
- 2009-011 Defending against speculative attacks
by Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc
- 2009-010 A microeconomic explanation of the EPK paradox
by Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A.
- 2009-009 Stochastic population forecast for Germany and its consequence for the German pension system
by Härdle, Wolfgang Karl & Myšičková, Alena
- 2009-008 Lee-Carter and the macroeconomy
by Hanewald, Katja
- 2009-007 Combination of multivariate volatility forecasts
by Amendola, Alessandra & Storti, Giuseppe
- 2009-006 Regulatory risk under optimal incentive regulation
by Strausz, Roland
- 2009-005 Panel cointegration testing in the presence of a time trend
by Droge, Bernd & Örsal, Deniz Dilan Karaman
- 2009-004 New recipes for estimating default intensities
by Baranovski, Alexander & von Lieres und Wilkau, Carsten & Wilch, André
- 2009-003 Localized realized volatility modelling
by Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta
- 2009-002 On the systemic nature of weather risk
by Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei
- 2009-001 Implied market price of weather risk
by Härdle, Wolfgang Karl & López Cabrera, Brenda
2008
- 2008-074 A model of reciprocity: Explaining cooperation in groups
by Rieskamp, Jörg & Czienskowski, Uwe & Biele, Guido
- 2008-073 Testing directional forecast value in the presence of serial correlation
by Blaskowitz, Oliver J. & Herwartz, Helmut
- 2008-072 Common influences, spillover and integration in Chinese stock markets
by Weber, Enzo & Zhang, Yanqun
- 2008-071 Winners and losers of early elections: On the welfare implications of political blockades and early elections
by Bierbrauer, Felix & Mechtenberg, Lydia
- 2008-070 A brand specific investigation of international cost shock threats on price and margin with a manufacturer-wholesaler-retailer model
by Dannewald, Till & Hildebrandt, Lutz
- 2008-069 Structural dynamic conditional correlation
by Weber, Enzo
- 2008-068 Understanding West German economic growth in the 1950s
by Eichengreen, Barry & Ritschl, Albrecht
- 2008-067 Testing multiplicative error models using conditional moment tests
by Hautsch, Nikolaus
- 2008-066 The U.S. business cycle, 1867-1995: Dynamic factor analysis vs. reconstructed national accounts
by Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin
- 2008-065 When, how fast and by how much do trade costs change in the Euro area?
by Herwartz, Helmut & Weber, Henning
- 2008-064 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
by Blaskowitz, Oliver J. & Herwartz, Helmut
- 2008-063 Discrete-time stochastic volatility models and MCMC-based statistical inference
by Hautsch, Nikolaus & Ou, Yangguoyi
- 2008-062 Nonlinear modeling of target leverage with latent determinant variables: New evidence on the trade-off theory
by Sabiwalsky, Ralf
- 2008-061 Eine Analyse der Dimensionen des Fortune-Reputationsindex
by Hildebrandt, Lutz & Kreis, Henning & Schwalbach, Joachim
- 2008-060 Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models
by Kriwoluzky, Alexander
- 2008-059 The influence of the business cycle on mortality
by Reichmuth, Wolfgang H. & Sarferaz, Samad
- 2008-058 Statistics e-learning platforms evaluation: Case study
by Ahmad, Taleb & Härdle, Wolfgang Karl
- 2008-057 Measuring changes in preferences and perception due to the entry of a new brand with choice data
by Hildebrandt, Lutz & Kalweit, Lea
- 2008-056 Lumpy labor adjustment as a propagation mechanism of business cycles
by Yao, Fang
- 2008-055 Technology sourcing by large incumbents through acquisition of small firms
by Wagner, Marcus
- 2008-054 The natural rate hypothesis and real determinacy
by Meyer-Gohde, Alexander
- 2008-053 Yield curve factors, term structure volatility, and bond risk premia
by Hautsch, Nikolaus & Ou, Yangguoyi
- 2008-052a Modeling and forecasting age-specific mortality: A Bayesian approach
by Reichmuth, Wolfgang H. & Sarferaz, Samad
- 2008-052 Bayesian demographic modeling and forecasting: An application to U.S. mortality
by Reichmuth, Wolfgang H. & Sarferaz, Samad
- 2008-051 Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns
by Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl
- 2008-050 A semiparametric factor model for electricity forward curve dynamics
by Borak, Szymon & Weron, Rafał
- 2008-049 Simultaneous stochastic volatility transmission across American equity markets
by Weber, Enzo
- 2008-048 Macro wine in financial skins: The Oil-FX interdependence
by Weber, Enzo
- 2008-047 Modelling high-frequency volatility and liquidity using multiplicative error models
by Hautsch, Nikolaus & Jeleskovic, Vahidin
- 2008-046 Links between sustainability-related innovation and sustainability management
by Wagner, Marcus
- 2008-045 Measuring and modeling risk using high-frequency data
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta
- 2008-044 Numerics of implied binomial trees
by Härdle, Wolfgang Karl & Myšičková, Alena
- 2008-043 Modeling dependencies in finance using copulae
by Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema
- 2008-042 Gruppenvergleiche bei hypothetischen Konstrukten: Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik
by Temme, Dirk & Hildebrandt, Lutz
- 2008-041 Unionization, stochastic dominance, and compression of the wage distribution: Evidence from Germany
by Burda, Michael C. & Fitzenberger, Bernd & Lembcke, Alexander C. & Vogel, Thorsten
- 2008-040 Solow residuals without capital stocks
by Burda, Michael C. & Severgnini, Battista
- 2008-039 Can education save Europe from high unemployment?
by Walter, Nicole & Xie, Runli
- 2008-038 Dynamic semiparametric factor models in risk neutral density estimation
by Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker
- 2008-037 The impact of individual investment behavior for retirement welfare: Evidence from the United States and Germany
by Post, Thomas & Gründl, Helmut & Schmit, Joan & Zimmer, Anja
- 2008-036 Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
by Schmeling, Maik & Schrimpf, Andreas
- 2008-035 Stock picking via nonsymmetrically pruned binary decision trees
by Andriyashin, Anton
- 2008-034 JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models
by Winschel, Viktor & Krätzig, Markus
- 2008-033 Are CEOs in family firms paid like bureaucrats? Evidence from Bayesian and frequentist analyses
by Block, Jörn Hendrich
- 2008-032 Against all odds? National sentiment and wagering on European football
by Braun, Sebastian & Kvasnicka, Michael
- 2008-031 Beyond the business cycle: Factors driving aggregate mortality rates
by Hanewald, Katja
- 2008-030 Using R, LaTeX and Wiki for an Arabic e-learning platform
by Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al
- 2008-029 Genetic codes of mergers, post merger technology evolution and why mergers fail
by Cuntz, Alexander
- 2008-028 Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?
by Gassen, Joachim
- 2008-027 The stochastic fluctuation of the quantile regression curve
by Härdle, Wolfgang Karl & Song, Song
- 2008-026 Information and beliefs in a repeated normal-form game
by Fehr, Dietmar & Kübler, Dorothea & Danz, David
- 2008-025 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph
- 2008-024 Skill specific unemployment with imperfect substitution of skills
by Xie, Runli
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