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CoFE Discussion Papers 2006
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06/09:
Günter Franke:
Wieweit tragen rationale Modelle in der Finanzmarktforschung,
October 2006
06/08:
Günter Franke, Thomas Weber:
Wie werden Collateralized Debt Obligation-Transaktionen gestaltet,
October 2006
06/07:
Günter Franke:
Anforderungen in Zeiten eines beschleunigten „industriellen“ Strukturwandels: Integrierte Finanzwertschöpfung,
October 2006
06/06:
Katarzyna Bien, Ingmar Nolte,
Winfried Pohlmeier:
A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics,
November 2006
06/05:
Günter Franke, Erik
Lüders,:
Return
Predictability and Stock Market Crashes in a Simple Rational Expectation Model,
July 2006
06/04:
Katarzyna Bien, Ingmar Nolte,
Winfried Pohlmeier:
Estimating Liquidity Using Information on the Multivariate Trading Process,
March 2006
06/03:
Valeri Voev:
A Trade-by-Trade Surprise Measure and Its Relation to Observed Spreads on
the NYSE,
March 2006
06/02:
Bertram
Düring, Ansgar
Jüngel, S. Volkwein:
A Sequential Quadratic Programming Method For
Volatility Estimation In Option Pricing, June 2006
06/01:
Dirk Schindler,
Guttorm Schjelderup:
Company Tax Reform in Europe and its Effect on Collusive
Behavior, March 2006
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