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Dr. Kerstin Kehrle - Publikationen

Postdoktorandin Prof. M. Paolella



Publikationen

Journal Articles (1)

A new marked point process model for the federal funds rate target: methodology and forecast evaluation
Joachim Grammig, Kerstin Kehrle
In: Journal of Economic Dynamics and Control, Vol. 32 (No. 7), p. 2370-2396, Juli 2008.


Dissertationen (1)

Applications of Point Processes in Empirical Economics and Finance
Kerstin Kehrle
Betreuer: Joachim Prof. Dr. Grammig
University of Tuebingen, 2010.


Working Papers (2)

The information content of option demand
Tatjana-Xenia Puhan, Kerstin Kehrle
Swiss Finance Institute Research Paper, No. 12-43, Mai 2014.


International Price Discovery in Stock Markets - A Unique Intensity Based Information Share
Kerstin Kehrle, Franziska Julia Peter
SSRN, No. 1569507, 2010.