02/18:
Yuanhua Feng :
Modelling Different Volatility Components in High-Frequency Financial Returns, November 2002

02/17:
Bodo Hilgers, Dirk Schindler :
Shall We Tax the Risk Premium? , Oktober 2002

02/16:
Dirk Schindler :
Besteuerung des Nichts — Steuerarbitrage und das schwindende Aufkommen bei Kapitaleinkommensteuern , August 2002

02/15:
Klaus Abberger :
ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution , Juni 2002

02/14:
Klaus Abberger :
Exploring local dependence , Juni 2002

02/13:
Jan Beran : Yuanhua Feng :
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors, Juni 2002

02/12:
Yuanhua Feng :
Simultaneously modelling conditional heteroskedasticity and scale change, Mai 2002

02/11:
Jan Beran :
Prediction of  0-1-events for short- and long-memory time series , Mai 2002

02/10:
Jan Beran, Dirk Ocker :
Pricing of cap-interest rates based on renewal processes , Mai 2002

02/09:
Klaus Abberger :
Smoothing ordered sparse contingency tables and the Chi Square Test; , März 2002

02/08:
Axel F.A. Adam-Müller, Kit Pong Wong :
The impact of delivery risk on optimal production and futures hedging , März 2002

02/07:
Axel F.A. Adam-Müller, Kit Pong Wong :
Restricted Export Flexibility and Risk Management with Options and Futures , März 2002

02/06:
Nikolaus Hautsch , Dieter Hess   :
The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report , Februar 2002

02/05:
Nikolaus Hautsch :
Modelling Intraday Trading Activity using Box-Cox ACD Models , Februar 2002

02/04:
Yuanhua Feng :
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series , Januar 2002

02/03:
Klaus Abberger :
Variable data driven bandwidth choice in nonparametric quantile regression , Januar 2002

02/02:
Klaus Abberger :
Kernel smoothed prediction intervals for ARMA models , Januar 2002

02/01:
Yuanhua Feng :
Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors , Januar 2002