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  • Your search results: "Bayer, Christian"
Showing 1 - 20 results of 911 for search '"Bayer, Christian"', query time: 0.95s Narrow search
  • 1
    Cover Image Dissertation
    Teje: die den Herrn beider Länder mit ihrer Schönheit erfreut ; eine ikonographische Studie
    by Bayer, Christian
    2014
    Description of contents
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    Holdings Uni Bonn
  • 2
    Cover Image Journal Article
    Combining non‐cointegration tests
    by Bayer, Christian   Hanck, Christoph Published in Journal of time series analysis (01.01.2013)
    “...The local power of many popular non‐cointegration tests has recently been shown to depend on a certain nuisance parameter. Depending on the value of that...”
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  • 3
    Cover Image Journal Article
    Pricing under rough volatility
    by Bayer, Christian   Friz, Peter   Gatheral, Jim Published in Quantitative finance (02.06.2016)
    “...From an analysis of the time series of realized variance using recent high-frequency data, Gatheral et al. [Volatility is rough, 2014] previously showed that...”
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  • 4
    Cover Image Journal Article
    ‘Wait-and-See’ business cycles?
    by Bachmann, Rüdiger   Bayer, Christian Published in Journal of monetary economics (01.09.2013)
    “...Are shocks to firms' profitability risk, propagated by physical capital adjustment costs, a major source of business cycle fluctuations? This paper studies...”
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  • 5
    Cover Image Journal Article
    Ki67, chemotherapy response, and prognosis in breast cancer patients receiving neoadjuvant treatment
    by Fasching, Peter A   Heusinger, Katharina   Haeberle, Lothar   Niklos, Melitta   Hein, Alexander   Bayer, Christian M   Rauh, Claudia   Schulz-Wendtland, Ruediger   Bani, Mayada R   Schrauder, Michael   Kahmann, Laura   Lux, Michael P   Strehl, Johanna D   Hartmann, Arndt   Dimmler, Arno   Beckmann, Matthias W   Wachter, David L Published in BMC cancer (14.11.2011)
    “...The pathological complete response (pCR) after neoadjuvant chemotherapy is a surrogate marker for a favorable prognosis in breast cancer patients. Factors...”
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  • 6
    Cover Image Journal Article
    Investment Dispersion and the Business Cycle
    by Rüdiger Bachmann   Christian Bayer Published in The American economic review (01.04.2014)
    “...The cross-sectional dispersion of firm-level investment rates is procyclical. This makes investment rates different from productivity, output, and employment...”
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  • 7
    Cover Image Journal Article
    A Comment on the Economics of Labor Adjustment: Mind the Gap: Evidence from a Monte Carlo Experiment
    by Bayer, Christian Published in The American economic review (01.12.2009)
    “...This comment addresses a point raised in Russell Cooper and Jonathan Willis (2003, 2004), which discusses whether the “gap approach” is appropriate to describe...”
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  • 8
    Cover Image Journal Article
    Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets
    by Bayer, Christian   Laurence, Peter Published in Communications on pure and applied mathematics (01.10.2014)
    “...We consider a basket of options with both positive and negative weights in the case where each asset has a smile, i.e., evolves according to its own local...”
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  • 9
    Cover Image Journal Article
    Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk
    by Bayer, Christian   Luetticke, Ralph   Pham‐Dao, Lien   Tjaden, Volker Published in Econometrica (01.01.2019)
    “...Households face large income uncertainty that varies substantially over the business cycle. We examine the macroeconomic consequences of these variations in a...”
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  • 10
    Cover Image Journal Article
    Dynamic programming for optimal stopping via pseudo-regression
    by Bayer, Christian   Redmann, Martin   Schoenmakers, John Published in Quantitative finance (02.01.2021)
    “...We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo...”
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  • 11
    Cover Image Journal Article
    Pricing American options by exercise rate optimization
    by Bayer, Christian   Tempone, Raúl   Wolfers, Sören Published in Quantitative finance (01.11.2020)
    “...A new method for the numerical pricing of American options...”
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  • 12
    Cover Image eBook
    Intergenerational ties and case fatality rates: a cross-country analysis
    by Bayer, Christian   Kuhn, Moritz
    01.04.2020
    “...COVID-19 is spreading and has reached the state of a worldwide pandemic and health systems are or will be tested in how they can deal with it. So far, during...”
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  • 13
    Cover Image Journal Article
    A FUNCTIONAL LIMIT THEOREM FOR LIMIT ORDER BOOKS WITH STATE DEPENDENT PRICE DYNAMICS
    by Christian Bayer   Ulrich Horst   Jinniao Qiu Published in The Annals of applied probability (01.10.2017)
    “...We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). Our model is flexible enough to allow for a dependence of the price...”
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  • 14
    Cover Image Journal Article
    Large open economies and fixed costs of capital adjustment
    by Bayer, Christian   Tjaden, Volker Published in Review of economic dynamics (01.07.2016)
    “...Capital reallocation creates excess volatility in investment in many two-country open economy models. Convex adjustment costs to capital have become a standard...”
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  • 15
    Cover Image Journal Article
    Implied stopping rules for American basket options from Markovian projection
    by Bayer, Christian   Häppölä, Juho   Tempone, Raúl Published in Quantitative finance (04.03.2019)
    “...This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and Black-Scholes...”
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  • 16
    Cover Image Journal Article
    Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
    by Bayer, Christian   Ben Hammouda, Chiheb   Tempone, Raúl Published in Quantitative finance (01.09.2020)
    “...The rough Bergomi (rBergomi) model, introduced recently in Bayer et al. [Pricing under rough volatility. Quant. Finance, 2016, 16(6), 887-904], is a promising...”
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  • 17
    Cover Image Journal Article
    Investment dynamics with fixed capital adjustment cost and capital market imperfections
    by Bayer, Christian Published in Journal of monetary economics (2006)
    “...This paper examines the implications of financing frictions on capital stocks and on capital accumulation in the presence of non-convex costs of adjusting the...”
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  • 18
    Cover Image Journal Article
    SIMULATION OF FORWARD-REVERSE STOCHASTIC REPRESENTATIONS FOR CONDITIONAL DIFFUSIONS
    by Christian Bayer   John Schoenmakers Published in The Annals of applied probability (01.10.2014)
    “...In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,...”
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  • 19
    Cover Image eBook
    Which ladder to climb?: decomposing life cycle wage dynamics
    by Bayer, Christian   Kuhn, Moritz
    01.07.2019
    “...Wages grow and become more unequal as workers age. Economic theory focuses on worker investment in human capital, search for employers, and residual wage...”
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  • 20
    Cover Image Journal Article
    A regularity structure for rough volatility
    by Bayer, Christian   Friz, Peter K   Gassiat, Paul   Martin, Jorg   Stemper, Benjamin Published in Mathematical finance (01.07.2020)
    “...A new paradigm has emerged recently in financial modeling: rough (stochastic) volatility. First observed by Gatheral et al. in high‐frequency data,...”
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