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DateTitle Authors
2006 Are output growth-rate distributions fat-tailed? Some evidence from OECD countriesFagiolo, Giorgio / Napoletano, Mauro / Roventini, Andrea
2009 Detrending and the distributional properties of US output time seriesFagiolo, Giorgio / Napoletano, Mauro / Piazza, Marco / Roventini, Andrea
2002 Subjektive Daten in der empirischen Wirtschaftsforschung: Probleme und PerspektivenWinkelmann, Rainer
2003 Credit Risk Factor Modeling and the Basel II IRB ApproachHamerle, Alfred / Liebig, Thilo / Rösch, Daniel
2005 Incorporating prediction and estimation risk in point-in-time credit portfolio modelsHamerle, Alfred / Knapp, Michael / Liebig, Thilo / Wildenauer, Nicole
2012 Are there bubbles in the Sterling-dollar Exchange Rate? New evidence from Sequential ADF TestsBettendorf, Timo / Chen, Wenjuan
2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return VolatilityAndersen, Torben G. / Bollerslev, Tim / Francis X. Diebold,
2004 Realized beta: Persistence and predictabilityAndersen, Torben G. / Bollerslev, Tim / Diebold, Francis X. / Wu, Jin
2014 Minimum distance estimation of dynamic models with errors-in-variablesGospodinov, Nikolay / Komunjer, Ivana / Ng, Serena
2013 Posterior inference in curved exponential families under increasing dimensionsBelloni, Alexandre / Chernozhukov, Victor

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