Startseite UR
Rameseder, Stefan
(2024)
The Applicability of Functional Data in Multi-Unit Auctions.
Dissertation, Universität Regensburg.
Hartl, Tobias
(2023)
Fractional unobserved components and factor models: econometric theory and applications.
Dissertation, Universität Regensburg.
Lauf, Alexander
(2022)
Essays on Forecasting Curves and Behavioral Economics.
Dissertation, Universität Regensburg.
Rust, Christoph
(2022)
Improving The Applicability of Functional Regression in Econometrics.
Dissertation, Universität Regensburg.
Eppelsheimer, Johann, Jahn, Elke und Rust, Christoph
(2022)
The spatial decay of human capital externalities - A functional regression approach with precise geo-referenced data.
Regional Science and Urban Economics 95, S. 103785.
, Lenzi, Jacopo
, Diers, Johannes
, Rust, Christoph
, Eichhorn, Martin E.
, Taber, Samantha
, Germer, Christoph-Thomas, Winter, Hauke
und Wiegering, Armin
(2022)
Risk-Adjusted Mortality Rates as a Quality Proxy Outperform Volume in Surgical Oncology—A New Perspective on Hospital Centralization Using National Population-Based Data.
Journal of Clinical Oncology 40 (10), S. 1041-1050.
Volltext nicht vorhanden.
Weigand, Roland
(2018)
Modeling Multivariate Time Series with Fractional Integration in Macroeconomics and Finance.
Dissertation, Universität Regensburg.
Nguyen Thanh, Binh
(2017)
The Impact of Economic Uncertainty on Housing, Labor and Financial Markets.
Dissertation, Universität Regensburg.
und Nguyen Thanh, Binh
(2016)
Vertical Specialization in the EU and the Causality of Trade.
Applied Economics Letters.
Volltext nicht vorhanden.
Kagerer, Kathrin
(2015)
A hat matrix for monotonicity constrained B-spline and P-spline regression.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484,
Working Paper, Regensburg.
Kagerer, Kathrin
(2014)
Spline-based model specification and prediction for least squares and quantile regression.
Dissertation, Universität Regensburg.
Schnurbus, Joachim
(2014)
Multiple nonparametric regression and model validation for mixed regressors.
Dissertation, Universität Regensburg.
Weigand, Roland
(2014)
Matrix Box-Cox Models for Multivariate Realized Volatility.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478,
Working Paper.
Tschernig, Rolf, Weber, Enzo und Weigand, Roland
(2014)
Long- versus medium-run identification in fractionally integrated VAR models.
Economics Letters 122 (2), S. 299-302.
Oberhofer, Walter und Haupt, Harald
(2014)
Asymptotic theory for nonlinear quantile regression under weak dependence.
Econometric Theory.
(Eingereicht)
Kagerer, Kathrin
(2013)
A short introduction to splines in least squares regression analysis.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472,
Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.
Matros, Philipp und Vilsmeier, Johannes
(2012)
Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle.
Deutsche Bundesbank Discussion Paper 30/2012.
Vilsmeier, Johannes
(2011)
Updating the Option Implied Probability of Default Methodology.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 462,
Working Paper.
, Behr, Michael, Eichhammer, Peter und Tschernig, Rolf
(2011)
The psychological impact of prosthodontic treatment—a discrete response modelling approach.
Clinical Oral Investigations.
Volltext nicht vorhanden.
Haupt, Harry, Schnurbus, Joachim und Tschernig, Rolf
(2010)
On Nonparametric Estimation of a Hedonic Price Function.
Journal of Applied Econometrics 25 (5), S. 894-901.
Schotman, Peter, Tschernig, Rolf und Budek, Jan
(2008)
Long Memory and the Term Structure of Risk.
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427,
Working Paper.
Schotman, Peter, Tschernig, Rolf und Budek, Jan
(2008)
Long Memory and the Term Structure of Risk.
Journal of Financial Econometrics 6 (4), S. 459-495.
Tschernig, Rolf
(2008)
Risikomanagement für Pensionsfonds. Zeitstruktur des Risikos und ein perfektes Gedächtnis.
Blick in die Wissenschaft 20, S. 57-63.
Budek, Jan, Schotman, Peter und Tschernig, Rolf
(2006)
Long Memory and the Term Structure of Risk, working paper WP 06-009.
Working Paper.
Härdle, Wolfgang, Kleinow, Torsten und Tschernig, Rolf
(2001)
Web quantlets for time series analysis.
Annals of the Institute of Statistical Mathematics 53, S. 179-188.
Härdle, Wolfgang und Tschernig, Rolf
(2000)
Flexible Time Series Analysis.
In: Härdle, W. und Hlavka, Z. und Klinke, S., (eds.)
XploRe-Application Guide.
Springer-Verlag, Heidelberg, S. 397-458.
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