SFB 649 Discussion Paper Series 2008
For a complete list of Discussion Papers published by the SFB 649,
please visit http://sfb649.wiwi.hu-berlin.de.
001 "Testing Monotonicity of Pricing Kernels" by Yuri Golubev, Wolfgang
Hardle and Roman Timonfeev, January 2008.
002 "Adaptive pointwise estimation in time-inhomogeneous time-series
models" by Pavel Cizek, Wolfgang Hardle and Vladimir Spokoiny,
January 2008.
003 "The Bayesian Additive Classification Tree Applied to Credit Risk
Modelling" by Junni L. Zhang and Wolfgang Hardle, January 2008.
004 "Independent Component Analysis Via Copula Techniques" by Ray-Bing
Chen, Meihui Guo, Wolfgang Hardle and Shih-Feng Huang, January
2008.
005 "The Default Risk of Firms Examined with Smooth Support Vector
Machines" by Wolfgang Hardle, Yuh-Jye Lee, Dorothea Schafer
and Yi-Ren Yeh, January 2008.
006 "Value-at-Risk and Expected Shortfall when there is long range
dependence" by Wolfgang Hardle and Julius Mungo, Januray 2008.
007 "A Consistent Nonparametric Test for Causality in Quantile" by
Kiho Jeong and Wolfgang Hardle, January 2008.
008 "Do Legal Standards Affect Ethical Concerns of Consumers?" by Dirk
Engelmann and Dorothea Kübler, January 2008.
009 "Recursive Portfolio Selection with Decision Trees" by Anton Andriyashin,
Wolfgang Hardle and Roman Timofeev, January 2008.
010 "Do Public Banks have a Competitive Advantage?" by Astrid Matthey,
January 2008.
011 "Don’t aim too high: the potential costs of high aspirations" by Astrid
Matthey and Nadja Dwenger, January 2008.
012 "Visualizing exploratory factor analysis models" by Sigbert Klinke and
Cornelia Wagner, January 2008.
013 "House Prices and Replacement Cost: A Micro-Level Analysis" by Rainer
Schulz and Axel Werwatz, January 2008.
014 "Support Vector Regression Based GARCH Model with Application to
Forecasting Volatility of Financial Returns" by Shiyi Chen, Kiho Jeong and
Wolfgang Hardle, January 2008.
015 "Structural Constant Conditional Correlation" by Enzo Weber, January
2008.
016 "Estimating Investment Equations in Imperfect Capital Markets" by Silke
Hüttel, Oliver Muβhoff, Martin Odening and Nataliya Zinych, January
2008.
017 "Adaptive Forecasting of the EURIBOR Swap Term Structure" by Oliver
Blaskowitz and Helmut Herwatz, January 2008.
018 "Solving, Estimating and Selecting Nonlinear Dynamic Models without
the Curse of Dimensionality" by Viktor Winschel and Markus Kratzig,
February 2008.
019 "The Accuracy of Long-term Real Estate Valuations" by Rainer Schulz,
Markus Staiber, Martin Wersing and Axel Werwatz, February 2008.
020 "The Impact of International Outsourcing on Labour Market Dynamics in
Germany" by Ronald Bachmann and Sebastian Braun, February 2008.
021 "Preferences for Collective versus Individualised Wage Setting" by Tito
Boeri and Michael C. Burda, February 2008.
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".