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DateTitle Authors
2003 Forecasting Realised Volatility using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal AdjustmentHirvich, Clifford / Deo, Rohit S. / Luo, Yi
2003 Estimation of Mis-Specified Long Memory ModelsDeo, Rohit S. / Chen, Willa W.
2003 The Variance Ratio Statistic at Large HorizonsDeo, Rohit S. / Chen, Willa W.
2003 Endogeneity of Currency Areas and Trade Blocs: Evidence from the Inter-War PeriodWolf, Nikolaus / Ritschl, Albrecht
2004 Simulation of risk processesHärdle, Wolfgang Karl / Burnecki, Krzysztof / Weron, Rafał
2004 Adoption of e-business: patterns and consequences of network externalitiesSchade, Christian / Köllinger, Philipp
2004 Satisfaction and Interpersonal Closeness as Determinants of Relationship Commitment in Business-to-Business RelationshipsPaulssen, Marcel
2004 Prognose mit nichtparametrischen VerfahrenHärdle, Wolfgang Karl / Chen, Ying / Schulz, Rainer
2004 Modeling the risk process in the XploRe computing environmentWeron, Rafał / Burnecki, Krzysztof
2004 Skewness and Kurtosis TradesHärdle, Wolfgang Karl / Blaskowitz, Oliver J. / Schmidt, Peter
2004 (Non) Linear Regression ModelingČížek, Pavel
2004 Smoothing: Local Regression TechniquesLoader, Catherine
2004 Block Trading, Ownership Structure, and the Value of Corporate VotesDittmann, Ingolf
2004 Semiparametric multivariate volatility modelsRombouts, Jeroen V. K. / Hafner, Christian M.
2004 Dimension Reduction MethodsMizuta, Masahiro
2004 Multivariate Density Estimation and VisualizationScott, David W.
2004 Semiparametric modelsHorowitz, Joel L.
2004 Bayesian computational methodsRobert, Christian P.
2004 Object Oriented ComputingVirius, Miroslav
2004 Robust StatisticsGather, Ursula / Davies, P. Laurie
2004 Random number generationL'Ecuyer, Pierre
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