SFB 649 Discussion Paper 2008-005 S FB 6 4 9 E C O N O M I C R I S K B E R L I N The Default Risk of Firms Examined with Smooth Support Vector Machines Wolfgang Härdle* Yuh-Jye...

SFB 649 Discussion Paper 2008-009 Recursive Portfolio Selection with Decision Trees Anton Andriyashin* Wolfgang Härdle* Roman Timofeev* * Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche Forschungsgemeinschaft through the...

SFB 649 Discussion Paper 2006-001 Calibration Risk for Exotic Options Kai Detlefsen* Wolfgang K. Härdle** * CASE - Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche...

SFB 649 Discussion Paper 2006-050 Robust Econometrics Pavel Čížek* Wolfgang Härdle** * Department of Econometrics and Operations Research, Universiteit van Tilburg, The Netherlands ** Institute for Statistics and Econometrics and C.A.S.E. – Center for...