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DateTitle Authors
2009 Efficient Estimation of an Additive Quantile RegressionCheng, Yebin / Gooijer, Jan G. De / Zerom, Dawit
2013 Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan / Cakmakli, Cem / Ceyhan, S. Pinar / van Dijk, Herman K.
2011 Spatial risk premium on weather derivatives and hedging weather exposure in electricityHärdle, Wolfgang Karl / Osipenko, Maria
2013 Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatilityBaruník, Jozef / Kukačka, Jiří
2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF TestsChen, Wenjuan / Bettendorf, Timo
2008 Independent component analysis via copula techniquesChen, Ray-Bing / Guo, Meihui / Härdle, Wolfgang Karl / Huang, Shih-Feng
2014 Beyond dimension two: A test for higher-order tail riskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl
2009 Testing for structural breaks in dynamic factor modelsBreitung, Jörg / Eickmeier, Sandra
2011 Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling provide Earnings Insurance?Mazza, Jacopo / van Ophem, Hans / Hartog, Joop

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