018 "Yxilon - a Modular Open-source Statistical Programming
Language" by Sigbert Klinke, Uwe Ziegenhagen and Yuval
Guri, March 2005.
019 "Arbitrage-free Smoothing of the Implied Volatility Surface"
by Matthias R. Fengler, March 2005.
020 "A Dynamic Semiparametric Factor Model for Implied
Volatility String Dynamics" by Matthias R. Fengler, Wolfgang
Hardle and Enno Mammen, March 2005.
021 "Dynamics of State Price Densities" by Wolfgang Hardle and
Zdenek Hlavka, March 2005.
022 "DSFM fitting of Implied Volatility Surfaces" by Szymon
Borak, Matthias R. Fengler and Wolfgang Hardle, March
2005.
023 "Towards a Monthly Business Cycle Chronology for the Euro
Area" by Emanuel Monch and Harald Uhlig, April 2005.
024 "Modeling the FIBOR/EURIBOR Swap Term Structure: An
Empirical Approach" by Oliver Blaskowitz, Helmut Herwartz
and Gonzalo de Cadenas Santiago, April 2005.
025 "Duality Theory for Optimal Investments under Model
Uncertainty" by Alexander Schied and Ching-Tang Wu, April
2005.
026 "Projection Pursuit For Exploratory Supervised Classification"
by Eun-Kyung Lee, Dianne Cook, Sigbert Klinke and Thomas
Lumley, May 2005.
027 "Money Demand and Macroeconomic Stability Revisited" by
Andreas Schabert and Christian Stoltenberg, May 2005.
028 "A Market Basket Analysis Conducted with a Multivariate
Logit Model" by Yasemin Boztug and Lutz Hildebrandt, May
2005.
029 "Utility Duality under Additional Information: Conditional
Measures versus Filtration Enlargements" by Stefan
Ankirchner, May 2005.
030 "The Shannon Information of Filtrations and the Additional
Logarithmic Utility of Insiders" by Stefan Ankirchner, Steffen
Dereich and Peter Imkeller, May 2005.
031 "Does Temporary Agency Work Provide a Stepping Stone to
Regular Employment?" by Michael Kvasnicka, May 2005.
032 "Working Time as an Investment? - The Effects of Unpaid
Overtime on Wages, Promotions and Layoffs" by Silke
Anger, June 2005.
033 "Notes on an Endogenous Growth Model with two Capital
Stocks II: The Stochastic Case" by Dirk Bethmann, June
2005.
SFB 649, Spandauer Straβe 1, D-10178 Berlin
http://sfb649.wiwi.hu-berlin.de
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".