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1
Article 		Determining the optimal double-component assignment for a stochastic computer network
Year:                     
2012
Person:  Lin, Yi-kuei; Yeh, Cheng-ta
Published in:  Omega : the international journal of management science ; 40
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2
Book / Working Paper 		Confidence sets in nonparametric calibration of exponential Lévy models
Year:                     
2012
Person:  Söhl, Jakob
Publisher:  Berlin : SFB 649, Economic Risk
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3
Book / Working Paper 		Option calibration of exponential Lévy models : implementation and empirical results
Year:                     
2012
Person:  Söhl, Jakob; Trabs, Mathias
Publisher:  Berlin : SFB 649, Economic Risk
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4
Book / Working Paper 		Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Year:                     
2012
Person:  Miyahara, Yoshio
Publisher:  London [u.a.] : Imperial College Press
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5
Book / Working Paper 		Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes
Year:                     
2012
Person:  Kappus, Johanna
Publisher:  Berlin : SFB 649, Economic Risk
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6
Book / Working Paper 		Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Year:                     
2012
Publisher:  Stuttgart : Schäffer-Poeschel
Affiliated person:  Schröder, Michael
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7
Book / Working Paper 		Imitation dynamics with spatial poisson-distributed review and mutation rates
Year:                     
2012
Person:  Desierto, Desiree
Publisher:  Quezon : School of Economics, Univ. of the Philippines
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8
Book / Working Paper 		Nonlinear dynamics in equilibrium models : chaos, cycles and indeterminacy ; selected papers of Kazuo Nishimura
Year:                     
2012
Publisher:  Berlin [u.a.] : Springer
Affiliated person:  Stachurski, John
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9
Book / Working Paper 		Forecasting mixed frequency time series with ECM-MIDAS models
Year:                     
2012
Person:  Götz, Thomas B.; Hecq, Alain; Urbain, Jean-Pierre
Publisher:  Maastricht : Maastricht Research School of Economics of Technology and Organizations
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10
Book / Working Paper 		Technology choice and capacity portfolios under emissions regulation
Year:                     
2012
Person:  Drake, David; Kleindorfer, Paul R.; Van Wassenhove, Luk N.
Publisher:  Cambridge, Mass. : Harvard Business School
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11
Book / Working Paper 		Stochastische Prozesse : verständliche Einführung für Statistiker und Datenwissenschaftler
Year:                     
c 2012
Person:  Webel, Karsten; Wied, Dominik
Publisher:  Wiesbaden : Gabler
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12
Book / Working Paper 		What moves the European carbon market? : insights from conditional jump models
Year:                     
2012
Person:  Gronwald, Marc; Ketterer, Janina
Publisher:  München : CESifo
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13
Article 		On service degrade at a discount : capacity, demand pooling, and optimal discounting
Year:                     
2012
Person:  Su, Ping; Tian, Zhongjun; Wang, Haiyan
Published in:  Omega : the international journal of management science ; 40
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14
Article 		Static-dynamic uncertainty strategy for a single-item stochastic inventory control problem
Year:                     
2012
Person:  Özen, Ulaş; Doğru, Mustafa K.; Tarim, S. Armagan
Published in:  Omega : the international journal of management science ; 40
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15
Book / Working Paper 		A Donsker theorem for Lévy measures
Year:                     
2012
Person:  Nickl, Richard; Reiß, Markus
Publisher:  Berlin : SFB 649, Economic Risk
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16
Book / Working Paper 		Labor mobility across the formal/informal divide in Turkey :evidence from individual level data
Year:                     
2012
Person:  Tansel, Aysıt; Oznur Kan, Elif
Publisher:  Ankara : Turkish Economic Association
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17
Article 		Integrated production and risk hedging with financial instruments
Year:                     
2012
Person:  Haksöz, Çağri; Seshadri, Sridhar
Published in:  The handbook of integrated risk management in global supply chains
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18
Book / Working Paper 		Labor mobility across the formal/informal divide in Turkey : evidence from individual level data
Year:                     
2012
Person:  Tansel, Aysit; Oznur Kan, Elif
Publisher:  Istanbul : TÜSİAD- Koç University Economic Research Forum
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19
Book / Working Paper 		Handbook of modeling high-frequency data in finance
Year:                     
c 2012
Publisher:  Hoboken, NJ : Wiley
Affiliated person:  Viens, Frederi G.; Mariani, Maria Cristina; Florenscu, Ionuț
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20
Article 		Asset pricing in a fractional market under transaction costs
Year:                     
2012
Person:  Gisin, Vladimir; Markov, Andrey
Published in:  Market risk and financial markets modeling
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21
Book / Working Paper 		Estimating standard error of inflation in Pakistan : a stochastic approach
Year:                     
2012
Person:  Iqbal, Javed; Hanif, Muhammad Nadim
Publisher:  Karachi : State Bank of Pakistan
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22
Article 		Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
Year:                     
2012
Person:  He, Changli; Sandberg, Rickard
Published in:  Econometric reviews ; 31
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23
Article 		Citation success : evidence from economic history journal publications
Year:                     
2012
Person:  Di Vaio, Gianfranco; Waldenström, Daniel; Weisdorf, Jacob
Published in:  Explorations in economic history : EEH ; 49
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24
Book / Working Paper 		Analyzing risk of stock collapse in a fishery under stochastic profit maximization
Year:                     
2012
Person:  Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla F.
Publisher:  Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service
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25
Book / Working Paper 		Labor mobility across the formal/informal divide in Turkey : evidence from individual level data
Year:                     
2012
Person:  Tansel, Aysit; Öznur Kan, Elif
Publisher:  Bonn : IZA
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26
Book / Working Paper 		Generalized Kuhn-Tucker conditions for N-firm stochastic irreversible investment under limited resources
Year:                     
2012
Person:  Chiarolla, Maria B.; Ferrari, Giorgio; Riedel, Frank
Publisher:  Bielefeld : Inst. of Mathematical Economics, IMW
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27
Book / Working Paper 		Forecasting economic time series using locally stationary processes : a new approach with applications
Year:                     
2012
Person:  Loll, Tina
Publisher:  Frankfurt am Main [u.a] : Lang
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28
Book / Working Paper 		What drives Irelands housing market? : A Bayesian DSGE approach
Year:                     
2012
Person:  Gareis, Johannes; Mayer, Eric
Publisher:  Würzburg : Univ., Lehrstuhl für VWL 1
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29
Book / Working Paper 		Labor mobility across the formal/informal divide in Turkey : evidence from individual level data
Year:                     
2012
Person:  Tansel, Aysıt; Kan, Elif Oznur
Publisher:  Ankara
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30
Article 		Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread
Year:                     
2011
Person:  Ibuki, Takero; Inoue, Jun-ichi
Publisher:  Springer
Published in:  Journal of Economic Interaction and Coordination
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31
Article 		Sequential stochastic assignment under uncertainty: estimation and convergence
Year:                     
2011
Person:  Lee, Adrian; Jacobson, Sheldon
Publisher:  Springer
Published in:  Statistical Inference for Stochastic Processes
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32
Article 		Modeling Stochastic Crop Yield Expectations with a Limiting Beta Distribution
Year:                     
2011
Person:  Hennessy, David A.
Institution:  Western Agricultural Economics Association - WAEA
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33
Book / Working Paper 		Risk and the role of collateral in debt renegotiation
Year:                     
2011
Person:  Neus, Werner; Stadler, Manfred
Publisher:  Tübingen : Univ. Tübingen
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34
Article 		An analysis of technical efficiency and efficiency factors for Austrian and Swiss non-profit theatres
Year:                     
2011
Person:  Zieba, Marta
Published in:  Swiss journal of economics and statistics ; 147
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35
Article 		Effects of improving infrastructure quality on business costs : evidence from firm-level data in Eastern Europe and Central Asia
Year:                     
2011
Person:  Iimi, Atsushi
Published in:  The developing economies : the journal of the Institute of Developing Economies, Tokyo, Japan ; 49
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36
Book / Working Paper 		Hedging derivatives
Year:                     
2011
Person:  Rheinländer, Thorsten; Sexton, Jenny
Publisher:  New Jersey, NJ [u.a.] : World Scientific Publ.
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37
Article 		Socio-economic development model based on stochastic advance-retreat course : an analysis on US economy in recent 70 years
Year:                     
2011
Person:  Dai, Feng; Jianping Qi; Ling Liang
Published in:  International journal of social economics ; 38
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38
Article 		Multi-agent stochastic simulation for the electricity spot market price
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39
Article 		Applying a new ordering policy in a two-echelon inventory system with poisson demand rate for retailers and transportation cost
Year:                     
2011
Person:  Haji, Rasoul; Tayebi, Hamed; Haji, Babak
Published in:  International journal of business performance and supply chain modelling : IJBPSCM ; 3
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40
Article 		The Great Depression in Belgium from a neoclassical perspective
Year:                     
2011
Person:  Pensieroso, Luca
Published in:  Review of economic dynamics ; 14
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41
Article 		The volatility of consumption-based stochastic discount factors and economic cycles
Year:                     
2011
Person:  Nieto, Belén; Rubio, Gonzalo
Published in:  Journal of banking & finance ; 35
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42
Book / Working Paper 		Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process
Year:                     
2011
Person:  Tanaka, Katsuto
Publisher:  Tokyo : Graduate School of Economics, Hitotsubshi Univ.
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43
Book / Working Paper 		Stochastische Modellierung des Elektrizitätsspeicherzubaus in Deutschland
Year:                     
2011
Person:  Epe, Alexa
Publisher:  Berlin [u.a.] : Lit
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44
Book / Working Paper 		Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Year:                     
2011
Person:  Kurozumi, Eiji; Dashtseren, Khashbaatar
Publisher:  Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat)
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45
Article 		Production technologies in stochastic continuous time models
Year:                     
2011
Person:  Wälde, Klaus
Published in:  Journal of economic dynamics & control ; 35
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46
Article 		Would the Bundesbank have prevented the Great Inflation in the United States?
Year:                     
2011
Person:  Benati, Luca
Published in:  Journal of economic dynamics & control ; 35
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47
Article 		Communication, timing, and common learning
Year:                     
2011
Person:  Steiner, Jakub; Stewart, Colin
Published in:  Journal of economic theory ; 146
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48
Book / Working Paper 		Modelling trades-through in a limited order book using Hawkes processes
Year:                     
2011
Person:  Muni Toke, Ioane; Pomponio, Fabrizio
Publisher:  Kiel : Kiel Inst. for the World Economy
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49
Book / Working Paper 		Modell zur Untersuchung von Investitionsentscheidungen unter Unsicherheit in Stromerzeugungstechnologien
Year:                     
2011
Person:  Schemm, Ralf
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50
Book / Working Paper 		When to cross the spread : curve following with singular control
Year:                     
2011
Person:  Naujokat, Felix; Horst, Ulrich
Publisher:  Berlin : SFB 649, Economic Risk
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