SFB 649 Discussion Paper Series
For a complete list of Discussion Papers published by the SFB 649,
please visit http://sfb649.wiwi.hu-berlin.de.
001 "Nonparametric Risk Management with Generalized
Hyperbolic Distributions" by Ying Chen, Wolfgang Hardle and
Seok-Oh Jeong, January 2005.
002 "Selecting Comparables for the Valuation of the European
Firms" by Ingolf Dittmann and Christian Weiner, February
2005.
003 "Competitive Risk Sharing Contracts with One-sided
Commitment" by Dirk Krueger and Harald Uhlig, February
2005.
004 "Value-at-Risk Calculations with Time Varying Copulae" by
Enzo Giacomini and Wolfgang Hardle, February 2005.
005 "An Optimal Stopping Problem in a Diffusion-type Model with
Delay" by Pavel V. Gapeev and Markus Reiβ, February 2005.
006 "Conditional and Dynamic Convex Risk Measures" by Kai
Detlefsen and Giacomo Scandolo, February 2005.
007 "Implied Trinomial Trees" by Pavel Cféek and Karel
Komorad, February 2005.
008 "Stable Distributions" by Szymon Borak, Wolfgang Hardle
and Rafal Weron, February 2005.
009 "Predicting Bankruptcy with Support Vector Machines" by
Wolfgang Hardle, Rouslan A. Moro and Dorothea Schafer,
February 2005.
010 "Working with the XQC" by Wolfgang Hardle and Heiko
Lehmann, February 2005.
011 "FFT Based Option Pricing" by Szymon Borak, Kai Detlefsen
and Wolfgang Hardle, February 2005.
012 "Common Functional Implied Volatility Analysis" by Michal
Benko and Wolfgang Hardle, February 2005.
013 "Nonparametric Productivity Analysis" by Wolfgang Hardle
and Seok-Oh Jeong, March 2005.
014 "Are Eastern European Countries Catching Up? Time Series
Evidence for Czech Republic, Hungary, and Poland" by Ralf
Brüggemann and Carsten Trenkler, March 2005.
015 "Robust Estimation of Dimension Reduction Space" by Pavel
Cféek and Wolfgang Hardle, March 2005.
016 "Common Functional Component Modelling" by Alois Kneip
and Michal Benko, March 2005.
017 "A Two State Model for Noise-induced Resonance in Bistable
Systems with Delay" by Markus Fischer and Peter Imkeller,
March 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".
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