Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37010000.17
20020.38000000.18
20030.4010000.19
20040.43070000.19
20050.456464370.5834700260.410.24
20060.80.4689153860.56180645123.5250.280.2
20070.410.39712241190.531691536315.9220.310.17
20080.360.41742981210.41981605829.390.120.18
20090.220.37623601750.491141453221.990.150.18
20100.230.33614212870.68981363119.4180.30.16
20110.430.45845059441.871151235328.3470.560.23
20120.410.46645691910.34331456021.760.090.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; Maćkowiak, Bartosz. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-040.

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82
2011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Preibusch, Sören ; Kübler, Dorothea ; Beresford, Alastair R. ; Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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39
2005Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). Bachmann, Ronald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045.

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39
2007Occupational Choice and the Spirit of Capitalism. (2007). Zilibotti, Fabrizio ; Doepke, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-049.

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38
2011Localising temperature risk. (2011). Okhrin, Ostap ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-001.

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36
2011Local Quantile Regression. (2011). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Spokoiny, Vladimir . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-005.

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36
2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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35
2011Difference based Ridge and Liu type Estimators in Semiparametric Regression Models. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-014.

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34
2011A Confidence Corridor for Expectile Functions. (2011). Härdle, Wolfgang ; Guo, Mengmeng ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-004.

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34
2011Mean Volatility Regressions. (2011). Zhu, Lixing ; Härdle, Wolfgang ; Li, Feng ; Hardle, Wolfgang Karl ; Lin, Lu. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-003.

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34
2011Mean-Variance Cointegration and the Expectations Hypothesis. (2011). Weber, Enzo ; Strohsal, Till . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-007.

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34
2011Can crop yield risk be globally diversified?. (2011). Xu, Wei ; Odening, Martin ; Liu, Xiaoliang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-018.

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33
2005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

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33
2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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33
2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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33
2011Sticky Information and Determinacy. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-006.

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32
2005Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?. (2005). Kvasnicka, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-031.

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32
2011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

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31
2011How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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31
2005What are the Effects of Fiscal Policy Shocks?. (2005). Uhlig, Harald ; Mountford, Andrew. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-039.

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31
2011Identifying the Effect of Temporal Work Flexibility on Parental Time with Children. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-024.

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31
2011A Confidence Corridor for Sparse Longitudinal Data Curves. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Zheng, Shuzhuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-002.

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30
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-015.

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29
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Liu, Rong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-016.

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28
2011Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia. (2011). Klinke, Sigbert. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-030.

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28
2011Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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23
2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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21
2007Time Series Modelling with Semiparametric Factor Dynamics. (2007). Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon ; PARK, Byeong U. ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023.

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21
2006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Borak, Szymon ; HARDLE, Wolfgang ; Truck, Stefan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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20
2011A Network Model of Financial System Resilience. (2011). Anand, Kartik ; Kapadia, Sujit ; Brennan, Simon ; Gai, Prasanna ; Willison, Matthew . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051.

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20
2006Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004.

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19
2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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19
2007Total Work, Gender and Social Norms. (2007). Weil, Philippe ; Hamermesh, Daniel ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

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19
2005New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.. (2005). Uhlig, Harald ; Scholl, Almuth. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-037.

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18
2010Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Härdle, Wolfgang ; Okhrin, Yarema ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003.

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18
2010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Horst, Ulrich ; Reis, Gonalo Dos ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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18
2011Extreme value models in a conditional duration intensity framework. (2011). Schipp, Bernhard ; Herrera, Rodrigo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-022.

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17
2005Stable Distributions. (2005). Weron, Rafał ; Härdle, Wolfgang ; Borak, Szymon ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008.

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17
2010Nonparametric Estimation of Risk-Neutral Densities. (2010). Schienle, Melanie ; Härdle, Wolfgang ; Grith, Maria ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-021.

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16
2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

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16
2010Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model. (2010). Yang, Fuyu ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-004.

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16
2011When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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16
2011The Merit of High-Frequency Data in Portfolio Allocation. (2011). Malec, Peter ; Hautsch, Nikolaus ; Kyj, Lada M.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-059.

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15
2009The Market Impact of a Limit Order. (2009). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

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15
2009Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis. (2009). Nautz, Dieter ; Bick, Alexander ; Kremer, Stephanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-036.

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15
2010Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior. (2010). Post, Thomas ; Hanewald, Katja. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-040.

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15
2005Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025.

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15
2006Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055.

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14
2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe. (2005). Lütkepohl, Helmut ; Brüggemann, Ralf. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-035.

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14
2010Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data. (2010). Yao, Fang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-020.

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14

Citing documents used to compute impact factor 60:

YearTitleSee
2012Existence and Uniqueness of Perturbation Solutions to DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-015.

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[Citation Analysis]
2012Eurokrise, Energiewende, Konjunkturabkühlung: Ende des deutschen Jobwunders?. (2012). Merkl, Christian ; Lechthaler, Wolfgang ; Lesch, Hagen ; Weise, Frank-Jurgen ; Hundt, Dieter . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:65:y:2012:i:01:p:03-13.

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[Citation Analysis]
2012The German Labor Market after the Great Recession: Successful Reforms and Future Challenges. (2012). Hogenacker, Jens ; Caliendo, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp6810.

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[Citation Analysis]
2012Why Was Short-Time Work Unattractive During the Crisis?. (2012). Gonthier, Pauline . In: Institute for Research on Labor and Employment, Working Paper Series. RePEc:cdl:indrel:qt5dn0w9b1.

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[Citation Analysis]
2012Workplace heterogeneity and the rise of West German wage inequality. (2012). Kline, Patrick ; Card, David. In: IAB Discussion Paper. RePEc:iab:iabdpa:201226.

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[Citation Analysis]
2012The Aggregate Effects of the Hartz Reforms in Germany. (2012). Hertweck, Matthias ; Sigrist, Oliver . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1238.

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[Citation Analysis]
2012Macroeconomic Evaluation of Labor Market Reform in Germany. (2012). Krebs, Tom ; Scheffel, Martin . In: Working Papers. RePEc:mnh:wpaper:32929.

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[Citation Analysis]
2012Has the 2008-2009 recession increased the structural share of unemployment in the euro area?. (2012). Mogliani, Matteo ; Haincourt, S.. In: Quarterly selection of articles - Bulletin de la Banque de France. RePEc:bfr:quarte:2012:25:05.

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[Citation Analysis]
2012Aggregate hours worked in OECD countries: New measurement and implications for business cycles. (2012). Raffo, Andrea ; Ohanian, Lee. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:1:p:40-56.

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[Citation Analysis]
2012Transitions in the German labor market: Structure and crisis. (2012). Uhlig, Harald ; Krause, Michael. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:1:p:64-79.

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[Citation Analysis]
2012What Germany should fear most is its own fear: An analysis of Target2 and current account imbalances. (2012). DeGrauwe, Paul ; Ji, Yuemei ; De Grauwe, Paul . In: CEPS Papers. RePEc:eps:cepswp:7280.

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[Citation Analysis]
2012What is the role played by the Eurosystem during the financial crisis ?. (2012). Boeckx, Jef. In: Economic Review. RePEc:nbb:ecrart:y:2012:m:september:i:ii:p:7-28.

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[Citation Analysis]
2012Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach. (2012). Odening, Martin ; Filler, Guenther ; Liu, Xiaoliang . In: 123rd Seminar, February 23-24, 2012, Dublin, Ireland. RePEc:ags:eaa123:122554.

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[Citation Analysis]
2012(De)Regulation and Market Thickness. (2012). Maheshri, Vikram ; Forand, Jean Guillaume. In: Working Papers. RePEc:wat:wpaper:1202.

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[Citation Analysis]
2012Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market. (2012). Franck, Alexander ; Walter, Andreas . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62015.

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[Citation Analysis]
2012Public Sector Employees: Risk Averse and Altruistic?. (2012). Dur, Robert ; Delfgaauw, Josse ; Van den Bossche, Seth ; Buurman, Margaretha . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3851.

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[Citation Analysis]
2012Voluntary payments, privacy and social pressure on the internet: A natural field experiment. (2012). Riener, Gerhard ; Regner, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:82.

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[Citation Analysis]
2012Quantile Regression in Risk Calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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[Citation Analysis]
2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). GAO, Jiti ; Saart, Patrick . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-21.

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[Citation Analysis]
2012Generated Covariates in Nonparametric Estimation: A Short Review.. (2012). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-042.

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[Citation Analysis]
2012Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1201.

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[Citation Analysis]
2012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: Papers. RePEc:arx:papers:1202.0608.

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[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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[Citation Analysis]
2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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[Citation Analysis]
2012Practical aspects in measuring and monitoring the liquidity risk pursuant to the Basel III international framework. (2012). Georgiev, Georgi Petrov . In: Economic Thought journal. RePEc:bas:econth:y:2012:i:5:p:144-164.

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[Citation Analysis]
2012The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Bonner, Clemens ; Eijffinger, S. C. W., . In: Discussion Paper. RePEc:dgr:kubcen:2012075.

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[Citation Analysis]
2012The Impact of the LCR on the Interbank Money Market. (2012). Eijffinger, Sylvester ; Bonner, Clemens. In: DNB Working Papers. RePEc:dnb:dnbwpp:364.

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[Citation Analysis]
2012Ambiguous Life Expectancy and the Demand for Annuities.. (2012). d'Albis, Hippolyte ; Thibault, Emmanuel . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:12050.

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2012Ambiguous Life Expectancy and the Demand for Annuities. (2012). d'Albis, Hippolyte ; Thibault, Emmanuel . In: IDEI Working Papers. RePEc:ide:wpaper:26051.

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[Citation Analysis]
2012Ambiguous Life Expectancy and the Demand for Annuities. (2012). d'Albis, Hippolyte ; Thibault, Emmanuel . In: TSE Working Papers. RePEc:tse:wpaper:26056.

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[Citation Analysis]
2012Ambiguous Life Expectancy and the Demand for Annuities. (2012). d'Albis, Hippolyte. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00721281.

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[Citation Analysis]
2012Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; d'Albis, Hippolyte . In: Post-Print. RePEc:hal:journl:halshs-00721281.

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[Citation Analysis]
2012Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; López Cabrera, Brenda ; Härdle, Wolfgang ; Lopez-Cabrera, Brenda ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-027.

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[Citation Analysis]
2012Can the market forecast the weather better than meteorologists?. (2012). Ritter, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-067.

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[Citation Analysis]
2012[Citation Analysis]
2012Large deviations for the extended Heston model: the large-time case. (2012). Jacquier, Antoine ; Mijatovic, Aleksandar . In: Papers. RePEc:arx:papers:1203.5020.

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[Citation Analysis]
2012Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (2012). Lipton, Alexander ; Andersen, Leif . In: Papers. RePEc:arx:papers:1206.6787.

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[Citation Analysis]
2012Are University Admissions Academically Fair?. (2012). Kanaya, Shin ; Bhattacharya, Debopam ; Stevens, Margaret . In: Economics Series Working Papers. RePEc:oxf:wpaper:608.

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[Citation Analysis]
2012Additive Models: Extensions and Related Models.. (2012). Schienle, Melanie ; PARK, Byeong U. ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-045.

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[Citation Analysis]
2012Generated Covariates in Nonparametric Estimation: A Short Review.. (2012). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-042.

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[Citation Analysis]
2012Rationalization and Identification of Discrete Games with Correlated Types. (2012). Xu, Haiqing ; Vuong, Quang ; Liu, Nianqing . In: Department of Economics Working Papers. RePEc:tex:wpaper:130915.

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[Citation Analysis]
2012Coping with Systemic Risk in Index-based Crop Insurance. (2012). Odening, Martin ; Shen, Zhiwei . In: 123rd Seminar, February 23-24, 2012, Dublin, Ireland. RePEc:ags:eaa123:122555.

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[Citation Analysis]
2012Haezendonck–Goovaerts risk measures and Orlicz quantiles. (2012). Gianin, Emanuela Rosazza ; Bellini, Fabio ; RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:107-114.

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2012Local Adaptive Multiplicative Error Models for High-Frequency Forecasts. (2012). Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-031.

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2012Dynamic Functional Data Analysis with Nonparametric State Space Models.. (2012). Laurini, Márcio. In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-01.

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2012Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). Çakmaklı, Cem ; akmakli, Cem . In: Working Paper Series. RePEc:rim:rimwps:59_12.

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2012Simultaneous confidence bands for expectile functions. (2012). Härdle, Wolfgang ; Guo, Mengmeng ; HARDLE, Wolfgang . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:4:p:517-541.

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2012Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines. (2012). Audrino, Francesco ; Meier, Pirmin . In: Economics Working Paper Series. RePEc:usg:econwp:2012:10.

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2012Noise-Independent Selection in Multidimensional Global Games. (2012). Oury, Marion. In: THEMA Working Papers. RePEc:ema:worpap:2012-28.

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2012Quantile Regression in Risk Calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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2012Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics. (2012). Majer, Piotr ; Härdle, Wolfgang ; Schienle, Melanie ; Wolfgang Karl Hardle,Piotr Majer, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-048.

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2012Mandating behavioral conformity in social groups with conformist members. (2012). Grajzl, Peter ; Baniak, Andrzej. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:2:p:479-493.

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2012Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models. (2012). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: Papers. RePEc:arx:papers:1201.1840.

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2012A Multi Period Equilibrium Pricing Model. (2012). Zhang, Huayue ; Pirvu, Traian A.. In: Papers. RePEc:arx:papers:1205.6193.

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2012Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao . In: Papers. RePEc:arx:papers:1208.2068.

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2012Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series. (2012). Hautsch, Nikolaus ; Schuamburg, Julia ; Schienle, Melanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-054.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012The Demand for Money in China: A Reassessment Using the Bounds Testing Approach. (2012). Lee, Chien-Chiang ; Chang, Chun Ping. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:1:p:74-94.

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2012The effectiveness of monetary policy in steering money market rates during the financial crisis. (2012). Abbassi, Puriya ; Linzert, Tobias . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:945-954.

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2012Destructive effects of constructive ambiguity in risky times. (2012). Vinogradov, Dmitri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1459-1481.

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Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: Dynare Working Papers. RePEc:cpm:dynare:014.

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2012Quantile Regression in Risk Calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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2012Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research. (2012). Sellhorn, Thorsten ; Brüggemann, Ulf ; Hitz, Jorg-Markus ; Bruggemann, Ulf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-011.

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2012Simultaneous test procedures in terms of p-value copulae. (2012). Dickhaus, Thorsten ; Gierl, Jakob . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-049.

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2012Moral Hazard in Hierarchies and Soft Information. (2012). Russo, Antonio ; Angelucci, Charles. In: TSE Working Papers. RePEc:tse:wpaper:26384.

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2012Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05.

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Recent citations received in: 2011

YearTitleSee
2011Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach. (2011). Song, Song . In: Papers. RePEc:arx:papers:1106.3921.

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2011A Behavioural Analysis of Online Privacy and Security. (2011). Baddeley, Michelle. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1147.

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2011Anmerkungen zum Target2-Streit. (2011). Homburg, Stefan. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:46-50.

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2011Weitere Anmerkungen zur Debatte um Target2 während der Finanzkrise. (2011). Cour-Thimann, Philippine ; Philipp, Konig ; Bindseil, Ulrich . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:79-86.

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2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loffler, Axel ; Abad, Jose M.. In: CEPS Papers. RePEc:eps:cepswp:5904.

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2011Achieving maximum long-term growth. (2011). Trichet, Jean-Claude . In: Proceedings. RePEc:fip:fedkpr:y:2011:p:427-449.

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2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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2011How Computational Statistics Became the Backbone of Modern Data Science. (2011). Härdle, Wolfgang ; Gentle, James E. ; Mori, Yuichi ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-020.

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2011How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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2011Compensation of Unusual Working Schedules. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-026.

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2011Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2011). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-027.

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2011Pointwise adaptive estimation for quantile regression. (2011). Reiss, Markus ; Cuenod, Charles A. ; Rozenholc, Yves . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-029.

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2011Asymptotics of Asynchronicity. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-033.

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2011An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-034.

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2011The economics of TARGET2 balances. (2011). Konig, Philipp Johann ; Bindseil, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-035.

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2011Pollution permits, Strategic Trading and Dynamic Technology Adoption. (2011). Taschini, Luca ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-042.

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2011CRRA Utility Maximization under Risk Constraints. (2011). Reveillac, Anthony ; Pirvu, Traian A. ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-043.

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2011Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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2011Bargaining and Collusion in a Regulatory Model. (2011). Gilli, Mario ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-047.

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2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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2011Rollover risk, network structure and systemic financial crises. (2011). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-052.

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2011When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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2011TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). Härdle, Wolfgang ; Chen, Ray-Bing ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054.

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2011Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055.

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2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

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2011We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size agai. (2011). Horst, Ulrich ; Cebiroglu, Gokhan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-057.

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2011Optimal liquidation in dark pools. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-058.

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2011On heterogeneous latent class models with applications to the analysis of rating scores. (2011). Hafner, Christian ; Bertrand, Aurelie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-062.

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2011Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063.

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2011Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

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2011Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065.

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2011Monitoring, Information Technology and the Labor Share. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-066.

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2011Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067.

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2011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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2011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071.

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2011Financial Network Systemic Risk Contributions. (2011). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072.

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2011Continuous Equilibrium under Base Preferences and Attainable Initial Endowments. (2011). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-082.

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2011Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences. (2011). Kupper, Michael ; Horst, Ulrich ; Pirvu, Traian A. ; Cheridito, Patrick . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-083.

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2011Competition and regulation in a differentiated good market. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-084.

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2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns. (2011). Myšičková, Alena ; Härdle, Wolfgang ; Myikova, Alena ; Hardle, Wolfgang K. ; Song, Song ; Majer, Piotr ; Peter N. C. Mohr, ; Rei, Markus ; Bibinger, Markus ; Heekeren, Hauke R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-085.

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2011Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles. (2011). Raffo, Andrea ; Ohanian, Lee. In: NBER Working Papers. RePEc:nbr:nberwo:17420.

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2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loeffler, Axel ; Abad, Jose M. In: MPRA Paper. RePEc:pra:mprapa:31937.

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2011Niurong as the target for NGDP targeting: Mario Draghis nightmare?. (2011). Belgodere, Antoine. In: MPRA Paper. RePEc:pra:mprapa:34871.

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2011Coordination, efficiency and pre-play communication with forgone costly messages. (2011). Weber, Roberto ; Blume, Andreas ; Kriss, Peter H.. In: ECON - Working Papers. RePEc:zur:econwp:034.

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Recent citations received in: 2010

YearTitleSee
2010Learning Machines Supporting Bankruptcy Prediction. (2010). Härdle, Wolfgang ; Hoffmann, Linda ; Hardle, Wolfgang Karl ; Moro, Rouslan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-032.

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2010Sociodemographic, Economic, and Psychological Drivers of the Demand for Life Insurance: Evidence from the German Retirement Income Act. (2010). Hanewald, Katja ; Hecht, Carolin . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-034.

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2010Efficiency and Equilibria in Games of Optimal Derivative Design. (2010). Horst, Ulrich ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-035.

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2010Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling. (2010). Baranovski, Alexander L.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-037.

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2010Parametric estimation of risk neutral density functions. (2010). Grith, Maria ; Kratschmer, Volker . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-045.

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2010FX Smile in the Heston Model. (2010). Weron, Rafał ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-047.

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2010Models for Heavy-tailed Asset Returns. (2010). Weron, Rafał ; Misiorek, Adam ; Borak, Szymon . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-049.

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2010Estimation of the signal subspace without estimation of the inverse covariance matrix. (2010). Panov, Vladimir . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-050.

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2010Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity. (2010). Sabiwalsky, Ralf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-051.

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2010Spatial Dependencies in German Matching Functions. (2010). Schulze, Franziska . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-054.

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2010Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes. (2010). Schienle, Melanie ; Malec, Peter ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-055.

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2010Context Effects as Customer Reaction on Delisting of Brands. (2010). Hildebrandt, Lutz ; Wiebach, Nicole . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-056.

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2010Nonparametric Regression with Nonparametrically Generated Covariates. (2010). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-059.

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2010Every Symmetric 3 x 3 Global Game of Strategic Complementarities Is Noise Independent. (2010). Daniëls, Tijmen ; Basteck, Christian ; Daniels, Tijmen R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-061.

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2010Modeling hourly Electricity Spot Market Prices as non stationary functional times series. (2010). . In: MPRA Paper. RePEc:pra:mprapa:25017.

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2010Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.. (2010). Liebl, Dominik . In: MPRA Paper. RePEc:pra:mprapa:26800.

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2010Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005.

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2010The economics of debt clearing mechanisms. (2010). Boerner, Lars ; Hatfield, John William ; Borner, Lars . In: Discussion Papers. RePEc:zbw:fubsbe:201027.

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Recent citations received in: 2009

YearTitleSee
2009Population and Health Policies. (2009). Schultz, T.. In: Working Papers. RePEc:egc:wpaper:974.

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2009Panel Cointegration Testing in the Presence of a Time Trend. (2009). Karaman Örsal, Deniz ; DROGE, Bernd . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-005.

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2009CDO and HAC. (2009). Okhrin, Ostap ; Härdle, Wolfgang ; Choro, Barbara ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-038.

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2009Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Grajek, Michal ; Roller, Lars-Hendrik . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039.

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2009The Political Economy of Regulatory Risk. (2009). Strausz, Roland. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-040.

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2009Shape invariant modelling pricing kernels and risk aversion. (2009). Härdle, Wolfgang ; Grith, Maria ; Park, Juhyun ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-041.

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2009Access Regulation, Financial Structure and Investment in Vertically Integrated Utilities:Evidence from EU Telecoms. (2009). Rondi, Laura ; Cambini, Carlo . In: RSCAS Working Papers. RePEc:rsc:rsceui:2009/68.

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2009The market impact of a limit order. (2009). Hautsch, Nikolaus ; Huang, Ruihong . In: CFS Working Paper Series. RePEc:zbw:cfswop:200923.

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2009Wissen schafft Wachstum: Wirtschaftspolitische Handlungsoptionen für Innovation und Fortschritt. (2009). Vopel, Henning ; Uehlecke, Jens . In: HWWI Policy Papers. RePEc:zbw:hwwipp:113.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.