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Value at risk using hyperbolic distributions
Bauer, Christian - In: Journal of economics & business 52 (2000) 5, pp. 455-467
Persistent link: https://www.econbiz.de/10001523719
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Partielle Informationen in Währungskrisenmodellen
Bauer, Christian - 2005
Persistent link: https://www.econbiz.de/10002424761
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The reservation wage under CARA and limited borrowing
Bauer, Christian - 2009
A continuous-time sequential job search model with savings and CARA preferences is solved analytically without resorting to unlimited borrowing and real-valued consumption. I isolate the effects of limited borrowing and nonnegative consumption as well as risk-aversion on the reservation wage by...
Persistent link: https://www.econbiz.de/10003951742
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On the reservation wage under CARA and limited borrowing
Bauer, Christian - In: Mathematical social sciences 62 (2011) 2, pp. 126-129
Persistent link: https://www.econbiz.de/10009305505
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Products of non-additive measures : a Fubini-like theorem
Bauer, Christian - In: Theory and decision : an international journal for … 73 (2012) 4, pp. 621-647
Persistent link: https://www.econbiz.de/10009689334
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Credit market imperfections, selection, and the distribution of within-industry productivity
Bauer, Christian - 2010 - This version: February 22, 2010
Persistent link: https://www.econbiz.de/10008906804
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Simulationsbasierte Strategieunterstützung mit System Dynamics am Beispiel der Kooperation von Beratungsunternehmen
Bauer, Christian - 2006
Persistent link: https://www.econbiz.de/10003339072
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A better asymmetric model of changing volatility in stock and exchange rate returns: Trend-GARCH
Bauer, Christian - In: The European journal of finance 13 (2007) 1/2, pp. 65-87
Persistent link: https://www.econbiz.de/10003438032
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Solution uniqueness in a class of currency crisis games
Bauer, Christian - In: International game theory review 7 (2005) 4, pp. 531-543
Persistent link: https://www.econbiz.de/10003280377
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Internet und WWW für Banken : Inhalte, Infrastrukturen und Erfolgsstrategien
Bauer, Christian - 1998
Persistent link: https://www.econbiz.de/10000677484