2019 Rudloff, Birgit, Ulus, Firdevs. 2019. Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization. (Details)
  Rammerstorfer, Margarethe, Eksi-Altay, Zehra, Trueck, Stefan. 2019. Convenience Yield Modelling - One model fits all. (Details)
  Bornemann, Tobias, Jacob, Martin, Sailer, Mariana. 2019. Do Corporate Taxes Affect Executive Compensation? (Details)
  Rammerstorfer, Margarethe, Amon, Julian. 2019. Ecological Portfolios - Evidence from screening, divestment and alternatives. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Hummel, Katrin, Hummel, Katrin. 2019. Implied Cost of Capital, Risk and Return via content analysis. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Weinmayer, Karl, Hummel, Katrin. 2019. Investor Awareness - CSR concerns and Textual Analysis. (Details)
  Niemann, Rainer, Sailer, Mariana. 2019. Loss-Offset Restrictions, Bonus Taxation and Performance-Based Incentive Contracts. (Details)
  Eisl, Alexander, Ochs, Christian, Staghoj, Jonas, Subrahmanyam, Marti G. 2019. Sovereign Issuers, Incentives and Liquidity: An Event Study of the Danish Sovereign Bond Market. (Details)
  Baumüller, Josef. 2019. Zur nichtfinanziellen Berichterstattung aus NPO-Perspektive. http://web.maecenata.eu/images/Op125_Baum%C3%BCller_mit_URN.pdf. (Details)
2018 Baumüller, Josef. 2018. Auswirkungen der CSR-Richtlinie bzw. des CSR-RUG auf Nonprofit-Organisationen in Deutschland. https://web.maecenata.eu/images/MO-24_Baumueller.pdf. (Details)
  Bornemann, Tobias. 2018. Accounting Conservatism and Tax Avoidance. (Details)
  Bischof, Jannis, Laux, Christian, Leuz, Christian. 2018. Accounting for Financial Stability: Lessons from the Financial Crisis and Future Challenges. (Details)
  Molnar, Matthias. 2018. Asymmetric Habits in Asset Pricing. (Details)
  Molnar, Matthias. 2018. Asymmetric Habits, Asset Returns, and the Business Cycle. (Details)
  Chroustovsky, Stefanie, Petutschnig, Matthias. 2018. Comparability Adjustments A Literature Review. (Details)
  Bora, Jayanta Kumar, Lutz, Wolfgang. 2018. Contribution of Education to Infant and Under-Five Mortality Disparities among Caste Groups in India. (Details)
  Gasser, Stephan, Rammerstorfer, Margarethe, Weinmayer, Karl. 2018. DEA Portfolio Modeling - The Case of Socially Responsible Investing. (Details)
  Kolm, Julian, Laux, Christian, Lóránth, Gyöngyi . 2018. Debt Maturity Structure and Liquidity Shocks. (Details)
  Bornemann, Tobias. 2018. Do Transfer Pricing Rules distort R&D Investment Decisions? (Details)
  Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto. 2018. Does Corporate Social Responsibility Impact Risk? (Details)
  Massa, Massimo, Rzeznik, Aleksandra, Hvidkjaer, Soeren. 2018. Informed Trading and Co-Illiquidity. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. (Details)
  Rzeznik, Aleksandra. 2018. Mutual fund flight-to-liquidity. (Details)
  Altay, Sühan, Colaneri, Katia, Eksi-Altay, Zehra. 2018. Optimal Convergence Trading with Unobservable Pricing Errors. (Details)
  Rammerstorfer, Margarethe, Amon, Julian, Weinmayer, Karl. 2018. Passive ESG portfolio management . (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. (Details)
  Amberger, Harald, Markle, Kevin, Samuel, David. 2018. Repatriation Taxes and Internal Agency Conflicts. open access (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2018. Scalar multivariate risk measures with a single eligible asset. (Details)
  Amberger, Harald, Eberhartinger, Eva, Kasper, Matthias. 2018. Tax-Rate Biases in Tax-Planning Decisions: Experimental Evidence. open access (Details)
  Chaderina, Maria, Mürmann, Alexander, Scheuch, Christoph. 2018. The Dark Side of Liquid Bonds in Fire Sales. (Details)
  Bornemann, Tobias. 2018. The Effect of Intellectual Property Boxes on Innovative Activity & Tax Avoidance. (Details)
  Amberger, Harald, Kohlhase, Saskia. 2018. The Effect of International Taxation on Organizational Form Choices: Evidence from Group Structures of Multinationals. open access (Details)
  Chaderina, Maria, Weiß, Patrick, Zechner, Josef. 2018. The Maturity Premium. (Details)
  Reschenhofer, Christoph. 2018. The parametrization of an international equity portfolio: A decomposition of global momentum returns. (Details)
  Rettl, Daniel A., Stomper, Alex, Zechner, Josef. 2018. The Stability of Dividends and Wages: Effects of Competitor Inflexibility. (Details)
  Chaderina, Maria, Laux, Christian, Tengulov, Angel. 2018. The Value of Accounting Noise: Credit Line Revocations and Aggregate Liquidity Shocks. (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2018. Time consistency for scalar multivariate risk measures. (Details)
  Kovacova, Gabriela, Rudloff, Birgit. 2018. Time consistency of the mean-risk problem. (Details)
  Cziraki, Peter, Laux, Christian, Lóránth, Gyöngyi . 2018. Understanding Bank Payouts during the Crisis of 2007-2008. (Details)
  Lutz, Wolfgang, Lijadi, Anastasia Aldelina, Strießnig, Erich, Dimitrova, Anna, Caldeira Brant de Souza Lima, Melissa. 2018. Years of Good Life (YoGL): A new indicator for assessing sustainable progress. (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. (Details)
  Rammerstorfer, Margarethe, Weinmayer, Karl, Bressan, Silvia. 2017. Bank Holding Company Efficiency and Parent-Subsidiary Financing. (Details)
  Cadonna, Annalisa, Kottas, Athanasios, Prado, Raquel. Forthcoming. Bayesian spectral estimation for nonstationary processes. (Details)
  Rastelli, Riccardo, Latouche, Pierre, Friel, Nial. 2017. Choosing the number of groups in a latent stochastic block model for dynamic networks. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. (Details)
  Rastelli, Riccardo. 2017. Exact integrated completed likelihood maximisation in a stochastic block transition model for dynamic networks. (Details)
  Bühlmaier, Matthias, Zechner, Josef. 2017. Financial Media, Price Discovery, and Merger Arbitrage. (Details)
  Mürmann, Alexander, Rauter, Thomas, Scheuch, Christoph. 2017. Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms. (Details)
  Choi, Jaewon, Hackbarth, Dirk, Zechner, Josef. 2017. Granularity of Corporate Debt. (Details)
  Hummel, Katrin, Mittelbach-Hörmanseder, Stéphanie, Cho, Charles, Matten, Dirk. 2017. Implicit Versus Explicit Corporate Social Responsibility Disclosure: A Textual Analysis. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Hummel, Katrin. 2017. Information Content of Corporate Social Responsibility Disclosure in Europe. (Details)
  Reindl, Johann, Stoughton, Neal, Zechner, Josef. 2017. Market Implied Costs of Bankruptcy. (Details)
  Philipp, Michel, Rusch, Thomas, Hornik, Kurt, Strobl, Carolin. 2017. Measuring the Stability of Results from Supervised Statistical Learning. open access (Details)
  Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2017. Mixture TVP. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings. Research Report Series, Institute for Statistics and Mathematics, Report 132. open access (Details)
  Theußl, Stefan, Schwendinger, Florian, Hornik, Kurt. 2017. ROI: The R Optimization Infrastructure Package. (Details)
  Theußl, Stefan, Schwendinger, Florian, Hornik, Kurt. 2017. ROI: The R Optimization Infrastructure Package. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and Small Versus Simple and Sizeable: When Does it Pay Off to Introduce Drifting Coefficients in Bayesian VARs? (Details)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. (Details)
  Bachtrögler, Julia, Hammer, Christoph, Reuter, Wolf Heinrich, Schwendinger, Florian. 2017. Spotlight on the beneficiaries of EU regional funds: A new firm-level dataset. open access (Details)
  Ottonello, Giorgio, Nagler, Florian. 2017. Structural Changes in Corporate Bond Underpricing. (Details)
  Lutz, Wolfgang. 2017. Studying the Demography of Sustainable Human Wellbeing: Empowered Life Years (ELY) as Sustainability Criterion. (Details)
  Amberger, Harald. 2017. Tax Uncertainty and Dividend Payouts. (Details)
  Rammerstorfer, Margarethe, Schick, Antonius. 2017. The effects of balancing/reserve markets on the system operators' cost of capital. (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2017. The Linkage between Primary- and Secondary Markets for European Sovereign Debt: Free Flow or Bottleneck? (Details)
  Rammerstorfer, Margarethe, Brunekreeft, Gert. 2017. What to do with „OPEX-risk“ in regulated monopolies facing OPEX-shifts? (Details)
  Chaderina, Maria, Scheuch, Christoph. 2017. Why Do Mutual Funds Hold Cash? (Details)
2016 Chaderina, Maria. 2016. (Idiosyncratic) Credit-spread Risk and the Dynamics of Liquidity, Lever- age and Maturity of Debt. (Details)
  Valentincic, Aljosa and Novak, Ales and Kosi, Urska. 2016. Accounting Quality in Private Firms during the Transition towards International Standards. (Details)
  Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Petutschnig, Matthias. 2016. An Empirical Analysis Real Estate Capital Gains Taxation. (Details)
  Theil, Michael. 2016. Aspekte der Berechnung von Samplegrößen. open access (Details)
  Chaderina, Maria, Tengulov, Angel. 2016. Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence. (Details)
  Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. (Details)
  Ararat, Çagin and Rudloff, Birgit. 2016. Dual representations for systemic risk measures. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Patloch, Alexandra. 2016. Executive Compensation in Austria. (Details)
  Gjedsted Nielsen, Mads, Rzeznik, Aleksandra. 2016. House prices and taxes. (Details)
  Chandler, Lutz, Rzeznik, Aleksandra, Sand, Ben. 2016. Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2016. Optimal Capital Buffers of Sovereign Debt Management Offices. (Details)
  Colaneri, Katia, Eksi-Altay, Zehra, Frey, Rüdiger, Szölgyenyi, Michaela. 2016. Optimal liquidation under partial information with price impact. (Details)
  Zeileis, Achim, Leitner, Christoph, Hornik, Kurt. 2016. Predictive Bookmaker Consensus Model for the UEFA Euro 2016. (Details)
  Kastner, Gregor. 2016. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Kofler, Markus. 2016. Textual Analysis in Accounting Research. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. (Details)
2015 Theil, Michael. 2015. Die Zeitdimension bei Versicherungsentscheidungen.. Arbeitspapiere zum Tätigkeitsfeld Risikomanagement und Versicherung / Institut für Versicherungswirtschaft, 22.. (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2015. Debt Refinancing and Equity Returns. (Details)
  Salitskiy, Igor, Ambrus, Attila, Chaney, Eric. 2015. Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Asymmetric Information. (Details)
  Friewald, Nils, Hennessy, Christopher, Jankowitsch, Rainer. 2015. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. (Details)
  Kastner, Gregor. 2015. Heavy-Tailed Innovations in the R Package stochvol. R Package Vignette. open access (Details)
  Rusch, Thomas, Mair, Patrick, Hornik, Kurt. 2015. COPS: Cluster Optimized Proximity Scaling. Discussion Paper Series / Center for Empirical Research Methods, Report 2015/1. WU Vienna University of Economics and Business. open access (Details)
  Kastner, Gregor. 2015. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. R Package Vignette. (Details)
  Rauter, Thomas. 2015. Stock Prices and CEO Turnover: The Role of Bad Luck. (Details)
  Kosi, Urska, Florou, Annita, Pope, Peter F. . 2015. Are International Accounting Standards more credit relevant than domestic standards? (Details)
  Burg, Valentin, Pierk, Jochen, Scheinert, Tobias. 2015. Big Bath Accounting and CEO Overconfidence. (Details)
  Ortmann, Regina and Sureth, Caren. 2015. Can the CCCTB Alleviate Tax Discrimination Against Loss-Making European Multinational Groups? WU International Taxation Research Paper Series No. 2014 - 08 and arqus, Quantitative Research in Taxation, Discussion Paper No. 165 and SSRN Working Paper No. 2442820. (Details)
  Frey, Rüdiger, Hledik, Juraj. 2015. Correlation and Contagion as Sources of Systemic Risk. Working Paper. Institute for Statistics and Mathematics, WU Vienna University of Economics and Business. (Details)
  Pierk, Jochen. 2015. Did the 2005 IAS regulation actually harmonize the accounting landscape? Evidence from IPOs pre and post 2005. (Details)
  Kohlhase, Saskia, Pierk, Jochen. 2015. Do Foreign Tax Authorities Benefit from the U.S. Worldwide Tax System? (Details)
  Pierk, Jochen. 2015. Does capital market pressure and disclosure regulation shape tax aggressivness? (Details)
  Hegemann, Annika and Kunoth, Angela and Rupp, Kristina and Sureth, Caren. 2015. Hold or Sell? How Capital Gains Taxation Affects Holding Decisions. WU International Taxation Research Paper Series No. 2015 - 06 and arqus, Quantitative Research in Taxation, Discussion Paper No. 183 and SSRN Working Paper No. 2563524. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Kofler, Markus. 2015. Improving Textual Analysis in Accounting Research. (Details)
  Niemann, Rainer and Sureth, Caren. 2015. Investment Effects of Wealth Ta- xes under Uncertainty and Irreversibility. WU International Taxation Research Paper Series No. 2015 - 24 and arqus, Quantitative Research in Taxation, Discussion Paper No. 192 and SSRN Working Paper No. 2685104. (Details)
  Mürmann, Alexander, Rauter, Thomas. 2015. Prestige and Loan Pricing. (Details)
  Kohlhase, Saskia. 2015. Repeated Tax Losses and Accumulated Tax-Loss Carryforwards - The Role of Tax-Book Differences. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2015. Sovereign Debt Issuance under Fiscal Budget Uncertainty and Market Frictions. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Aschauer, Ewald. 2015. Sustainability Reporting in Academic Research. (Details)
  Alberternst, Stephan and Sureth, Caren. 2015. The Effect of Taxes on Corporate Financing Decisions - Evidence from the German Interest Barrier. WU International Taxation Research Paper Series No. 2015 - 09 and arqus, Quantitative Research in Taxation, Discussion Paper No. 182 and SSRN Working Paper No. 2563572. (Details)
  Kohlhase, Saskia, Pierk, Jochen. 2015. The Spillover Effect of Tax Incentives on Financial Reporting. (Details)
  Hoppe, Thomas and Maiterth, Ralf and Sureth, Caren. 2015. Vermögensteuer und ihre Implikationen für den Wirtschaftsstandort Deutschland - eine betriebswirtschaftliche Analyse. arqus, Quantitative Research in Taxation, Discussion Paper No. 181 and SSRN Working Paper No. 2548398. (Details)
2014 Friewald, Nils, Nagler, Florian. 2014. Dealer Inventory and the Cross-Section of Corporate Bond Returns. (Details)
  Maier, Marco, Koller, Ingrid. 2014. Supplement to Koller, Maier, & Hatzinger: "An Empirical Power Analysis of Quasi-Exact Tests for the Rasch Model: Measurement Invariance in Small Samples". Research Report Series / Department of Statistics and Mathematics, 127. (Details)
  Eisl, Alexander, Gasser, Stephan, Weinmayer, Karl. Forthcoming. Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?. open access (Details)
  Koren, Jernej, Kosi, Urska, Valentincic, Aljosa. 2014. Does financial statement audit reduce the cost of private firms?. (Details)
  K.C., Samir, Lutz, Wolfgang, Loichinger, Elke, Muttarak, Raya, Striessnig, Erich. 2014. Reducing Vulnerability in Critical Life Course Phases through Empowerment. (Details)
  Kolm, Julian, Laux, Christian, Loranth, Gyöngyi. 2014. Regulating Bank CEO Compensation and Active Boards. (Details)
  Cejnek, Georg. 2014. Exploiting Value and Momentum in Emerging Market Assets. (Details)
  Maier, Marco. 2014. DirichletReg: Dirichlet Regression for Compositional Data in R. Research Report Series / Department of Statistics and Mathematics, 125. (Details)
  Nagler, Florian. 2014. Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk. (Details)
  Diller, Markus and Kortebusch, Pia and Schneider, Georg and Sureth, Caren. 2014. Boon or Bane? Advance Tax Rulings as a Measure to Mitigate Tax Uncertainty and Foster Investment. WU International Taxation Research Paper Series No. 2014 - 06 and SSRN Working Paper No. 2442749 and arqus, Quantitative Research in Taxation, Discussion Paper No. 187 and TAF Working Paper, CETAR, University of Paderborn, No. 11. (Details)
  Fahr, René and Janssen, Elmar and Sureth, Caren. 2014. Can Tax Rate Increases Foster Investment under Entry and Exit Flexibility? - Insights from an Economic Experiment. WU International Taxation Research Paper Series No. 2014- 05 and arqus, Quantitative Research in Taxation, Discussion Paper No. 166 and SSRN Working Paper No. 2442721. (Details)
  Eberhartinger, Eva, Petutschnig, Matthias. 2014. CCCTB - The Employment Factor Game. WU International Taxation Research Paper Series No. 2014 - 01. open access (Details)
  Diller, Markus and Kortebusch, Pia and Schneider, Georg and Sureth, Caren. 2014. Do investors request advance tax rulings to alleviate tax risk (and do tax authorities provide them)? A joint taxpayers and tax authorities view on investment behavior. arqus, Quantitative Research in Taxation, Discussion Paper No. 167 and TAF Working Paper Series, CETAR, University of Paderborn, No. 2. (Details)
  Baumüller, Josef, Haring, Nikolai. 2014. Enhancing Third Sector Accountability Through Financial Accounting – Regulations and Practices in German-Speaking Countries. Conference Working Papers Series – Volume IX – Muenster, Germany. (Details)
  Zeileis, Achim, Leitner, Christoph, Hornik, Kurt. 2014. Home Victory for Brazil in the 2014 FIFA World Cup. (Details)
  Mair, Patrick, Hofmann, Eva, Gruber, Kathrin, Hatzinger, Reinhold, Zeileis, Achim, Hornik, Kurt. 2014. Motives for Participation in Open-Source Software Projects: A Survey among R Package Authors. (Details)
  Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2014. Policy Portfolios When Some Assets are Non-Tradeable. (Details)
  Gschwandtner, Adelina, Hauser, Michael. 2014. Profit Persistence and Stock Return. (Details)
  Cejnek, Georg, Randl, Otto. 2014. Risk and Return of Short Duration Equity Investments. (Details)
  Laux, Christian, Loranth, Gyöngyi, Morrison, Alan D. 2014. The Adverse Effect of Internal Control on Governance and Leverage. (Details)
  Eberhartinger, Eva, Lee, Soojin. 2014. The Relevance of Tax Information in Other Comprehensive Income. WU International Taxation Research Paper Series No. 2014 - 07; available at ssrn: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2442817. (Details)
2013 Cejnek, Georg, Franz, Richard, Stoughton, Neal. 2013. An Integrated Model of University Endowments (Details)
  Georgescu, Oana , Laux, Christian. 2013. Financial Reporting, Financial Regulation, and Financial Stability: Evidence from German Bank Failures in 2007-2008. (Details)
  Eksi-Altay, Zehra, Filipovic, Damir. 2013. A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations. (Details)
  Eksi-Altay, Zehra, Filipovic, Damir. 2013. On Dynamic Hedging of Single-Tranche Collateralized Debt Obligations. (Details)
  Randl, Otto. 2013. Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. (Details)
  Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2013. A Survey of University Endowment Management Research. WU Working Paper. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2013. Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. Research Report Series, Institute for Statistics and Mathematics, Report 121. (Details)
  Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Fund Promotion and Individual Investor Fund Flows. WU Working Paper. (Details)
  Cejnek, Georg, Randl, Otto. 2013. Implications of Index Construction Methodologies for Price and Dividend Indices. WU Working Paper. (Details)
  Dockner, Engelbert, Mayer, Manuel, Zechner, Josef. 2013. Sovereign Bond Risk Premiums. WU Working Paper. (Details)
  Meißner, Fabian and Schneider, Georg and Sureth, Caren. 2013. The impact of corporate taxes and flexibility on entrepreneurial decisions with moral hazard and simultaneous firm and personal level taxation. arqus, Quantitative Research in Taxation, Discussion Paper No. 141 and SSRN Working Paper No. 2219190. (Details)
2012 Kucsera, Denes, Schmitt, Stephan. 2012. Monopoly Rights in an Ex-monopoly Industry: The Impact of the European Electricity Reforms on Electricity-related Patent Activities. (Details)
  Schmitt, Stephan, Kucsera, Denes. 2012. The Impact of the Regulatory Reform Process on R&D Investment of European Electricity Utilities. (Details)
  Hofmarcher, Paul, Kerbl, Stefan, Grün, Bettina, Sigmund, Michael, Hornik, Kurt. 2012. Model Uncertainty and Aggregated Default Probabilities: New Evidence from Austria. Research Report Series, Institute for Statistics and Mathematics, Report 116. open access (Details)
  Strasser, Helmut. 2012. Numerical studies for the Rasch model with many items. Research Report Series Institute for Statistics and Mathematics, Report 119, Vienna. (Details)
  Hornik, Kurt, Grün, Bettina. 2012. On Maximum Likelihood Estimation of the Concentration Parameter of von Mises-Fisher Distributions. Research Report Series Institute for Statistics and Mathematics Report 120, Vienna. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Liquidity, Transparency and Disclosure in the Securitized Product Market. (Details)
  Mehrmann, Annika and Schneider, Georg and Sureth, Caren. 2012. Asymmetric Taxation of Profits and Losses and its Influence on Investment Timing: Paradoxical Effects of Tax Increases. arqus, Quantitative Research in Taxation, Discussion Paper No. 134 and SSRN Working Paper No. 2111475. (Details)
  Dockner, Engelbert, Esfahani, Hamideh, Fadaee, Mehdi. 2012. Do Oligopolistic Firms Benefit from Being Forced to Act Non-Strategically? WU Working Paper. (Details)
  Zeileis, Achim, Leitner, Christoph, Hornik, Kurt. 2012. History repeating: Spain beatsGermany in the EURO 2012 final. Working Paper 2012-09, Working Papers in Economics and Statistics, Research Platform Empirical and Experimental Economics, Universität Innsbruck, May 2012. (Details)
  Dockner, Engelbert, Siyahhan, Baran. 2012. Human Capital Investment and the Value of Risky R&D Projects.. (Details)
  Rusch, Thomas, Lee, Ilro, Hornik, Kurt, Jank, Wolfgang, Zeileis, Achim. 2012. Influencing Elections with Statistics: Targeting Voters with Logistic Regression Trees. Research Report Series, Institute for Statistics and Mathematics, Report 117. open access (Details)
  Dockner, Engelbert, Maeland, Joril, Miltersen, Kristian. 2012. Interaction Between Dynamic Financing and Growth Options: The Impact of Industry Structures. WU Working Paper. (Details)
  Dockner, Engelbert, Wagener, Florian Oskar Ottokar. 2012. Markov-perfect Nash equilibria in models with a single capital stock. (Details)
  Dockner, Engelbert, Georgiopoulos, Nikolaos. 2012. OPerating Flexibility and Short-Run Risk Dynamics. WU Working Paper. (Details)
  Dockner, Engelbert, Löffler, Clemens. 2012. Rivalry Restraint as Equilibrium Behavior. WU Working Paper. (Details)
  Dockner, Engelbert, Kiener, Richard, Mosburger, Georg. 2012. Strategic product market interaction and asset returns. (Details)
2011 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2011. Arbitrage-free Scenario Trees for Financial Optimization. (Details)
  Bloos, Uwe-Wilhelm, Schweizer, Nicolas. 2011. Enterprise Risk Management - Evidence from German Banks. (Details)
  Bloos, Uwe-Wilhelm, Zimmer, Conrad. 2011. Equity and Contingent Capital: The Effects of Risk Financing on Bank Lending. (Details)
  Biyikoglu, Türker, Leydold, Josef. 2011. Graphs of Given Order and Size and Minimum Algebraic Connectivity. Research Report Series, Institute for Statistics and Mathematics, Report 115. open access (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2011. Inflation Forecasts Using a Nelson-Siegel Representation of Nominal and Real Yields. (Details)
  Bloos, Uwe-Wilhelm, Schellenberger, Oliver . 2011. Insurance Distribution and Advice with Potentially Informed Customers. (Details)
  Bloos, Uwe-Wilhelm, Gerhardt, Christian. 2011. Managerial Preferences and Competition in Internal Capital Markets. (Details)
  Bloos, Uwe-Wilhelm. 2011. On the Organization of Risk Management. (Details)
  Mayer, Manuel. Forthcoming. Sovereign Credit Risk and Banking Crises. (Details)
  Chen, Joseph, Hughson, Eric, Stoughton, Neal. 2011. Strategic Mutual Fund Tournaments. (Details)
  Padovani, Miret, Gibson Brandon, Rajna. 2011. The determinants of banks' lobbying activities. (Details)
  Rusch, Thomas, Zeileis, Achim. 2011. Gaining Insight With Recursive Partitioning Of Generalized Linear Models. Research Report Series, Institute for Statistics and Mathematics, Report 109. (Details)
  Hornik, Kurt, Murdoch, Duncan, Zeileis, Achim. 2011. Who Did What? The Roles of R Package Authors and How to Refer to Them. Research Report Series, Institute for Statistics and Mathematics, Report 114. (Details)
  Hofmarcher, Paul, Crespo Cuaresma, Jesus, Grün, Bettina, Hornik, Kurt. 2011. Fishing Economic Growth Determinants Using Bayesian Elastic Nets. Research Report Series, Institute for Statistics and Mathematics, Report 113. (Details)
  Rusch, Thomas, Hofmarcher, Paul, Hatzinger, Reinhold, Hornik, Kurt. 2011. Modeling Mortality Rates In The WikiLeaks Afghanistan War Logs. Research Report Series, Institute for Statistics and Mathematics, Report 112. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2011. Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises. (Details)
  Botts, Carsten, Hörmann, Wolfgang, Leydold, Josef. 2011. Transformed Density Rejection with Inflection Points. Research Report Series, Institute for Statistics and Mathematics, Report 110. open access (Details)
  Mair, Patrick, Satorra, Albert, Bentler, Peter M.. 2011. A Copula Approach to Generate Non-Normal Multivariate Data for SEM. Research Report Series, Institute for Statistics and Mathematics, Report Nr. 108. (Details)
  Gschwandtner, Adelina, Hauser, Michael, WU, Youchang. 2011. Profit Persistence and Stock Returns. (Details)
  Theußl, Stefan, Feinerer, Ingo, Hornik, Kurt. 2011. Distributed Text Mining in R. Research Report Series, Institute for Statistics and Mathematics, Report 107. (Details)
  Cadonna, Annalisa, Guglielmi, Alessandra, Quintana, Fernando. 2011. Bayesian nonparametric AR(1)-models for multiple binary sequences. Proceedings of the 7th Conference on Statistical Computing and Complex Systems - SCo 2011. (Details)
  Breinlinger, Luise, Dockner, Engelbert. 2011. Alternative default definitions and the structure of credit spreads. (Details)
  Schiefer, Jan, Hartmann, Monika, Gschwandtner, Adelina 2011 Industry, firm, year, and country effects on profitability in EU food processing (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2011. Nonlinear versus non-Gaussian volatility models: An empirical analysis across different markets. (Details)
2010 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2010. Deriving Consensus Ratings of the Big Three Rating Agencies. Research Report Series, Institute for Statistics and Mathematics, Report 99. (Details)
  Mayer, Manuel. Forthcoming. Forward Bias Trading in Emerging Markets. (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2010. Scenario Tree Generation and Multi-Asset Financial Optimization Problems. (Details)
  Padovani, Miret. 2010. Solidarity group lending and global games. (Details)
  Göritzer, Andreas. 2010. Thin Capitalization Rule vs Interest Barrier. (Details)
  Padovani, Miret. 2010. Value-chain financing and local interaction games. (Details)
  Sonntag, Axel, Weber, Daniela. 2010. Generalized Graded Unfolding Models. IRT Software: Überblick und Anwendungen. (Details)
  Theußl, Stefan, Reutterer, Thomas, Hornik, Kurt. 2010. How Can we Derive Consensus Among Various Rankings of Marketing Journals?. Research Report Series, Institute for Statistics and Mathematics, Report 104. (Details)
  Theußl, Stefan, Ligges, Uwe, Hornik, Kurt. 2010. Prospects and Challenges in R Package Development. Research Report Series, Institute for Statistics and Mathematics, Report 102. (Details)
  Kiff, John, Kisser, Michael. 2010. Asset Securitization and Optimal Retention. IMF Working Paper WP/10/74. (Details)
  Hofmarcher, Paul, Hornik, Kurt. 2010. First Significant Digits and the Credit Derivative Market During the Financial Crisis. Research Report Series, Institute for Statistics and Mathematics, Report 101. (Details)
  Theußl, Stefan, Ligges, Uwe, Hornik, Kurt. 2010. Prospects and Challenges in R Package Development. (Details)
  Eberhartinger, Eva, Fellner, Gerlinde. 2010. Why don't they minimize their tax? An experimental approach to hybrid finance. SFB International Tax Coordination Working Paper No. 39. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2010. Forecasting the Winner of the FIFA World Cup 2010. Research Report Series, Institute for Statistics and Mathematics, Report 100. (Details)
  Gschwandtner, Adelina, Hirsch, Stefan. 2010. Profit Persistence in the Food Sector: Evidence from five European Countries. (Details)
  Petutschnig, Matthias. 2010. Common Consolidated Corporate Tax Base: Effects of Formulary Apportionment on Corporate Group Entities. SFB-ITC, Discussion Paper No 38.. (Details)
  Hörmanseder, Stéphanie, Schiebel, Alexander. 2010. IFRS Adoption in Germany - Empirical Evidence from 1998 to 2005. (Details)
  Hörmanseder, Stéphanie, Schiebel, Alexander. 2010. Was the IFRS Adoption in Germany Value Relevant?. (Details)
  Böhm, Walter, Hornik, Kurt. 2010. A Kolmogorov-Smirnov Test for r Samples. Research Report Series, Institute for Statistics and Mathematics, Report 105. (Details)
  Sak, Halis, Hörmann, Wolfgang, Leydold, Josef. 2010. Better Confidence Intervals for Importance Sampling. Research Report Series, Institute for Statistics and Mathematics, Report 106. (Details)
  Lutz, Wolfgang. 2010. Improving Education as Key to Enhancing Adaptive Capacity in Developing Countries. Sustainable Development Series 83. (Details)
  Eberhartinger, Eva, Göritzer, Andreas, Pummerer, Erich. 2010. Cross-border Intra-group Hybrid Finance and International Taxation. (Details)
  Müller, Jens and Sureth, Caren. 2010. Empirische Analyse der Unternehmensbewertung für die Erbschaftsteuer mit dem vereinfachten Ertragswertverfahren. arqus, Quantitative Research in Taxation, Discussion Paper No. 108 and SSRN Working Paper No. 2154126. (Details)
  Treiblmaier, Horst, Bentler, P.M., Mair, Patrick. 2010. Formative constructs implemented via common factors. UCLA Statistics Preprint Series, 576. (Details)
  Littich, Edith, Schober, Christian, Schober, Doris. 2010. How many eggs in a basket? Agency costs and financial diversification in nonprofit organizations. (Details)
  Gunnthorsdottir, Anna. 2010. Humans and robots: near-efficient equilibria when a mixed population is endogenously grouped. (Details)
  Maier, Marco, Hatzinger, Reinhold. 2010. IRT Software: Überblick und Anwendungen. Research Report Series, Institute for Statistics and Mathematics, Report 103. (Details)
  Schneider, Georg and Sureth, Caren. 2010. The Impact of Profit Taxation on Capitalized Investment with Options to Delay and Divest. arqus, Quantitative Research in Taxation, Discussion Paper No. 97 and SSRN Working Paper No. 2128272. (Details)
  Klotzkowski, Tasja and Maßbaum, Alexandra and Sureth, Caren. 2010. Zinsabzugsbeschränkung durch die Zinsschranke, Fremdkapitalsteuerschild und unternehmerische Kapitalstrukturentscheidungen. arqus, Quantitative Research in Taxation, Discussion Paper No. 100 and SSRN Working Paper No. 2135728. (Details)
2009 Bohn, Angela, Feinerer, Ingo, Hornik, Kurt, Mair, Patrick. 2009. An Approach to Incorporate Texts into a Social Network Analysis of Communication Graphs. Research Report Series, Department of Statistics and Mathematics, Report 96. (Details)
  Kappel, Wolfgang. Forthcoming. Is there a Independent Common Factor in the Corporate Bond Market. (Details)
  Leydold, Josef, Hörmann, Wolfgang. 2009. Generating Generalized Inverse Gaussian Random Variates by Fast Inversion. Research Report Series, Department of Statistics and Mathematics, Report 95. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Is Federer Stronger in a Tournament Without Nadal? An Evaluation of Odds and Seedings for Wimbledon 2009. Research Report Series, Department of Statistics and Mathematics, Report 94. (Details)
  Biyikoglu, Türker, Leydold, Josef. 2009. Semiregular Trees with Minimal Laplacian Spectral Radius. Research Report Series, Department of Statistics and Mathematics, Report 93. (Details)
  Filipović, Damir, Friewald, Nils, Pichler, Stefan. 2009. An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters. (Details)
  Hahsler, Michael, Hornik, Kurt. 2009. Dissimilarity Plots: A Visual Exploration Tool for Partitional Clustering. Department of Statistics and Mathematics, Research Report Series, Report 89. (Details)
  Friewald, Nils. 2009. Estimating Asset Correlation from CDS Spreads: An Analysis of the Hedge Effectiveness of FTD Baskets. (Details)
  Zeileis, Achim, Croissant, Yves. 2009. Extended Model Formulas in R : Multiple Parts and Multiple Responses. Department of Statistics and Mathematics, Research Report Series, Report 92. (Details)
  Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef. 2009. Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known". Department of Statistics and Mathematics, Research Report Series, Report 91. (Details)
  Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef. 2009. Random Variate Generation by Numerical Inversion When Only the Density Is Known. Department of Statistics and Mathematics, Research Report Series, Report 90. (Details)
  Hörmann, Wolfgang, Leydold, Josef. 2009. Sampling from Linear Multivariate Densities. Research Report Series, Institute for Statistics and Mathematics, Report 111. (Details)
  Gonzaga, Alex, Hauser, Michael. Forthcoming. A Wavelet Whittle Estimator of Generalized Long-memory Stochastic Volatility. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Bookmaker Consensus and Agreement for the UEFA ChampionsLeague 2008/09. Research Report Series, Department of Statistics and Mathematics, Report 88. (Details)
  Bohn, Angela, Theußl, Stefan, Feinerer, Ingo, Hornik, Kurt, Mair, Patrick, Walchhofer, Norbert. 2009. Combining Weighted Centrality and Network Clustering. Research Report Series, Department of Statistics and Mathematics, Report 97. (Details)
  Lutz, Wolfgang, Crespo Cuaresma, Jesus, Abbasi-Shavazi, Mohammad Jalal . 2009. Demography, Education and Democracy: Global Trends and the Case of Iran. Interim Report IR-09-019. Laxenburg, Austria: International Institute for Applied Systems Analysis. (Details)
  Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef, Sak, Halis. 2009. Efficient Numerical Inversion for Financial Simulations. Department of Statistics and Mathematics, Research Report Series, Report 87. (Details)
  Biyikoglu, Türker , Leydold, Josef. 2009. Semiregular Trees with Minimal Index. Department of Statistics and Mathematics, Research Report Series, Report 86. (Details)
  Aschauer, Ewald, Schiebel, Alexander. 2009. Capital Market's Reaction to Corporate Tax Cut: Theory and Empirical Evidence. (Details)
  de Leeuw, Jan, Hornik, Kurt, Mair, Patrick. 2009. Isotone optimization in R: Pool-adjacent-violators algorithm (PAVA) and active set methods. Department of Statistics, UCLA, Department of Statistics Papers, Report 2009040702. (Details)
  Biyikoglu, Türker, Hellmuth, Marc, Leydold, Josef. 2009. Largest eigenvalues of the discrete p-laplacian of trees with degree sequences. Department of Statistics and Mathematics, Research Report Series, Report 85. (Details)
  Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2009. Choice of rating technology and price formation in imperfect credit markets. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2009. Private investment of a public project? A multi-period analysis. (Details)
  Dockner, Engelbert, Mosburger, Georg, Schaffhauser-Linzatti, Michaela M.. 2009. The Financial and operating performance of privatized firms in Austria. (Details)
  Bohn, Angela, Walchhofer, Norbert, Mair, Patrick, Hornik, Kurt. 2009. Social Network Analysis of Weighted Telecommunications Graphs. Research Report Series, Department of Statistics and Mathematics, Report 84. (Details)
  Zeileis, Achim, Cribari-Neto, Francisco. 2009. Beta Regression in R. Research Report Series, Department of Statistics and Mathematics, Report 98. (Details)
  Bohn, Angela, Theußl, Stefan, Feinerer, Ingo, Hornik, Kurt, Mair, Patrick, Walchhofer, Norbert . 2009. Combining Weighted Centrality and Network Clustering. Research Report Series, Department of Statistics and Mathematics, Report 97. (Details)
  Meyer, David, Hornik, Kurt. 2009. Generalized and Customizable Sets in R. Research Report Series, Department of Statistics and Mathematics, Report 83. (Details)
  Frühwirth, Manfred, Kobialka, Marek. 2009. Do Equity Tax Shields Reduce the Leverage? The Austrian Case. (Details)
  Mittelbach-Hörmanseder, Stéphanie, Schiebel, Alexander. 2009. IFRS Adoption in Germany. (Details)
  Niemann, Rainer and Sureth, Caren. 2009. Investment effects of capital gains taxation under simultaneous investment and abandonment flexibility. arqus, Quantitative Research in Taxation, Discussion Paper No. 77 and SSRN Working Paper No. 2128098. (Details)
  Gunnthorsdottir, Anna, McCabe , K., Seifert, S. , Vragov, R.. 2009. Near-efficient equilibria in collaborative meritocracies. (Details)
  Aussenegg, Wolfgang, Resch, Florian, Winkler, Gerhard. 2009. Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems. (Details)
  Betz, R., Gunnthorsdottir, Anna. 2009. Risk aversion, permit price uncertainty, and investments in emissions reduction technologies. (Details)
  Kleiber, Christian, Zeileis, Achim. 2009. The Grunfeld Data at 50. Department of Statistics and Mathematics, Research Report Series, Report 82. (Details)
  Sureth, Caren and Vollert, Pia. 2009. Verschärfung der Verlustabzugsbeschränkung durch § 8c KStG und deren Einfluss auf den Erwerb von Anteilen an Kapitalgesellschaften. arqus, Quantitative Research in Taxation, Discussion Paper No. 91 and SSRN Working Paper No. 2133367. (Details)
2008 Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Validate Credit Rating Systems. (Details)
  Böhm, Walter. 2008. A Note on Queueing Systems Exposed to Disasters. Research Report Series, Department of Statistics and Mathematics, Report 79. (Details)
  Theußl, Stefan, Zeileis, Achim. 2008. Collaborative Software Development Using R-Forge. Department of Statistics and Mathematics, Research Report Series, Report 81. (Details)
  Sak, Halis, Hörmann, Wolfgang, Leydold, Josef. 2008. Efficient Risk Simulations for Linear Asset Portfolios. Department of Statistics and Mathematics, Research Report Series, Report 80. (Details)
  Böhm, Walter, Hornik, Kurt. 2008. On Two-Periodic Random Walks with Boundaries. Research Report Series, Department of Statistics and Mathematics, Report 75. (Details)
  Jankowitsch, Rainer, Nashikkar, Amrut, Subrahmanyam, Marti. 2008. Price Dispersion in OTC Markets: A New Measure of Liquidity. (Details)
  Grün, Bettina, Zeileis, Achim. 2008. Automatic generation of simple (statistical) exams. Research Report Series, Department of Statistics and Mathematics, Report 77. (Details)
  Strobl, Carolin, Zeileis, Achim. 2008. Danger: High Power! - Exploring the Statistical Properties of a Test for Random Forest Variable Importance. Technical Report 17, Department of Statistics, Ludwig-Maximilians-Universität München. (Details)
  Böhm, Walter. 2008. Lattice path counting and the theory of queues. Research Report Series, Department of Statistics and Mathematics, Report 74. (Details)
  Biyikoglu, Türker, Leydold, Josef. 2008. Algebraic Connectivity and Degree Sequences of Trees. Wien: Department of Statistics and Mathematics, Research Report Series, Report 73. (Details)
  Biyikoglu, Türker , Leydold, Josef. 2008. Graphs With Given Degree Sequence and Maximal Spectral Radius. Department of Statistics and Mathematics, Research Report Series, Report 72. (Details)
  de Leeuw, Jan, Mair, Patrick. 2008. Multidimensional Scaling Using Majorization: SMACOF in R. UCLA Statistics Preprint Series No. 537. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2008. Predicting the Winner of the EURO 2008 (A Statistical Investigation of Bookmakers Odds). Department of Statistics and Mathematics, Research Report Series, Report 76. (Details)
  Dittrich, Regina, Francis, Brian, Katzenbeisser, Walter. 2008. Temporal Dependence in Longitudinal Paired Comparisons. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna, Number 67. (Details)
  Sak, Halis. 2008. Efficient Simulations in Finance. Wien: Department of Statistics and Mathematics, Research Report Series, Report 71. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Schmidinger, Christoph . 2008. How Real-Time Public Information Flow determines Trading: Resiliency in Open Limit Order Books. (Details)
  Kopp, Emanuel Albin, Hütl, Michael. 2008. Systematic Patterns in Liquidity and Order Aggressiveness. (Details)
  Zeileis, Achim, Shah, Ajay, Patnaik, Ila. 2008. Testing, Monitoring, and Dating Structural Changes in Maximum Likelihood Models. Wien: Department of Mathematics and Statistics, Research Report Series, Report 70. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto. 2008. The Influence of Real-Time Stock-Specific Messages on Liquidity, Returns, and Trading Behavior. (Details)
  Zeileis, Achim, Kleiber, Christian. 2008. Approximate Replication of High-Breakdown Robust Regression Techniques. Wien: Department of Statistics and Mathematics, Research Report Series, Report 68. (Details)
  Hatzinger, Reinhold, Katzenbeisser, Walter. 2008. Log-linear Rasch-type Models for Repeated Categorical Data with a Psychological Application. Wien: Department of Statistics and Mathematics, Research Report Series, Report 69. (Details)
  Winkler, Gerhard, Schwaiger, Markus, Rossi, Stefania. 2008. How loan portfolio diversification affects risk, efficiency and capitalization: a managerial behaviour model for Austrian Banks. Working Paper, Wirtschaftsuniversität Wien. (Details)
  Biyikoglu, Türker, Hellmuth, Marc, Leydold, Josef. 2008. Largest Laplacian Eigenvalue and Degree Sequences of Trees. Wien: Department of Statistics and Mathematics, Research Report Series, Report 64. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Measuring Stock and Market Sentiment from Full-displayed Limit Order Book Data. (Details)
  Lingo, Manuel, Winkler, Gerhard. 2008. The performance of erroneous rating systems during changes in the economic environment. Working Paper, Wirtschaftsuniversität Wien. (Details)
  Hatzinger, Reinhold. 2008. A GLM Framework for Item Response Theory Models (Reissue of 1994 Habilitation Thesis). Wien: Department of Statistics and Mathematics, Research Report Series, Report 66. (Details)
  Mair, Patrick, Hudec, Markus. 2008. Session Clustering Using Mixtures of Proportional Hazards Models. Wien: Department of Statistics and Mathematics, Research Report Series, Report 63. (Details)
  Baltutis, Mindaugas, Dockner, Engelbert. 2008. Do conditional covariance estimates generate value?. (Details)
  Mair, Patrick, Treiblmaier, Horst. 2008. Partial Credit Models for Scale Construction in Hedonic Information Systems. Wien: Department of Statistics and Mathematics, Research Report Series, Report 62. (Details)
  Frühwirth, Manfred, Mikula, Georg. 2008. The Optimal Design of Savings Plans for Prospect Theory Investors. (Details)
  Laux, Christian. 2008. Corporate Insurance Design with Multiple Risks and Moral Hazard. (Details)
  Laux, Christian. 2008. Should a Bank Retain the Equity Tranche? – A Note on Securitization and Moral Hazard. (Details)
  Schiebel, Alexander. 2008. Is there a solid empirical foundation for the IASB’s draft IFRS for SMEs?. (Details)
  Schiebel, Alexander. 2008. To what extent would the proposed IFRS for Small and Medium-Sized Entities ('IFRS for SMEs') be independent of the full IFRS system?. (Details)
  Betz, R., Gunnthorsdottir, Anna. 2008. An experimental study of investment decisions in carbon emission trading schemes: What determines efficiency?. (Details)
  Dockner, Engelbert, Siebertova, Zuzana. 2008. Asymmetries in stock returns: GARCH models and outliers. (Details)
  Crespo Cuaresma, Jesus, Gschwandtner, Adelina. 2008. Explaining the persistence of profits: A time-varying approach. (Details)
  Dahle, Claudia and Sureth, Caren. 2008. Income-related Minimum Taxation Concepts and their Impact on Corporate Investment Decisions. arqus, Quantitative Research in Taxation, Discussion Paper No. 55 and SSRN Working Paper No. 2128096. (Details)
  Bischoff, Dennis and Halberstadt, Alexander and Sureth, Caren. 2008. Internationalisierung, Unternehmensgröße und Konzernsteuerquote. arqus, Quantitative Research in Taxation, Discussion Paper No. 56 and SSRN Working Paper No. 2219972. (Details)
  Sureth, Caren and Üffing, Michaela. 2008. Proposals for a European Corporate Taxation and their Influence on Multinationals Tax Planning. arqus, Quantitative Research in Taxation, Discussion Paper No. 54 and SSRN Working Paper No. 2128094. (Details)
  Derflinger, Gerhard, Hörmann, Wolfgang, Leydold, Josef. 2008. Random Variate Generation by Numerical Inversion When Only the Density Is Known. Research Report Series, Department of Statistics and Mathematics, Report 78. (Details)
  Bogner, Stefan, Koivulehto, Hanna Karoliina. 2008. Should we invest in Microcredit? A financial analysis of Microcredit from a USD-Investor's perspective.. (Details)
  Bogner, Stefan, Koivulehto, Hanna Karoliina. 2008. Should we invest in Microcredit? A financial analysis of Microcredit from a USD-investor’s perspective. (Details)
  Niemann, Rainer and Sureth, Caren. 2008. Steuern und Risiko als substitutionale oder komplementäre Determinanten unternehmerischer Investitionspolitik? arqus, Quantitative Research in Taxation, Discussion Paper No. 51 and SSRN Working Paper No. 1253903. (Details)
  Maßbaum, Alexandra and Sureth, Caren. 2008. The Impact of Thin Capitalization Rules on Shareholder Financing. arqus, Quantitative Research in Taxation, Discussion Paper No. 39 and SSRN Working Paper No. 1134756. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2008. Who is Going to Win the EURO 2008? A Statistical Investigation of Bookmakers Odds. (Details)
2007 Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan. 2007. Choice of Rating Technology and Price Formation in Imperfect Credit Markets. (Details)
  Koenker, Roger, Zeileis, Achim. 2007. Reproducible Econometric Research (A Critical Review of the State of the Art). Research Report Series: Department of Statistics and Mathematics, Report 60. (Details)
  Zeileis, Achim, Shah, Ajay, Patnaik, Ila. 2007. Exchange rate regime analysis using structural change methods. Research Report Series: Department of Statistics and Mathematics, Report 56. (Details)
  Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2007. Flexing the Default Barrier. (Details)
  Hahsler, Michael, Hornik, Kurt, Buchta, Christian. 2007. Getting Things in Order: An introduction to the R package seriation. Research Report Series: Department of Statistics and Mathematics, Report 58. (Details)
  Hörmann, Wolfgang, Leydold, Josef, Derflinger, Gerhard. 2007. Inverse Transformed Density Rejection for Unbounded Monotone Densities. Research Report Series: Department of Statistics and Mathematics, Report 57. (Details)
  Hothorn, Torsten, Zeileis, Achim, Hornik, Kurt. 2007. Let's have a party! An open-source toolbox for recursive partytioning. Research Report Series: Department of Statistics and Mathematics, Report 59. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. (Details)
  Hothorn, Torsten, Hornik, Kurt, van de Wiel, Mark A., Zeileis, Achim. 2007. Implementing a class of permutation tests: The coin package. Wien: Research Report Series, Department of Statistics and Mathematics, Report 55. (Details)
  Loistl, Otto, Hütl, Michael, Kopp, Emanuel Albin. 2007. Modelling Individual Actions and Interactions on the Microstructure Level. (Details)
  Ferstl, Robert, Weissensteiner, Alex. 2007. Cash Management Using Multi-Stage Stochastic Programming. (Details)
  Eksi-Altay, Zehra. 2007. A Black-Scholes like model with Vasicek interest rates. (Details)
  Schauerhuber, Michael, Zeileis, Achim, Meyer, David, Hornik, Kurt. 2007. Benchmarking open-source tree learners in R/RWeka. Wien: Research Report Series, Department of Statistics and Mathematics, Report 54. (Details)
  Hothorn, Torsten, Zeileis, Achim. 2007. Generalized maximally selected statistics. Wien: Research Report Series, Department of Statistics and Mathematics, Report 52. (Details)
  Zeileis, Achim, Kleiber, Christian, Jackman, Simon. 2007. Regression models for count data in R. Wien: Research Report Series, Department of Statistics and Mathematics, Report 53. (Details)
  Lingo, Manuel, Winkler, Gerhard. 2007. Discriminatory power – an obsolete validation criterion? Working Paper, Wirtschaftsuniversität Wien. (Details)
  Ruprecht, Margret. 2007. The Consequences of Hybrid Finance in Thin Capitalization Situations. Discussion Paper Nr. 22 des SFB International Tax Coordination, WU Wien. (Details)
  Winkler, Gerhard, Coppens, Francois, Gonzalez, Fernando. 2007. The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations. Occasional Paper No. 65, European Central Bank. (Details)
  Eberhartinger, Eva, Klostermann, Margret. 2007. What if IAS/IFRS were a new tax base? New empirical evidence from an Austrian perspective. e-pub WU Wien. (Details)
  Posautz, Gerald. 2007. The proper taxation of Public-Private Partnerships (PPP): An analysis of the treatment in tax structures of European countries. (Details)
  Von Eye, Alexander, Mair, Patrick. 2007. A Functional Approach to Configural Frequency Analysis. Wien: Research Report Series, Department of Statistics and Mathematics, Report 48. (Details)
  Mair, Patrick, Hatzinger, Reinhold. 2007. Extended Rasch Modeling: The eRm Package for the Application of IRT Models in R. Wien: Research Report Series, Department of Statistics and Mathematics, Report 47. open access (Details)
  Hörmann, Wolfgang, Leydold, Josef. 2007. Importance Sampling to Accelerate the Convergence of Quasi-Monte Carlo. Wien: Research Report Series, Department of Statistics and Mathematics, Report 49. (Details)
  Hornik, Kurt, Buchta, Christian, Zeileis, Achim. 2007. Open-Source Machine Learning: R meets Weka. Wien: Research Report Series, Department of Statistics and Mathematics, Report 50. open access (Details)
  Hornik, Kurt, Feinerer, Ingo. 2007. Text Mining of Supreme Administrative Court Jurisdictions. Wien: Research Report Series, Department of Statistics and Mathematics, Report 51. (Details)
  Gumprecht, Daniela. 2007. Treatment of Far-Off Objects in Moran's I Test. Wien: Research Report Series, Department of Statistics and Mathematics, Report 46. (Details)
  Schneider, Paul, Feldhütter, Peter, Trolle, Anders. 2007. A Model for Eurodollar Futures and Futures Options. A Model for Eurodollar Futures and Futures Options. (Details)
  Sorger, Helmut. 2007. An extension of risk information systems with downside risk measures to solvency tests. (Details)
  Zeileis, Achim, Murrell, Paul, Hornik, Kurt. 2007. Escaping RGBland: Selecting Colors for Statistical Graphics. Research Report Series: Department of Statistics and Mathematics, Report 61. (Details)
  Sorger, Helmut. 2007. Industrial risk management: a decision oriented perspective. (Details)
  Ferstl, Robert, Hayden, Josef. 2007. termstrc: A Package for Term Structure and Credit Spread Estimation with R. (Details)
  Dockner, Engelbert. 2007. Equilibrium loan commitments. (Details)
  Müller, Heiko and Sureth, Caren. 2007. Group Simulation and Income Tax Statistics - How Big is the Error? arqus, Quantitative Research in Taxation, Discussion Paper No. 24 and SSRN Working Paper No. 960650. (Details)
  Kobialka, Marek, Koivulehto, Hanna Karoliina. 2007. International Cross-Listings on CEE-Stock Exchanges. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2007. Private investment of a public project? A multi-period analysis. (Details)
  Gries, Thomas and Prior, Ulrich and Sureth, Caren. 2007. Taxation of Risky Investment and Paradoxical Investor Behavior. arqus, Quantitative Research in Taxation, Discussion Paper No. 26 and SSRN Working Paper No. 1036701. (Details)
2006 Hörmann, Wolfgang, Leydold, Josef. 2006. A Note an Perfect Slice Sampling. Research Report Series, Department of Statistics and Mathematics, Report 29. (Details)
  Hörmann, Wolfgang, Leydold, Josef. 2006. A Note on the Folding Coupler. Department of Statistics and Mathematic, Research Report Series, Report 36. (Details)
  Zeileis, Achim, Hothorn, Torsten. 2006. Permutation tests for structural change. Report 43, Department of Statistics and Mathematics: Wirtschaftsuniversität Wien, Research Report Series. (Details)
  Schneider, Paul. 2006. Globally Optimal Parameter Estimates for Nonlinear Diffusion Processes with Expected Likelihood. (Details)
  Loistl, Otto. 2006. Isomorphic Analytical Modelling of Real Stock Exchanges' Microstructure, 40 Seiten. (Details)
  Nettekoven, Michaela, Sorger, Helmut. 2006. A combined Game and Optimal Control Theoretic Transfer Pricing Model under the Constraints of Non-renewable Ressources and Deterministic Corporate Taxes. (Details)
  Schneider, Paul. 2006. Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models. (Details)
  Tüchler, Regina. 2006. Bayesian Variable Selection for Logistic Models Using Auxiliary Mixture Sampling. Wien: Research Report Series, Department of Statistics and Mathematics, Report 31. (Details)
  Carolin, Strobl, Boulesteix, Anne-Laure, Zeileis, Achim, Hothorn, Torsten. 2006. Bias in Random Forest Variable Importance Measures: Illustrations, Sources and a Solution. Wien: Research Report Series, Department of Statistics and Mathematics, Report 40. (Details)
  Zeileis, Achim, Hornik, Kurt. 2006. Choosing Color Palettes for Statistical Graphics. Wien: Research Report Series, Department of Statistics and Mathematics, Report 41. (Details)
  Lehar, Alfred , Zisser, Kerstin. 2006. Compound Option Pricing and Risk Management. (Details)
  Hornik, Kurt, Meyer, David. 2006. Deriving consensus rankings from benchmark experiments. Wien: Research Report Series, Department of Statistics and Mathematics, Report 33. (Details)
  Zeileis, Achim, Hothorn, Torsten, Hornik, Kurt. 2006. Evaluating Model-based Trees in Practice. Wien: Research Report Series, Department of Statistics and Mathematics, Report 32. (Details)
  Hahsler, Michael, Hornik, Kurt. 2006. New probabilistic interest measures for association rules . Wien: Research Report Series, Department of Statistics and Mathematics, Report 38. (Details)
  Zeileis, Achim. 2006. Object-oriented Computation of Sandwich Estimators. Wien: Research Report Series, Department of Statistics and Mathematics, Report 37. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Benchmarking Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien. (Details)
  Frühwirth, Manfred, Schwaiger, Markus. 2006. Business Valuation and Cost of Capital Relations in Tax Regimes with Imputed Interest on the Stock of Equity. Working Paper, Vienna University of Economics and Business Administration. (Details)
  Hahsler, Michael, Hornik, Kurt. 2006. New probabilistic interest measures for association rules. Report 38, Research Report Series, Department of Statistics and Mathematics, Wirtschaftsuniversität Wien, Augasse 2-6, 1090 Wien, Austria. (Details)
  Baghai-Wadji, Ramin, Klocker, Stefan. 2006. Performance Measurement for Hedge Funds with neural network derived benchmarks. (Details)
  Theil, Michael, Fromm, Julia. 2006. Die Bedeutung der Zeitpräferenzen für die Versicherungsentscheidung. Arbeitspapiere zum Tätigkeitsfeld Risikomanagement und Versicherungswirtschaft. (Details)
  Dockner, Engelbert, Siebertova, Zuzana. 2006. Asymmetries in stock returns: GARCH models and outliers. (Details)
  Hörmann, Wolfgang, Leydold, Josef, Derflinger, Gerhard. 2006. Automatic Random Variate Generation for Unbounded Densities. Wien: Research Report Series, Department of Statistics and Mathematics, Report 44. (Details)
  Hörmann, Wolfgang, Leydold, Josef. 2006. Black-Box Algorithms for Sampling from Continuous Distributions. Wien: Research Report Series, Department of Statistics and Mathematics, Report 39. (Details)
  Frühwirth, Manfred, Schwaiger, Markus. 2006. DCF Business Valuation in Tax Regimes with Imputed Interest on the Stock of Equity. Refereed Working Paper Series of the Weatherhead Center for International Affairs, Harvard University. (Details)
  Biyikoglu, Türker, Leydold, Josef. 2006. Largest Eigenvalues of Degree Sequences. Wien: Research Report Series, Department of Statistics and Mathematics, Report 35. (Details)
  Von Eye, Alexander, Mair, Patrick, Schauerhuber, Michael. 2006. Significance Tests for the Measure of Raw Agreement. Wien: Research Report Series, Department of Statistics and Mathematics, Report 42. (Details)
  Hahsler, Michael, Hornik, Kurt. 2006. TSP - Infrastructure for the Traveling Salesperson Problem. Wien: Research Report Series, Department of Statistics and Mathematics, Report 45. (Details)
  Dangl, Thomas, Halling, Michael, Randl, Otto. 2006. Equity Return Prediction: Are Coefficients Time-Varying? Working Paper. (Details)
  Sureth, Caren and Halberstadt, Alexander. 2006. Steuerliche und finanzwirtschaftliche Aspekte bei der Gestaltung von Genussrechten und stillen Beteiligungen als Mitarbeiterkapitalbeteiligungen. arqus, Quantitative Research in Taxation, Discussion Paper No. 18 and SSRN Working Paper No. 910464. (Details)
  Maiterth, Ralf and Sureth, Caren. 2006. Unternehmensfinanzierung, Unternehmensrechtsform und Besteuerung. arqus, Quantitative Research in Taxation, Discussion Paper No. 15 and SSRN Working Paper No. 905817. (Details)
2005 Karawatzki, Roman, Leydold, Josef, Pötzelberger, Klaus. 2005. Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions. Department of Statistics and Mathematics, Research Report Series, Report 27. (Details)
  Zeileis, Achim, Meyer, David, Hornik, Kurt. 2005. Residual-based Shadings for Visualizing (Conditional) Independence. Research Report Series: Department of Statistics and Mathematics, Report 20. (Details)
  Dorfleitner, Gregor, Klein, Christian. 2005. Psychological Barriers in Stocks and Stock Indices - Evidence from European Markets. (Details)
  Dittrich, Regina, Francis, Brian, Hatzinger, Reinhold, Katzenbeisser, Walter. 2005. A Paired Comparison Approach for the Analysis of Sets of Likert Scale Responses. Research Report Series, Department of Statistics and Mathematics, Report 24. (Details)
  Laux, Christian. 2005. Insurance, Risk Management, and Cost of Capital. (Details)
  Hornik, K.. 2005. A CLUE for CLUster Ensembles. Research Report Series, Department of Statistics and Mathematics, Report 17 (Details)
  Hahsler, M., Grün, B., Hornik, K.. 2005. A computational environment for mining association rules and frequent item sets. Research Report Series, Department of Statistics and Mathematics, Report 15 (Details)
  Hothorn, T., Hornik, K., van de Wiel, M. A., Zeileis A.. 2005. A Lego System for Conditional Inference. Research Report Series, Department of Statistics and Mathematics, Report 25 (Details)
  Zeileis, A.. 2005. A Unified Approach to Structural Change Tests Based on F Statistics, OLS Residuals, and ML Scores. Research Report Series, Department of Statistics and Mathematics, Report 13 (Details)
  Sureth, Caren and Langeleh, Dirk. 2005. Capital Gains Taxation under Different Tax Regimes. arqus, Quantitative Research in Taxation, Discussion Paper No. 6 and SSRN Working Paper No. 813646. (Details)
  Hahsler, M. , Hornik, K., Reutterer T.. 2005. Implications of probabilistic data modeling for rule mining. Research Report Series, Department of Statistics and Mathematics, Report 14 (Details)
  Sureth, Caren and Voß, Armin. 2005. Investitionsbereitschaft und zeitliche Indifferenz bei Realinvestitionen unter Unsicherheit und Steuern. arqus, Quantitative Research in Taxation, Discussion Paper No. 2 and SSRN Working Paper No. 905760. (Details)
  Zeileis A., Hothorn T., Hornik K.. 2005. Model-based recursive partitioning. Research Report Series, Department of Statistics and Mathematics, Report 19 (Details)
  Mosburger, G., Schneider, P.. 2005. Modelling International Bond Markets with Affine Term Structure Models. working paper (Details)
  Elisabeth Muchitsch, Michael Theil. 2005. Preiswahrnehmung und Preisbeurteilung von Versicherungsprodukten. Arbeitspapiere zum Tätigkeitsfeld Risikomanagement und Versicherung (Details)
  Muchitsch, Elisabeth, Theil, Michael. 2005. Preiswahrnehmung und Preisbeurteilunmg von Versicherungsprodukten. Arbeitspapiere zum Tätigkeitsfeld Risikomanagement und Versicherung 11 (Details)
  Hoermann, W., Leydold, J.. 2005. Quasi Importance Sampling. Research Report Series, Report 57, Department of Applied Statistics and Data Processing, WU Wien. (Details)
  Halling, Michael, Popa, Cristian, Randl, Otto. 2005. Stochastic Optimization, Tree Structures and Portfolio Choice. Working Paper. (Details)
  Karatzoglou, A., Meyer, D., Hornik, K.. 2005. Support Vector Machines in R. Research Report Series, Department of Statistics and Mathematics, Report 21 (Details)
  Seiwald, A.. 2005. The development of International Financial Reporting Standards - An institutional theory perspective on accounting standard-setting processes. Unpublished manuscript presented at the EDAMBA meeting in Sorèze (France), July 27th - August 1st (Details)
  Baghai-Wadji, R., El-Berry, R., Klocker, S., Schwaiger, M.S.. 2005. The Information Content of Hedge Fund Investment Styles - A Return-Based Analysis with Self-Organizing Maps. University of Economics and BA (Details)
  Meyer, D., Zeileis, A., Hornik, K.. 2005. The Strucplot Framework: Visualizing Multi-way Contingency Tables with vcd. Research Report Series, Department of Statistics and Mathematics, Report 22 (Details)
  Jankowitsch, R., Nettekoven, M.. 2005. Trading strategies based on term structure model residuals. Working Paper, Wirtschaftsuniversität Wien (Details)
  Zeileis, A., Kleiber, Ch.. 2005. Validating Multiple Structural Change Models - An Extended Case Study. Research Report Series, Department of Statistics and Mathematics, Report 12 (Details)
  Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S., Winkler, G.. 2005. Validation of Credit Rating Systems Using Multi-Rater Information. Working Paper, Wirtschaftsuniversität Wien (Details)
  Sureth, Caren and Maiterth, Ralf. 2005. Wealth Tax as Alternative Minimum Tax? - The Impact of a Wealth Tax on Business Structure and Strategy. arqus, Quantitative Research in Taxation, Discussion Paper No. 3 and SSRN Working Paper No. 7002977. (Details)
  Shah, A., Zeileis A., Patnaik, Ila.. 2005. What is the New Chinese Currency Regime?. Research Report Series, Department of Statistics and Mathematics, Report 23 (Details)
  Zeileis, A., Grothendieck, G.. 2005. zoo: An S3 Class and Methods for Indexed Totally Ordered Observations. Research Report Series, Department of Statistics and Mathematics, Report 16 (Details)
2004 Hatzinger, Reinhold, Francis, Brian. 2004. Fitting paired comparison models in R. Research Report Series, Department of Statistics and Mathematics, Report 3. (Details)
  Dockner, Engelbert, Popa, Cristian C.. 2004. Optimal central bank policy in a model of systemic risk. (Details)
  Dockner, Engelbert, Moritsch, Hans W.. 2004. Risk trading and banking regulation in a dynamic network model. (Details)
  Frühwirth-Schnatter, S., Tüchler, R.. 2004. Bayesian parsimonious covariance estimation for hierarchical linear mixed models. Research Report Series, Department of Statistics and Mathematics, Report 11 (Details)
  Zeileis, A.. 2004. Econometric Computing with HC and HAC Covariance Matrix Estimators. Research Report Series, Department of Statistics and Mathematics, Report 10 (Details)
  Stehlik, M.. 2004. Further Aspects on an Example of D-optimal Designs in the Case of Correlated Errors. Research Report Series, Department of Statistics and Mathematics, Report 1 (Details)
  Zeileis, A.. 2004. Implementing a Class of Structural Change Tests: An Econometric Computing Approach. Research Report Series, Department of Statistics and Mathematics, Report 7 (Details)
  Karatzoglou, A., Smola, A., Hornik, K., Zeileis, A.. 2004. kernlab-An S4 package for kernel methods in R. Research Report Series, Department of Statistics and Mathematics, Report 9 (Details)
  Geyer, A. L. J., Kossmeier, S., Pichler, S.. 2004. Measuring Systematic Risk in EMU Government Yield Spreads. Working Paper, S. 42, Wirtschaftsuniversität Wien (Details)
  Jankowitsch, R., Pichler, S., Schwaiger, W.S.A.. 2004. Modelling the Economic Value of Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien (Details)
  Stehlik, M.. 2004. Some Properties of D-optimal Designs for Random Fields with Different Variograms. Research Report Series, Department of Statistics and Mathematics, Report 4 (Details)
  Hothorn, T., Hornik, K, Zeileis, A.. 2004. Unbiased recursive partitioning: A conditional inference framework. Research Report Series, Department of Statistics and Mathematics, Report 8 (Details)
  Zeileis, A., Kleiber, Ch.. 2004. Validating multiple structural change models - A case study. Research Report Series, Department of Statistics and Mathematics, Report 2 (Details)
2003 Dörner, Karl, Gronalt, Manfred, Hartl, Richard F., Reimann, Marc, Zisser, Kerstin. 2003. Scheduling blood collecting vehicles for the Austrian Red Cross. Preprints of ODYSSEUS . (Details)
  Grün, Bettina, Zeileis, Achim, Leisch, Friedrich. 2003. max. uppernetwork: An R Package for Estimating Affinities and Similarities, Technical Report E1071-2003-04. Wien: Institut für Statistik und Wahrscheinlichkeitstheorie, TU Wien. (Details)
  Dockner, Engelbert, Gaunersdorfer, Andrea, Thurner, Stefan. 2003. Asset price dynamics in a model of investors operating on different time horizons. (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2003. On the economic costs of value at risk forecasts. (Details)
  Grün, Bettina, Zeileis, Achim, Leisch, Friedrich. 2003. A Benchmark Study of the Algorithms in max. uppernetwork, Technical Report E1071-2003-03. Wien: Institut für Statistik und Wahrscheinlichkeitstheorie, TU Wien. (Details)
  Strasser, Philipp, Theil, Michael. 2003. Beschaffungsseitig orientierte Ansätze im Online Insuring. WU Wien (Details)
  Sureth, Caren. 2003. Die Wirkungen gesetzlicher und theoretischer Übergangsregelungen bei Steuerreformen - eine ökonomische Analyse steuerinduzierter Verzerrungen am Beispiel der Reform der Besteuerung von Beteiligungserträgen. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 505. (Details)
  Stoughton, Neal. 2003. Enron Corporation and Using EVA to Consolidate Special Purpose Entities. (Details)
  Zeileis, A., Hornik, K.. 2003. Generalized M-fluctuation tests for parameter instability. SFB Adaptive Information Systems and Modelling in Economics and Management Science, Report 80 (Details)
  Hörmann, W., Leydold, J.. 2003. Improved Perfect Slice Sampling. Research Report Series, Report 49, Department of Applied Statistics and Data Processing, WU Wien. (Details)
  Hofmann, T., Hübner, R., Schwaiger, M., Winkler, G.. 2003. Indirekte deutsche Immobilieninvestments im Portfoliomanagement. Diskussionsbeitrag Nr. 12 (ISSN 1433-1039) (Details)
  Hübner, R., Schwaiger, M., Winkler, G.. 2003. Österreichische Immobilienwertpapiere im Portfoliomanagement. Diskussionsbeitrag Nr.10 (ISSN 1433 - 1039), Universität Potsdam (Details)
  Leydold, J., Hörmann, W.. 2003. Smoothed Transformed Density Rejection. Institut für Statistik, WU Wien (Details)
  Hothorn, T., Leisch, F., Zeileis, A., Hornik, K.. 2003. The Design and Analysis of Benchmark Experiments. SFB Adaptive Information Systems and Modelling in Economics and Management Science, Report 82 (Details)
  Hothorn, T., Leisch, F., Zeileis, A., Hornik, K.. 2003. The design and analysis of benchmark experiments.. SFB Adaptive Information Systems and Modelling in Economics and Management Science, Report 82 (Details)
  Kuzmany, Katrin, Theil, Michael. 2003. Werbemitteldesign und Markenpolitik in Versicherungsunternehmen. WU Wien (Details)
  Schäffer, Ellen, Theil, Michael. 2003. Wintersportregionen im wachsenden Wettbewerb. Eine Marketingkonzeption für die Region Saalbach-Hinterglemm. WU Wien (Details)
2002 Meyer, D., Leisch, F., Hornik, K.. 2002. Benchmarking support vector machines. SFB Adaptive Information Systems and Modeling in Economics and Management Science, Report 78 (Details)
  Sureth, Caren. 2002. Die Besteuerung von Beteiligungsveräußerungen - eine ökonomische Analyse der Interdependenzen von laufender und einmaliger Besteuerung. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 487. (Details)
  König, Rolf and Sureth, Caren. 2002. Die ökonomische Analyse der Auswirkungen der Unternehmenssteuerreform auf Sachinvestitionsentscheidungen vor dem Hintergrund von Vorteilhaftigkeits- und Neutralitätsüberlegungen - diskreter und stetiger Fall. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 484. (Details)
  Zeileis, A., Leisch, F., Kleiber, C., Hornik, K.. 2002. Monitoring structural change in dynamic econometric models. SFB Adaptive Information Systems and Modelling in Economics and Management Science, Report 64 (Details)
  Loistl, O./Veverka, A. . 2002. Optimal Stock Market Design. Experimental Evidence from Xetra. Working Paper (Details)
  Wittmann, Friedrich, Theil, Michael. 2002. Prüfung des Internen Kontrollsystems bei Versicherungsunternehmen. WU Wien (Details)
  Badinger, Harald, Müller, Werner, Tondl, Gabriele. 2002. Regional convergence in the European Union (1985-1999): a spatial dynamic panel analysis. IEF Working Paper, No. 47, Institut für Europafragen, Wirtschaftsuniversität Wien (Details)
  Meyer, D., Leisch, F., Hothorn, T., Hornik, K.. 2002. StatDataML: An XML based format for statistical data. SFB Adaptive Information Systems and Modeling in Economics and Management Science, Report 75 (Details)
  Niemann, Rainer and Sureth, Caren. 2002. Taxation under uncertainty - problems of dynamic programming and contingent claims analysis in real option theory. CESifo, Center for Economic Studies and Ifo Institute, Working Paper No. 709 und SSRN Working Paper No. 312131. (Details)
  Zeileis, A., Kleiber, Ch., Krämer, W.. 2002. Testing and Dating of Structural Changes in Practice. SFB Reduction of Complexity for Multivariate Data, Report 39/02 (Details)
  Loistl, O./Schossmann, B./Veverka, A. . 2002. Tick Size Changes and Nasdaq Market Quality. Working Paper (Details)
  Randl, Otto. 2002. Visibility Effects of Equity Cross-listings. Working Paper. (Details)
2001 Frühwirth-Schnatter, Sylvia. 2001. Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222. (Details)
  Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2001. Time varying skewness. (Details)
  Kührer, M./Loistl, O./Veverka, A.. 2001. A Holistic Approach to Portfolio Management. Working Paper (Details)
  Hauser, M.. 2001. A partitioning approach to the specification of large VAR models: With an application to the DAX30 series. Working Paper, Department of Statistics, Vienna University of Economics and Business Administration (Details)
  Pötzelberger, K.. 2001. Admissible unbiased quantizations: distributions without linear components. Department of statistics and Mathematics (Details)
  Leydold, Josef, Derflinger, Gerhard, Tirler, Günter, Hörmann, W.. 2001. An Automatic Code Generator for Nonuniform Random Variate Generation. Preprint (Details)
  Strejcek, Gerhard / Theil, Michael. 2001. Die EU-Osterweiterung. Rechtliche, politische und ökonomische Fragen. Wien (Details)
  Rossini, A.J., Mächler, M., Hornik, K., Heiberger, R.M., Sparapani R.. 2001. Emacs Speaks Statistics: A Universal Interface for Statistical Analysis. Department of Biostatistics, University of Washington, Technical Report 164 (Details)
  Pötzelberger, K., Sögner L.. 2001. Equilibrium and Learning in a non-stationary Environment. SFB-Report Series, no.59, Vienna University of Economics and Business Administration, Vienna (Details)
  Pötzelberger, K., Hanke, M.. 2001. Option pricing in the presence of warrants. Department of Statistics and Mathematics (Details)
  Pötzelberger, K.. 2001. Quantization of Models: Local Approach and Asymptotically Optimal Partitions. Department of Statistics and Mathematics (Details)
  Zeileis, A., Leisch, F., Hornik, K., Kleiber, C.. 2001. strucchange: An R Package for Testing for Structural Change in Linear Regression Models. SFB Adaptive Information Systems and Modeling in Economics and Management Science, Report 55 (Details)
2000 Zeileis, Achim. 2000. Values and Alternative Boundiers for CUSUM tests. SFB Adaptive Information Systems and Modelling in Economics and Management Science: Working Paper 78. (Details)
  Frühwirth-Schnatter, Sylvia, Otter, Thomas, Tüchler, Regina. 2000. A Fully Bayesian Analysis of Multivariate Latent Class Models with Applications to Metric Conjoint Analysis. Research Report Series, Department of Statistics and Mathematics, Report 74. (Details)
  Kaufmann, Sylvia, Frühwirth-Schnatter, Sylvia. 2000. Bayesian analysis of switching ARCH-models. Technical report 1999-72, Institut für Statistik, WU Wien. (Details)
  Frühwirth-Schnatter, Sylvia. 2000. Discussion of the paper by Durbin and Koopman on "Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives". Journal of the Royal Statistical Society, B 62, 43-44. (Details)
  Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2000. Nonlinear versus non-gaussian volatility models. (Details)
  Stoughton, Neal, Zechner, Josef. 2000. The Dynamics of Capital Allocation. (Details)
  Pötzelberger, K.. 2000. Admissible unbiased quanitzations: distributions without linear components. Research Report 74, Institut für Statistik, WU (Details)
  Pötzelberger, K.. 2000. Admissible unbiased quantizations: distributions with linear components. Research Report Series 75, Department of Statistics and Mathematics (Details)
  Maurer, Claudia, Theil, Michael. 2000. Auswirkungen der Europäischen Regionalpolitik auf den ländlichen Raum im Land Niederösterreich unter besonderer Berücksichtigung des Zielgebiets 5b. WU Wien (Details)
  Pötzelberger, K., Wang, L.. 2000. Boundary Crossing Probability for Brownian Motion. Technical Report, University of Manitoba, Canada (Details)
  Bieche, Gudrun, Theil, Michael. 2000. Der Telephonvertrieb von KFZ-Versicherungen in Italien. WU Wien (Details)
  Davies, E.B., Leydold, Josef, Stadler, P.F.. 2000. Discrete Nodal Domain Theorems. Research Report Series, Report 35, Department of Statistics and Mathematics. (Details)
  Hauser, M., Kunst, R. M.. 2000. Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model. Preprint (Details)
  Knezevic, Marijana, Pranjic, Monika, Theil, Michael. 2000. Kroatien im Transformationsprozeß von der Plan- zur Marktwirtschaft unter besonderer Berücksichtigung des Finanzsektors. WU Wien (Details)
  Mueller-Camen, M., Ledolter, J., Mayrhofer, W., Strunk, G., Erten-Buch, C.. 2000. Neue Formen der Arbeitsorganisation - die europäische Perspektive. Duisburg Working Papers on East-Asian Studies, 34: 17-40 (Details)
  Pötzelberger, K., Sögner, L.. 2000. Stochastic Equilibrium: Learning by Exponential Smoothing. Working Paper No. 67 Vienna University of Economics and Business Administration, Vienna (Details)
  Sureth, Caren. 2000. The influence of taxation on partially irreversible investment decisions - A real option approach. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 462. (Details)
1999 Frühwirth-Schnatter, Sylvia. 1999. Model Likelihoods and Bayes Factors for Switching and Mixture Models. Forschungsbericht No. 71 des Institutes für Statistik, WU Wien. (Details)
  Brodersen, Hans, Theil, Michael. 1999. CEMS Euro Report. WU Wien (Details)
  Trapletti A., Geyer A., Leisch F.. 1999. Cointegration and exchange market efficiency: An analysis of high frequency data. Working Paper 52, SFB Nr.010 ('Adaptive Information Systems and Modelling in Economics and Managment Science') (Details)
  Pötzelberger, K.. 1999. Consistency of the Empirical Quantization Error. Forschungsbericht No. 70 des Institutes für Statistik, WU Wien (Details)
  Höger, A., Pötzelberger, K.. 1999. Die Bewertung von Neuemissionen am Markt für Corporate Bonds: Eine Anwendung des Ansatzes von Merton (1974). Working Paper, Wirtschaftsuniversität Wien (Details)
  Geyer, A.L.J., Mader, R.. 1999. Estimation of the term structure of interest rates - A parametric approach. OeNB Working Paper, 37 (Details)
  Hackl, P., Weber, B.. 1999. Forecasting the Term Structure of Interest Rates. Forschungsbericht Nr. 65, Institut für Statistik, WU Wien (Details)
  Sureth, Caren and König, Rolf. 1999. General investment neutral tax systems and real options. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 428. (Details)
  P. M. Gleiss, J. Leydold, P. F. Stadler. 1999. Interchangeability of Relevant Cycles in Graphs. Preprint No. 99­07­046, Santa Fe Institute (Details)
  Hackl, P., Maderbacher, M.. 1999. On the Robustness of Rank­based CUSUM Chart. Forschungsbericht Nr. 62, Institut für Statistik, WU Wien (Details)
  Hackl, P., Maderbacher, M.. 1999. On the Robustness of the Rank-based CUSUM Chart against Autocorrelation. Research Report Series, Department of Statistics and Mathematics, Report 62 (Details)
  Tume, Ursula, Theil, Michael. 1999. Rating von Erstversicherungen. WU Wien (Details)
  Pötzelberger, K., Sögner, L.. 1999. Sample Autocorrelation Learning in a Capital Market Model. SFB-Working Paper no. 57, Vienna University of Economics and Business Administration, Vienna (Details)
  König, Rolf and Sureth, Caren. 1999. Some new aspects of neoclassical investment theory with taxes. University of Bielefeld, Faculty for Business Administration and Economics, Discussion Paper No. 436. (Details)
  Pötzelberger, K.. 1999. The General Quantization Problem for Distributions with Regular Support. Forschungsbericht No. 69 des Institutes für Statistik, WU Wien (Details)
  Pötzelberger, K.. 1999. The Quantization Dimension of Dimension of Distributions. Forschungsbericht No. 68 des Institutes für Statistik, WU Wien (Details)
1998 Frühwirth-Schnatter, Sylvia. 1998. MCMC Estimation of Classical and Dynamic Switching and Mixture Models. Forschungsbericht No. 61 des Institutes für Statistik, WU Wien. (Details)
  Commenda, Sabine, Theil, Michael. 1998. Einsatz des Internet im Versicherungsmarketing. WU Wien (Details)
  Katzenbeisser, W., Panny, W.. 1998. On the Number of Times where a Imple Random Walk Reaches a Nonnegative Height. Forschungsbericht des Instituts für Statistik Nr. 59, Wirtschaftsuniversität Wien (Details)
  Leydold, J.. 1998. The Geometry of Regular Trees with the Faber­Krahn Property. Preprint No. 98­08­068, Santa Fe Institute (Details)
  Katzenbeisser, W., Panny, W.. 1998. The Maximal Height of Simple Random Walks Revisited. Forschungsbericht des Instituts für Statistik Nr. 58, Wirtschaftsuniversität Wien (Details)
1997 Heinkel, Robert, Stoughton, Neal. 1997. A New Method of Portfolio Performance Measurement. (Details)
  Frühwirth-Schnatter, Sylvia. 1997. Discussion of the paper by Diggle and Al Wasel on "Spectral analysis of replicated biomedical time series." Applied Statistics, 46, 62-63. (Details)
1996 Dittrich, R., Hatzinger, R., Katzenbeisser, W.. 1996. Subject-specific covariates in the Bradley-Terry model: a log-linear approach. Forschungsbericht des Instituts für Statistik Nr. 49, Wirtschaftsuniversität Wien (Details)
1995 Strasser, H.. 1995. On a Lemma of Schachermayer. Technical Report, Department of Statistics, Vienna University of Economics and Business Administration (Details)
1993 Hatzinger, R., Panny, W.. 1993. Single and Twin-heaps as Natural Data Structures for Percentile Point Simulation Algorithms. Forschungsbericht des Instituts für Statistik 32, Wirtschaftsuniversität Wien (Details)
1991 Hatzinger, R., Katzenbeisser, W.. 1991. A Combination of Nonparametric Tests for Trend in Location. Forschungsbericht des Instituts für Statistik Nr. 15, Wirtschaftsuniversität Wien (Details)
  Hatzinger, R.. 1991. Quasi-Likelihood Methoden zu Analyse von unabhängigen und abhängigen Beobachtungen. Forschungsbericht des Instituts für Statistik 13, Wirtschaftsuniversität Wien (Details)
1990 Nagel, H., Hatzinger, R.. 1990. Diagnostics in Some Discrete Choice Models. Forschungsbericht des Instituts für Statistik 7, Wirtschaftsuniversität Wien (Details)