|
| 2000 | Does the Governed Corporation Perform Better?
Governance Structures and Corporate Performance in Germany
RePEc:knz:cofedp:0005 [Citation Analysis] | 51 |
| 2000 | Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany
RePEc:knz:cofedp:0004 [Citation Analysis] | 19 |
| 2002 | The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
RePEc:knz:cofedp:0206 [Citation Analysis] | 17 |
| 2005 | Mispricing of S&P 500 Index Options
RePEc:knz:cofedp:0509 [Citation Analysis] | 16 |
| 1999 | Local Polynomial Estimation with a FARIMA-GARCH Error Process
RePEc:knz:cofedp:9908 [Citation Analysis] | 13 |
| 2005 | Default risk sharing between banks and markets: the contribution of collateralized debt obligations
RePEc:knz:cofedp:0504 [Citation Analysis] | 13 |
| 1999 | SEMIFAR Forecasts, with Applications to Foreign Exchange Rates
RePEc:knz:cofedp:9913 [Citation Analysis] | 11 |
| 2001 | Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
RePEc:knz:cofedp:0111 [Citation Analysis] | 10 |
| 2005 | Incentive Contracts and Hedge Fund Management
RePEc:knz:cofedp:0502 [Citation Analysis] | 9 |
| 1999 | When are Options Overpriced? The Black-Scholes Model and
Alternative Characterisations of the Pricing Kernel.
RePEc:knz:cofedp:9901 [Citation Analysis] | 9 |
| 2005 | Option Pricing: Real and Risk-Neutral Distributions
RePEc:knz:cofedp:0506 [Citation Analysis] | 8 |
| 2000 | Horizontal and Vertical R&D Cooperation
RePEc:knz:cofedp:0002 [Citation Analysis] | 7 |
| 2007 | Information asymmetries and securitization design
RePEc:knz:cofedp:0710 [Citation Analysis] | 7 |
| 2008 | Modelling and Forecasting Multivariate Realized Volatility
RePEc:knz:cofedp:0806 [Citation Analysis] | 6 |
| 2005 | The dynamics of overconfidence: Evidence from stock market forecasters
RePEc:knz:cofedp:0510 [Citation Analysis] | 6 |
| 2000 | Commodity Taxation and international Trade in Imperfect Markets
RePEc:knz:cofedp:0032 [Citation Analysis] | 5 |
| 2002 | Simultaneously Modelling Conditional Heteroskedasticity and Scale Change
RePEc:knz:cofedp:0212 [Citation Analysis] | 5 |
| 2006 | Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?
RePEc:knz:cofedp:0608 [Citation Analysis] | 5 |
| 2001 | Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on
the Analysis of Innovation Decisions
RePEc:knz:cofedp:0104 [Citation Analysis] | 5 |
| 2007 | Estimating High-Frequency Based (Co-) Variances: A Unified Approach
RePEc:knz:cofedp:0707 [Citation Analysis] | 4 |
| 2000 | Nonparametric M-Estimation with Long-Memory Errors
RePEc:knz:cofedp:0019 [Citation Analysis] | 4 |
| 1999 | SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long
Range Dependence and Nonstationarity
RePEc:knz:cofedp:9916 [Citation Analysis] | 4 |
| 2003 | Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten
RePEc:knz:cofedp:0304 [Citation Analysis] | 4 |
| 2000 | Data-driven estimation of semiparametric fractional autoregressive models
RePEc:knz:cofedp:0016 [Citation Analysis] | 4 |
| 2005 | An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity
RePEc:knz:cofedp:0507 [Citation Analysis] | 4 |
| 2001 | Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
RePEc:knz:cofedp:0105 [Citation Analysis] | 4 |
| 1999 | Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models
RePEc:knz:cofedp:9914 [Citation Analysis] | 4 |
| 1999 | Misspecified heteroskedasticity in the panel probit model:
A small sample comparison of GMM and SML estimators
RePEc:knz:cofedp:9904 [Citation Analysis] | 3 |
| 2003 | Multiplicative Background Risk
RePEc:knz:cofedp:0305 [Citation Analysis] | 3 |
| 2007 | Hydrodynamics from kinetic models of conservative economies
RePEc:knz:cofedp:0706 [Citation Analysis] | 3 |
| 2003 | A Dynamic Integer Count Data Model for Financial Transaction Prices
RePEc:knz:cofedp:0303 [Citation Analysis] | 3 |
| 2000 | Taxation of Investment and Finance in an International Setting: Implications for Tax Competition
RePEc:knz:cofedp:0033 [Citation Analysis] | 3 |
| 2002 | Modelling Intraday Trading Activity Using Box-Cox-ACD Models
RePEc:knz:cofedp:0205 [Citation Analysis] | 3 |
| 2001 | Accounting for Nonresponse Heterogeneity in Panel Data
RePEc:knz:cofedp:0103 [Citation Analysis] | 2 |
| 2007 | Dynamic Modeling of Large Dimensional Covariance Matrices
RePEc:knz:cofedp:0701 [Citation Analysis] | 2 |
| 1999 | Backward Stochastic Differential Equations and Stochastic Controls: A New
Perspective
RePEc:knz:cofedp:9909 [Citation Analysis] | 2 |
| 2004 | Why Do Asset Prices Not Follow Random Walks?
RePEc:knz:cofedp:0405 [Citation Analysis] | 2 |
| 2001 | Heterogeneity of Investors and Asset Pricing in a Risk-Value World
RePEc:knz:cofedp:0108 [Citation Analysis] | 2 |
| 2000 | Modifying the double smoothing bandwidth selector in nonparametric regression
RePEc:knz:cofedp:0037 [Citation Analysis] | 2 |
| 1999 | The Service Sentiment Indicator - A Business Climate Indicator for the
German Business - Related Services Sector
RePEc:knz:cofedp:9906 [Citation Analysis] | 2 |
| 1999 | Volatility Estimation on the Basis of Price Intensities
RePEc:knz:cofedp:9919 [Citation Analysis] | 2 |
| 2008 | Recovering Delisting Returns of Hedge Funds
RePEc:knz:cofedp:0809 [Citation Analysis] | 2 |
| 2000 | Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
RePEc:knz:cofedp:0022 [Citation Analysis] | 2 |
| 2007 | Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of
Options.
RePEc:knz:cofedp:0708 [Citation Analysis] | 2 |
| 2003 | Some Criticism of the Tobin Tax
RePEc:knz:cofedp:0301 [Citation Analysis] | 2 |
| 1999 | SEMIFAR Models, with Applications to Commodities, Exchange Rates and the
Volatility of Stock Market Indices
RePEc:knz:cofedp:9918 [Citation Analysis] | 2 |
| 2007 | Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
RePEc:knz:cofedp:0703 [Citation Analysis] | 1 |
| 2002 | An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series
RePEc:knz:cofedp:0204 [Citation Analysis] | 1 |
| 2003 | Double Taxation, Tax Credits and the Information Exchange Puzzle
RePEc:knz:cofedp:0306 [Citation Analysis] | 1 |
| 2000 | Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model
RePEc:knz:cofedp:0020 [Citation Analysis] | 1 |
