@techreport{66449,
  abstract     = {{This paper evaluates the forecasting performance of an expanded class of (semi-)parametric 
GARCH models belonging to the EGARCH family (EGF), including recently introduced long  
and short memory specifications and their semiparametric extensions. The semiparametric 
variants employ a multiplicative volatility decomposition into conditional and slowly varying 
unconditional components, where the latter is estimated via a data-driven local polynomial 
smoother to accommodate non-stationarities commonly observed in financial time series. Based 
on the revised Basel Committee framework for market-risk assessment, all models are capable 
of producing rolling one-day-ahead forecasts for Value at Risk (VaR) and Expected Shortfall 
(ES) under a wide range of symmetric and skewed innovation distributions. Their forecasting 
accuracy is examined using the regulatory traffic light tests for VaR and the recently developed 
ES-specific traffic light procedure, complemented by the regulatory loss function. In addition, 
model selection incorporates both a recently proposed corrected firm-oriented loss function that 
accounts for opportunity costs and the Weighted Absolute Deviation (WAD) criterion. The 
empirical comparison demonstrates that (semiparametric) long memory GARCH models - 
particularly those combining fractional dynamics with nonparametric scale adjustments - can 
serve as valuable alternatives to traditional parametric short memory models, offering more 
stable volatility estimates and improved tail-risk forecasts for practical risk management 
applications.}},
  author       = {{Hanke, Dominik Christian and Uhde, André and Feng, Yuanhua}},
  keywords     = {{semiparametric GARCH extension, data-driven local polynomial smoother, long  memory, GARCH models, Value at Risk, Expected Shortfall, traffic light test, backtesting, Basel  III, market risk}},
  title        = {{{Application of Novel Exponential (Semi-)Parametric Short and Long  Memory GARCH Models under Regulatory Requirements of Basel III}}},
  year         = {{2026}},
}

@techreport{66447,
  abstract     = {{Volatility modeling is utilized across numerous fields including finance, environmental studies, and 
social sciences. It is particularly relevant in scenarios where understanding and predicting conditional 
variability is crucial, such as when dealing with incremental or time-dependent data. In this paper, novel 
short and long memory volatility models of the EGARCH family are introduced and analyzed, which 
are closely related to the well-established EGARCH model proposed by Nelson (1991) but share 
desirable theoretical properties in several dimensions. Recently developed members of the so-called 
EGARCH family, which introduces a modulus-log transformation proposed by John and Draper (1980) 
and a power transformation for the size and magnitude effect to tackle the problem with near-zero 
innovations and the asymmetric impact of positive and negative shocks on the volatility, are discussed. 
After a theoretical discussion of the proposed and related volatility models, the practical performance 
of the elaborated volatility models is compared to well-established and traditional GARCH approaches. 
A general QMLE algorithm is proposed to estimate the model parameters. The practical relevance of the 
advanced models is illustrated through a comparative study. By applying these volatility models to a 
variety of international stock index returns, this paper identifies market-specific characteristics as well 
as unique strengths and weaknesses of discussed volatility models. Although the practical performance 
of the recently introduced models is comparable to those obtained by the traditional EGARCH model, 
they generally outperform traditional non-exponential volatility models used as benchmarks and thus 
provide a useful alternative to existing short and long memory volatility models. }},
  author       = {{Hanke, Dominik Christian and Feng, Yuanhua and Uhde, André}},
  keywords     = {{Modulus Log-GARCH, Modified (FI)EGARCH, Modulus asymmetric (FI)Log-GARCH, (FI)EGARCH, long memory, modulus-log transformation, QMLE, model selection, implementation in  R}},
  title        = {{{Comparing the behaviors of some original short  and long memory exponential volatility models}}},
  year         = {{2026}},
}

@book{66570,
  author       = {{Breuing, Friederike and Daniel-Söltenfuß, Desiree and Kremer, H.-Hugo and Kückmann, Marie-Ann}},
  publisher    = {{Universitätsbibliothek Paderborn}},
  title        = {{{CommuniAction – Kommunikation und Verständigung spielerisch fördern und gestalten: eine praxisorientierte Handreichung für Akteur:innen in Innovations- und Verbundprojekten in der beruflichen Bildung}}},
  doi          = {{https://doi.org/10.17619/UNIPB/1-2672}},
  volume       = {{2}},
  year         = {{2026}},
}

@inproceedings{66596,
  author       = {{Rehmer, Lennart and Grieger, Nicole and Trier, Matthias and Kundisch, Dennis}},
  booktitle    = {{Proceedings of the 21. Internationale Tagung Wirtschaftsinformatik}},
  location     = {{Linz, Austria}},
  title        = {{{Can I Help to Explain That? A Conceptual Model Integrating Social Cognition and Intentional Stance Theories for Agentic XAI Design}}},
  year         = {{2026}},
}

@inproceedings{66597,
  author       = {{Rehmer, Torben and Rehmer, Lennart and Kundisch, Dennis and Trier, Matthias}},
  booktitle    = {{Proceedings of the 21. Internationale Tagung Wirtschaftsinformatik}},
  location     = {{Linz, Austria}},
  title        = {{{Structuring the Use of Virtual Reality in Human Behavior Research: A Taxonomy of Empirical Studies}}},
  year         = {{2026}},
}

@inproceedings{66595,
  author       = {{Hansmeier, Lars and Grieger, Nicole and Kundisch, Dennis}},
  booktitle    = {{Proceedings of the 21. Internationale Tagung Wirtschaftsinformatik, Student Track}},
  location     = {{Linz, Austria}},
  title        = {{{Mind the Gender Pitch Gap: The Effect of Regulatory Focus and Tense Orientation on Startup Funding}}},
  year         = {{2026}},
}

@techreport{65862,
  abstract     = {{This study examines how private peers’ disclosure transparency affects public firms’ information environment, captured through analyst forecast behavior. Focusing on the most important private firms operating in U.S. industries, we investigate whether private peer disclosure—despite differing substantially from public firm disclosure—is incorporated into analysts’ forecasts. In a cross-sectional analysis, we document lower forecast quality in industries where private peers’ disclosure intensity is low. In contrast, when private peers’ disclosure intensity is high, forecast quality does not differ from that in industries with only public peers. We find consistent results for a subsample of U.S. private peers. Consistent with this interpretation, a difference-in-differences analysis documents increased analyst forecast activity around the disclosure dates of private peers. Together, these findings indicate that analysts incorporate private peers’ information when these peers are both economically important and sufficiently transparent, and highlight that variation in private firms’ disclosure intensity generates heterogenous externalities for public firms. Overall, our evidence supports a cost-benefit trade-off in analysts’ information acquisition, and, by documenting the relevance of private peers’ information for public firms, contributes to the debate on the externalities of private firms’ disclosure transparency.}},
  author       = {{Beyer, Bianca and Flagmeier, Vanessa and Kosi, Urska}},
  issn         = {{1556-5068}},
  publisher    = {{TRR 266 Accounting for Transparency}},
  title        = {{{Private Peers’ Disclosure Transparency and Public Firms’ Information Environment}}},
  doi          = {{10.2139/ssrn.4438123}},
  year         = {{2026}},
}

@techreport{66347,
  author       = {{Rahali, Mahdi and Kosi, Urska and Gassen, Joachim}},
  title        = {{{The spatial and sectoral incidence of Germany’s COVID-19 insolvency gap}}},
  year         = {{2026}},
}

@techreport{65896,
  author       = {{Böing, Dennis and Kosi, Urska}},
  title        = {{{Dissemination of information by small caps}}},
  year         = {{2026}},
}

@article{54445,
  author       = {{Burmeister, Sascha Christian}},
  journal      = {{Croatian Operational Research Review}},
  number       = {{2}},
  title        = {{{A Memetic NSGA-III for Green Flexible Production with Real-Time Energy Costs & Emissions}}},
  doi          = {{10.17535/crorr.2025.0009}},
  volume       = {{16}},
  year         = {{2025}},
}

@article{59345,
  abstract     = {{<jats:title>ABSTRACT</jats:title><jats:p>We study the effect of education on vaccination against COVID in Germany in a sample of individuals above the age of 60. In ordinary least squares regressions, we find that, in this age group, one more year of education goes along with a 0.7 percentage point increase in the likelihood to get a COVID vaccination. In two stage least squares regressions where changes in compulsory schooling laws are used as exogenous variation for education, the effect of an additional year of education is estimated to be zero. The results hold for the compliers to the policy change which are older individuals at the lowest margin of education.</jats:p>}},
  author       = {{Monsees, Daniel and Schmitz, Hendrik}},
  issn         = {{1057-9230}},
  journal      = {{Health Economics}},
  number       = {{4}},
  pages        = {{643--654}},
  publisher    = {{Wiley}},
  title        = {{{The Effect of Compulsory Schooling on Vaccination Against COVID}}},
  doi          = {{10.1002/hec.4929}},
  volume       = {{34}},
  year         = {{2025}},
}

@inbook{59634,
  author       = {{Hufnagl, Julia and Kiepe, Karina and Annen, Silvia}},
  booktitle    = {{Berufsbildungsforschung. Rezeption – Translation – Transfer.}},
  editor       = {{Rödel, Bodo and Ertl, Hubert and Liebscher, Sandra }},
  pages        = {{171--187}},
  publisher    = {{Bundesinstitut für Berufsbildung (BIBB)}},
  title        = {{{Berufliche Kompetenzen für nachhaltiges Wirtschaften – Status quo und Herausforderungen in der betrieblichen Ausbildung}}},
  year         = {{2025}},
}

@inbook{59635,
  author       = {{Kiepe, Karina and Schlömer, Tobias}},
  booktitle    = {{Berufsbildungsforschung. Rezeption – Translation – Transfer.}},
  editor       = {{Rödel, Bodo and Ertl, Hubert and Liebscher, Sandra }},
  pages        = {{311--325}},
  publisher    = {{Bundesinstitut für Berufsbildung (BIBB)}},
  title        = {{{Transformative Forschung zur Berufsbildung für nachhaltige Entwicklung – Bedeutung und Funktion der Wissenschaft}}},
  year         = {{2025}},
}

@unpublished{59670,
  author       = {{Burmeister, Sascha Christian and Rogalski, Till Niklas and Schryen, Guido}},
  pages        = {{8}},
  title        = {{{Comparative Analysis of Evolutionary Algorithms for Energy-Aware Production Scheduling}}},
  year         = {{2025}},
}

@inbook{59676,
  author       = {{Uhde, André}},
  booktitle    = {{Unternehmerische Finanzierungspolitik – eine wertorientierte Einführung}},
  isbn         = {{978-3-7910-3086-9}},
  title        = {{{Unternehmensbewertung als Verknüpfung von Investitions- und Finanzierungsprogramm}}},
  year         = {{2025}},
}

@inbook{59674,
  author       = {{Uhde, André}},
  booktitle    = {{Unternehmerische Finanzierungspolitik – eine wertorientierte Einführung}},
  isbn         = {{978-3-7910-3086-9}},
  title        = {{{Ermittlung der Kosten des Eigen- und Fremdkapitals}}},
  year         = {{2025}},
}

@inbook{59675,
  author       = {{Uhde, André}},
  booktitle    = {{Unternehmerische Finanzierungspolitik – eine wertorientierte Einführung}},
  isbn         = {{978-3-7910-3086-9}},
  title        = {{{Relevanz und Wertbeitrag der Kapitalstruktur}}},
  year         = {{2025}},
}

@inbook{59677,
  author       = {{Uhde, André}},
  booktitle    = {{Institutionenökonomie und Betriebswirtschaftslehre}},
  isbn         = {{3800632128}},
  title        = {{{Wirtschaftswissenschaftliche Forschungsrichtungen vor der Neoklassik}}},
  year         = {{2025}},
}

@inbook{59678,
  author       = {{Uhde, André}},
  booktitle    = {{Institutionenökonomie und Betriebswirtschaftslehre}},
  isbn         = {{3800632128}},
  title        = {{{Grundlagen der Principal-Agent-Theorie}}},
  year         = {{2025}},
}

@book{59681,
  editor       = {{Uhde, André and Paul, Stephan and Horsch, Andreas and Kaltofen, Daniel and Weiß, Gregor}},
  isbn         = {{978-3-7910-3086-9}},
  title        = {{{Unternehmerische Finanzierungspolitik - Eine wertorientierte Einführung}}},
  year         = {{2025}},
}