EconStor: CoFE-Diskussionspapiere, Universität Konstanz

CoFE-Diskussionspapiere, Universität Konstanz

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 153

Year of Publication	Title	Author(s)
*2007*	Estimating high-frequency based (co-) variances: A unified approach	Nolte, Ingmar; Voev, Valeri
*2007*	On parameter estimation for locally stationary long-memory processes	Beran, Jan
*2007*	Hydrodynamics from kinetic models of conservative economies	Düring, B.; Toscani, Giuseppe
*2007*	Non-market wealth, background risk and portfolio choice	Franke, Günter; Schlesinger, Harris; Stapleton, Richard C.
*2007*	Estimation of a nonparametric regression spectrum for multivariate time series	Beran, Jan; Heiler, Mark A.
*2007*	Securitisation of mezzanine capital in Germany	Franke, Günter; Hein, Julia
*2006*	A trade-by-trade surprise measure and its relation to observed spreads on the NYSE	Voev, Valeri
*2006*	A sequential quadratic programming method for volatility estimation in option pricing	Düring, Bertram; Jüngel, Ansgar; Volkwein, S.
*2006*	Return predictability and stock market crashes in a simple rational expectation models	Franke, Günter; Lüders, Erik
*2006*	Estimating liquidity using information on the multivariate trading process	Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
*2006*	Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?	Franke, Günter; Weber, Thomas
*2006*	Wieweit tragen rationale Modelle in der Finanzmarktforschung?	Franke, Günter; Weber, Thomas
*2006*	Anforderungen in Zeiten eines beschleunigten "industriellen" Strukturwandels: Integrierte Finanzwertschöpfung	Franke, Günter
*2006*	A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics	Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried
*2006*	Company tax reform in Europe and its effect on collusive behavior	Schindler, Dirk; Schjelderup, Guttorm
*2005*	Option pricing: Real and risk-neutral distributions	Constantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos
*2005*	Return predictability and stock market crashes in a simple rational expectations model	Lüders, Erik; Franke, Günter
*2005*	Incentive contracts and hedge fund management	Hodder, James E.; Jackwerth, Jens Carsten
*2005*	Incremental risk vulnerability	Franke, Günter; Stapleton, Richard C.; Subrahmanyam, Marti G.
*2005*	Mispricing of S&P 500 index options	Constantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 153

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