SFB 649 Discussion Paper Series 2006
For a complete list of Discussion Papers published by the SFB 649,
please visit http://sfb649.wiwi.hu-berlin.de.
001 "Calibration Risk for Exotic Options" by Kai Detlefsen and Wolfgang K.
Hardle, January 2006.
002 "Calibration Design of Implied Volatility Surfaces" by Kai Detlefsen and
Wolfgang K. Hardle, January 2006.
003 "On the Appropriateness of Inappropriate VaR Models" by Wolfgang
Hardle, Zdenëk Hlavka and Gerhard Stahl, January 2006.
004 "Regional Labor Markets, Network Externalities and Migration: The Case
of German Reunification" by Harald Uhlig, January/February 2006.
005 "British Interest Rate Convergence between the US and Europe: A
Recursive Cointegration Analysis" by Enzo Weber, January 2006.
006 "A Combined Approach for Segment-Specific Analysis of Market Basket
Data" by Yasemin Boztug and Thomas Reutterer, January 2006.
007 "Robust utility maximization in a stochastic factor model" by Daniel
Hernandez-Hernandez and Alexander Schied, January 2006.
008 "Economic Growth of Agglomerations and Geographic Concentration of
Industries - Evidence for Germany" by Kurt Geppert, Martin Gornig and
Axel Werwatz, January 2006.
009 "Institutions, Bargaining Power and Labor Shares" by Benjamin Bental
and Dominique Demougin, January 2006.
010 "Common Functional Principal Components" by Michal Benko, Wolfgang
Hardle and Alois Kneip, Jauary 2006.
011 "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings"
by Ralf Brüggemann, Wolfgang Hardle, Julius Mungo and Carsten
Trenkler, February 2006.
012 "Bootstrapping Systems Cointegration Tests with a Prior Adjustment for
Deterministic Terms" by Carsten Trenkler, February 2006.
013 "Penalties and Optimality in Financial Contracts: Taking Stock" by
Michel A. Robe, Eva-Maria Steiger and Pierre-Armand Michel, February
2006.
014 "Core Labour Standards and FDI: Friends or Foes? The Case of Child
Labour" by Sebastian Braun, February 2006.
015 "Graphical Data Representation in Bankruptcy Analysis" by Wolfgang
Hardle, Rouslan Moro and Dorothea Schafer, February 2006.
016 "Fiscal Policy Effects in the European Union" by Andreas Thams,
February 2006.
017 "Estimation with the Nested Logit Model: Specifications and Software
Particularities" by Nadja Silberhorn, Yasemin Boztug and Lutz
Hildebrandt, March 2006.
018 "The Bologna Process: How student mobility affects multi-cultural skills
and educational quality" by Lydia Mechtenberg and Roland Strausz,
March 2006.
019 "Cheap Talk in the Classroom" by Lydia Mechtenberg, March 2006.
020 "Time Dependent Relative Risk Aversion" by Enzo Giacomini, Michael
Handel and Wolfgang Hardle, March 2006.
021 "Finite Sample Properties of Impulse Response Intervals in SVECMs with
Long-Run Identifying Restrictions" by Ralf Brüggemann, March 2006.
022 "Barrier Option Hedging under Constraints: A Viscosity Approach" by
Imen Bentahar and Bruno Bouchard, March 2006.
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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