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Diskussionspapiere 2013

  1. Christian Dreger, Yanqun Zhang: On the relevance of exports for regional output growth in China. January 2013.

  2. Taras Bodnar, Nestor Parolya, Wolfgang Schmid: Estimation of the Global Minimum Variance Portfolio in High Dimensions. February 2013.

  3. Oliver Hutengs, Georg Stadtmann: Don't trust anybody over 30: Youth unemployment and Okun's law in CEE countries. March 2013.

  4. Carsten Croonenbroeck, Christoph Grimpe, Georg Stadtmann: Der Shakeout im Industrielebenszyklus. April 2013.

  5. Florian Ziel, Wolfgang Schmid: Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series. May 2013.

  6. Taras Lazariv, Wolfgang Schmid: Variance Charts for Time Series – A Comparison Study. June 2013.

  7. Jens Glowienka, Stephan Kudert: Die Auslösung der Hinzurechnungsbesteuerung durch beschränkt Steuerpflichtige und ihre skurrilen steuerlichen Folgen. Juli 2013.

  8. Carsten Croonenbroeck, Roman Matkovskyy: Is the Market Held by Institutional Investors? The Disposition Effect Revisited. July 2013.

  9. Philipp Otto, Wolfgang Schmid: Spatio-Temporal Analysis of German Real Estate Prices. July 2013.

  10. Taras Lazariv, Yarema Okhrin, Wolfgang Schmid: Behavior of EWMA Type Charts for Small Smoothing Parameter. August 2013.

  11. Michael Souček, Neda Todorova: Volatility Transmission in Energy Futures Markets. September 2013.

  12. Liubov Rabyk, Wolfgang Schmid: EWMA control charts for detecting changes in the mean of a long-memory process. December 2013.

  13. Christian Dreger, Tongsan Wang, Yanqun Zhang: Understanding Chinese consumption: The impact of hukou. December 2013.