Philipp Sibbertsen
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Sibbertsen |
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Leibniz Universität Hannover
/ Wirtschaftswissenschaftliche Fakultät (weight: 50%)
Research profile
author of:
- What do we know about real exchange rate non-linearities? (RePEc:aah:create:2009-50)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - Forecasting long memory time series under a break in persistence (RePEc:aah:create:2009-53)
by Florian Heinen & Philipp Sibbertsen & Robinson Kruse - Long memory and changing persistence (RePEc:aah:create:2010-42)
by Robinson Kruse & Philipp Sibbertsen - On tests for linearity against STAR models with deterministic trends (RePEc:aah:create:2012-20)
by Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen - A unified framework for testing in the linear regression model under unknown order of fractional integration (RePEc:aah:create:2013-35)
by Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen - Testing for a Forecast Accuracy Breakdown under Long Memory (RePEc:arx:papers:2409.07087)
by Jannik Kreye & Philipp Sibbertsen - S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend (RePEc:bla:jtsera:v:22:y:2001:i:3:p:353-363)
by Philipp Sibbertsen - Empirical likelihood confidence intervals for the mean of a long‐range dependent process (RePEc:bla:jtsera:v:28:y:2007:i:4:p:576-599)
by Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri - Testing for a break in persistence under long‐range dependencies (RePEc:bla:jtsera:v:30:y:2009:i:3:p:263-285)
by Philipp Sibbertsen & Robinson Kruse - Weak identification in the ESTAR model and a new model (RePEc:bla:jtsera:v:34:y:2013:i:2:p:238-261)
by Florian Heinen & Stefanie Michael & Philipp Sibbertsen - Real Exchange Rates and Fundamentals in a new Markov‐STAR Model (RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379)
by Philip Bertram & Teresa Flock & Jun Ma & Philipp Sibbertsen - Information criteria for nonlinear time series models (RePEc:bpj:sndecm:v:20:y:2016:i:3:p:325-341:n:4)
by Rinke Saskia & Sibbertsen Philipp - Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data (RePEc:cte:werepe:43987)
by Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp - Tests of bias in log-periodogram regression (RePEc:eee:ecolet:v:102:y:2009:i:2:p:83-86)
by Davidson, James & Sibbertsen, Philipp - Long memory and changing persistence (RePEc:eee:ecolet:v:114:y:2012:i:3:p:268-272)
by Kruse, Robinson & Sibbertsen, Philipp - On tests for linearity against STAR models with deterministic trends (RePEc:eee:ecolet:v:117:y:2012:i:1:p:268-271)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - Inference on the long-memory properties of time series with non-stationary volatility (RePEc:eee:ecolet:v:144:y:2016:i:c:p:80-84)
by Demetrescu, Matei & Sibbertsen, Philipp - A simple test on structural change in long-memory time series (RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94)
by Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp - Distinguishing between breaks in the mean and breaks in persistence under long memory (RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196)
by Wingert, Simon & Mboya, Mwasi Paza & Sibbertsen, Philipp - The power of the KPSS-test for cointegration when residuals are fractionally integrated (RePEc:eee:ecolet:v:91:y:2006:i:3:p:321-324)
by Sibbertsen, Philipp & Kramer, Walter - Generating schemes for long memory processes: regimes, aggregation and linearity (RePEc:eee:econom:v:128:y:2005:i:2:p:253-282)
by Davidson, James & Sibbertsen, Philipp - A multivariate test against spurious long memory (RePEc:eee:econom:v:203:y:2018:i:1:p:33-49)
by Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie - Cyclical fractional cointegration (RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129)
by Voges, Michelle & Sibbertsen, Philipp - Model order selection in periodic long memory models (RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94)
by Leschinski, Christian & Sibbertsen, Philipp - The memory of stock return volatility: Asset pricing implications (RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x)
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp - On robust local polynomial estimation with long-memory errors (RePEc:eee:intfor:v:18:y:2002:i:2:p:227-241)
by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp - The memory of beta (RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426620302879)
by Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp - Testing for a break in the persistence in yield spreads of EMU government bonds (RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118)
by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias - Log-periodogram estimation of the memory parameter of a long-memory process under trend (RePEc:eee:stapro:v:61:y:2003:i:3:p:261-268)
by Sibbertsen, Philipp - Tests of Bias in Log-Periodogram Regression (RePEc:exe:wpaper:0805)
by James Davidson & Philipp Sibbertsen - An Overview of Modified Semiparametric Memory Estimation Methods (RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826)
by Marie Busch & Philipp Sibbertsen - Integration and Disintegration of EMU Government Bond Markets (RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289)
by Christian Leschinski & Michelle Voges & Philipp Sibbertsen - Volatility Transmission across Financial Markets: A Semiparametric Analysis (RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105)
by Theoplasti Kolaiti & Mwasi Mboya & Philipp Sibbertsen - Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights (RePEc:gam:jmathe:v:9:y:2021:i:21:p:2817-:d:673191)
by Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen - Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (RePEc:han:dpaper:dp-315)
by Rothe, Christoph & Sibbertsen, Philipp - Tests of Bias in Log-Periodogram Regression (RePEc:han:dpaper:dp-317)
by Davidson, James & Sibbertsen, Philipp - The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated (RePEc:han:dpaper:dp-318)
by Sibbertsen, Philipp & Krämer, Walter - Empirical likelihood confidence intervals for the mean of a long-range dependent process (RePEc:han:dpaper:dp-327)
by Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N. - Divergence of credit valuation in Germany - Continuous theory and discrete practice - (RePEc:han:dpaper:dp-344)
by Weibach, Rafael & Sibbertsen, Philipp - Can we distinguish between common nonlinear time series models and long memory? (RePEc:han:dpaper:dp-380)
by Kuswanto, Heri & Sibbertsen, Philipp - Testing for a break in persistence under long-range dependencies (RePEc:han:dpaper:dp-381)
by Sibbertsen, Philipp & Kruse, Robinson - Measuring Model Risk (RePEc:han:dpaper:dp-409)
by Sibbertsen, Philipp & Stahl, Gerhard & Luedtke, Corinna - A Study on "Spurious Long Memory in Nonlinear Time Series Models" (RePEc:han:dpaper:dp-410)
by Kuswanto, Heri & Sibbertsen, Philipp - Testing for a break in persistence under long-range dependencies and mean shifts (RePEc:han:dpaper:dp-422)
by Sibbertsen, Philipp & Willert, Juliane - Testing for Long Memory Against ESTAR Nonlinearities (RePEc:han:dpaper:dp-427)
by Kuswanto, Heri & Sibbertsen, Philipp - Forecasting long memory time series under a break in persistence (RePEc:han:dpaper:dp-433)
by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson - Identification problems in ESTAR models and a new model (RePEc:han:dpaper:dp-444)
by Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp - Long memory and changing persistence (RePEc:han:dpaper:dp-455)
by Kruse, Robinson & Sibbertsen, Philipp - The dynamics of real exchange rates - A reconsideration (RePEc:han:dpaper:dp-463)
by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp - Modellrisiko = Spezifikation + Validierung (RePEc:han:dpaper:dp-468)
by Stahl, Gerhard & Sibbertsen, Philipp & Bertram, Philip - About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis (RePEc:han:dpaper:dp-469)
by Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard - Two competitive models and their identification problem: The ESTAR and TSTAR model (RePEc:han:dpaper:dp-474)
by Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp - On tests for linearity against STAR models with deterministic trends (RePEc:han:dpaper:dp-492)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - Estimating the number of mean shifts under long memory (RePEc:han:dpaper:dp-496)
by Sibbertsen, Philipp & Willert, Juliane - A simple specification procedure for the transition function in persistent nonlinear time series models (RePEc:han:dpaper:dp-500)
by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp - Testing for Cointegration in a Double-LSTR Framework (RePEc:han:dpaper:dp-514)
by Grote, Claudia & Sibbertsen, Philipp - Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds (RePEc:han:dpaper:dp-517)
by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias - A unified framework for testing in the linear regression model under unknown order of fractional integration (RePEc:han:dpaper:dp-519)
by Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp - Credit Risk Modeling under Conditional Volatility (RePEc:han:dpaper:dp-528)
by Rohde, Johannes & Sibbertsen, Philipp - Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility (RePEc:han:dpaper:dp-531)
by Demetrescu, Matei & Sibbertsen, Philipp - Model Order Selection in Seasonal/Cyclical Long Memory Models (RePEc:han:dpaper:dp-535)
by Leschinski, Christian & Sibbertsen, Philipp - A Multivariate Test Against Spurious Long Memory (RePEc:han:dpaper:dp-547)
by Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie - Information Criteria for Nonlinear Time Series Models (RePEc:han:dpaper:dp-548)
by Rinke, Saskia & Sibbertsen, Philipp - Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model (RePEc:han:dpaper:dp-565)
by Bertram, Philip & Ma, Jun & Sibbertsen, Philipp - A Simple Test on Structural Change in Long-Memory Time Series (RePEc:han:dpaper:dp-592)
by Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp - Origins of Spurious Long Memory (RePEc:han:dpaper:dp-595)
by Leschinski, Christian & Sibbertsen, Philipp - Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments (RePEc:han:dpaper:dp-598)
by Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp - Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks (RePEc:han:dpaper:dp-599)
by Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp - The Memory of Volatility (RePEc:han:dpaper:dp-601)
by Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp - Die räumliche Flexibilität von Studierenden - Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den Bundesländern (RePEc:han:dpaper:dp-604)
by Sibbertsen, Philipp & Stöver, Britta - The Memory of Stock Return Volatility: Asset Pricing Implications (RePEc:han:dpaper:dp-613)
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp - The Long Memory of Equity Volatility: International Evidence (RePEc:han:dpaper:dp-614)
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp - Integration and Disintegration of EMU Government Bond Markets (RePEc:han:dpaper:dp-625)
by Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp - An Overview of Modified Semiparametric Memory Estimation Methods (RePEc:han:dpaper:dp-628)
by Busch, Marie & Sibbertsen, Philipp - The Periodogram of Spurious Long-Memory Processes (RePEc:han:dpaper:dp-632)
by Leschinski, Christian & Sibbertsen, Philipp - A Comparison of Semiparametric Tests for Fractional Cointegration (RePEc:han:dpaper:dp-651)
by Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp - Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium (RePEc:han:dpaper:dp-656)
by Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle - Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration (RePEc:han:dpaper:dp-660)
by Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp - The Memory of Beta Factors (RePEc:han:dpaper:dp-661)
by Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp - The Long Memory of Equity Volatility and the Macroeconomy: International Evidence (RePEc:han:dpaper:dp-667)
by Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp - The similarities in efficiency of universities and universities of applied sciences in Lower Saxony (RePEc:han:dpaper:dp-673)
by Stöver, Britta & Sibbertsen, Philipp - Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory (RePEc:han:dpaper:dp-675)
by Dräger, Lena & Kolaiti, Theoplasti & Sibbertsen, Philipp - Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series (RePEc:han:dpaper:dp-676)
by Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon - Do algebraic numbers follow Khinchin's Law? (RePEc:han:dpaper:dp-686)
by Sibbertsen, Phillipp & Lampert, Timm & Müller, Karsten & Taktikos, Michael - Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights (RePEc:han:dpaper:dp-690)
by Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp - Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases (RePEc:han:dpaper:dp-700)
by Sibbertsen, Philipp & Müller, Karsten & Lampert, Timm & Taktikos, Michael - Estimation and Testing in a Perturbed Multivariate Long Memory Framework (RePEc:han:dpaper:dp-704)
by Less, Vivien & Sibbertsen, Philipp - Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory (RePEc:han:dpaper:dp-705)
by Mboya, Mwasi & Sibbertsen, Philipp - Spatial autoregressive fractionally integrated moving average model (RePEc:han:dpaper:dp-712)
by Otto, Philipp & Sibbertsen, Philipp - Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data (RePEc:han:dpaper:dp-722)
by del Barrio Castro, Tomas & Escribano, Alvaro & Sibbertsen, Philipp - Testing for Structural Changes in the Presence of Long Memory (RePEc:ijb:journl:v:1:y:2002:i:3:p:235-242)
by Walter Kramer & Philipp Sibbertsen - Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates (RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2)
by Alia Afzal & Philipp Sibbertsen - Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle (RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09197-3)
by Maik Dierkes & Jan Krupski & Sebastian Schroen & Philipp Sibbertsen - Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium (RePEc:ptu:wpaper:w201912)
by Paulo M.M. Rodrigues & Philipp Sibbertsen - What do we know about real exchange rate nonlinearities? (RePEc:rug:rugwps:10/667)
by R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen - S-Estimation in the Linear Regression Model with Long-Memory Error Terms (RePEc:sce:scecf9:512)
by Philipp Sibbertsen - Change-in-mean tests in long-memory time series: a review of recent developments (RePEc:spr:alstar:v:103:y:2019:i:2:d:10.1007_s10182-018-0328-5)
by Kai Wenger & Christian Leschinski & Philipp Sibbertsen - Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (RePEc:spr:alstar:v:90:y:2006:i:3:p:439-456)
by Christoph Rothe & Philipp Sibbertsen - Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03326-8)
by Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen - Long memory in volatilities of German stock returns (RePEc:spr:empeco:v:29:y:2004:i:3:p:477-488)
by Philipp Sibbertsen - What do we know about real exchange rate nonlinearities? (RePEc:spr:empeco:v:43:y:2012:i:2:p:457-474)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - Modeling fractional cointegration between high and low stock prices in Asian countries (RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4)
by Alia Afzal & Philipp Sibbertsen - Measuring macroeconomic convergence and divergence within EMU using long memory (RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6)
by Lena Dräger & Theoplasti Kolaiti & Philipp Sibbertsen - Operations Research Proceedings 2012 (RePEc:spr:oprepr:978-3-319-00795-3)
by None - Book reviews (RePEc:spr:stpapr:v:44:y:2003:i:4:p:601-604)
by Ricardo Maronna & Philipp Sibbertsen & Olaf Hübler - Book reviews (RePEc:spr:stpapr:v:45:y:2004:i:3:p:457-460)
by Philipp Sibbertsen & Roland Schultze & Ricardo Maronna - Long memory versus structural breaks: An overview (RePEc:spr:stpapr:v:45:y:2004:i:4:p:465-515)
by Philipp Sibbertsen - Testing for a break in persistence under long-range dependencies and mean shifts (RePEc:spr:stpapr:v:53:y:2012:i:2:p:357-370)
by Philipp Sibbertsen & Juliane Willert - Editors’ introduction (RePEc:spr:stpapr:v:54:y:2013:i:4:p:907-909)
by Philipp Sibbertsen & Rafael Weißbach - Fractional integration versus level shifts: the case of realized asset correlations (RePEc:spr:stpapr:v:54:y:2013:i:4:p:977-991)
by Philip Bertram & Robinson Kruse & Philipp Sibbertsen - A comparison of semiparametric tests for fractional cointegration (RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01169-1)
by Christian Leschinski & Michelle Voges & Philipp Sibbertsen - Can google trends improve sales forecasts on a product level? (RePEc:taf:apeclt:v:27:y:2020:i:17:p:1409-1414)
by Benjamin Fritzsch & Kai Wenger & Philipp Sibbertsen & Georg Ullmann - Seasonality robust local whittle estimation (RePEc:taf:apeclt:v:27:y:2020:i:18:p:1489-1494)
by Simon Wingert & Christian Leschinski & Philipp Sibbertsen - The Dynamics Of Real Exchange Rates: A Reconsideration (RePEc:wly:japmet:v:29:y:2014:i:5:p:758-773)
by Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen - Optimal forecasts in the presence of discrete structural breaks under long memory (RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908)
by Mwasi Paza Mboya & Philipp Sibbertsen - On robust local polynomial estimation with long-memory errors (RePEc:zbw:cofedp:0018)
by Beran, Jan & Feng, Yuanhua & Gosh, Sucharita & Sibbertsen, Philipp - Nonparametric M-Estimation with Long-Memory Errors (RePEc:zbw:cofedp:0019)
by Beran, Jan & Gosh, Sucharita & Sibbertsen, Philipp - S-estimators in the linear regression model with long-memory error terms (RePEc:zbw:sfb475:199833)
by Sibbertsen, Philipp - S-estimation in the nonlinear regression model with long-memory error terms (RePEc:zbw:sfb475:199936)
by Sibbertsen, Philipp - Robust CUSUM-M test in the presence of long-memory disturbances (RePEc:zbw:sfb475:200019)
by Sibbertsen, Philipp - Testing for structural change in the presence of long memory (RePEc:zbw:sfb475:200031)
by Krämer, Walter & Sibbertsen, Philipp - On robust local polynominal estimation with long-memory errors (RePEc:zbw:sfb475:200035)
by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp - Nonparametric M-estimation with long-memory errors (RePEc:zbw:sfb475:200036)
by Beran, Jan & Ghosh, Sucharita & Sibbertsen, Philipp - Long-memory versus structural breaks: An overview (RePEc:zbw:sfb475:200128)
by Sibbertsen, Philipp - Robust tests on fractional cointegration (RePEc:zbw:sfb475:200129)
by Peters, Andrea & Sibbertsen, Philipp - Long memory vs. structural change in financial time series (RePEc:zbw:sfb475:200137)
by Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian - Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins (RePEc:zbw:sfb475:200138)
by Lohre, Michael & Sibbertsen, Philipp - Log-periodogram estimation of the memory parameter of a long-memory process under trend (RePEc:zbw:sfb475:200139)
by Sibbertsen, Philipp - Long-memory in volatilities of German stock returns (RePEc:zbw:sfb475:200142)
by Sibbertsen, Philipp - Generating schemes for long memory processes: Regimes, aggregation and linearity (RePEc:zbw:sfb475:200246)
by Davidson, James & Sibbertsen, Philipp - Distinguishing between long-range dependence and deterministic trends (RePEc:zbw:sfb475:200316)
by Sibbertsen, Philipp & Venetis, Ioannis - An introduction to Markov chains for interested high school students (RePEc:zbw:sfb475:200317)
by Halverscheid, Stefan & Sibbertsen, Philipp - The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated (RePEc:zbw:sfb475:200431)
by Sibbertsen, Philipp & Krämer, Walter - The cost for the default of a loan : Linking theory and practice (RePEc:zbw:sfb475:200433)
by Sibbertsen, Philipp & Weißbach, Rafael - Recognizing mathematical talent : an approach using discriminant analysis (RePEc:zbw:sfb475:200445)
by Gebel, Meike & Sibbertsen, Philipp - Pricing of options under different volatility models (RePEc:zbw:sfb475:200462)
by Herzberg, Markus & Sibbertsen, Philipp