| Measuring the Deterrent Effect of European Cartel Law Enforcement |
The B.E. Journal of Economic Analysis and Policy.
|
Birgit Moritz, und Dieter Schmidtchen |
2018 |
| Cross-Validating Synthetic Controls |
Economics Bulletin (2018), 38, 603-609.
|
, und |
2018 |
| Fast and Reliable Computation of Generalized Synthetic Controls |
Econometrics and Statistics (2018), 5, 1-19.
|
und |
2017 |
| Estimating the Economic Costs of Organized Crime By Synthetic Control Methods |
Journal of Applied Econometrics (2017), 32(7), 1367-1369.
|
und |
2017 |
| Odd Odds: The UEFA Champions League Round of Sixteen Draw |
Journal of Quantitative Analysis in Sports (2013), 9(3), 249-270.
|
und |
2013 |
| Modeling and measuring intraday overreaction of stock prices |
Journal of Banking and Finance (2012), 36(4), 1152-1163. |
, und |
2011 |
| Unbiased Monte Carlo valuation of lookback, swing and barrier options under variance gamma models |
Journal of Computational Finance (2010), 13(4), 35-61.
The original publication is available at www.journalofcomputationalfinance.com |
|
2010 |
| Comment on "Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes" by C. Ribeiro and N. Webber |
Applied Mathematical Finance (2010), 17(2), 133-146. DOI: 10.1080/13504860903137538 |
|
2009 |
| Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option
pricing |
Computational Management Science (2010), 7(1), 1-17.The original publication is available at
www.springerlink.com |
|
2007 |
| A Hausman test for Brownian motion |
Advances in Statistical Analysis (2007), 91(1), 3-21 |
, ,
und |
2007 |