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DateTitle Authors
2012 Are there bubbles in the Sterling-dollar Exchange Rate? New evidence from Sequential ADF TestsBettendorf, Timo / Chen, Wenjuan
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
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
2012 Fat-Tail Distributions and Business-Cycle ModelsAscari, Guido / Fagiolo, Giorgio / Roventini, Andrea
2013 Posterior inference in curved exponential families under increasing dimensionsBelloni, Alexandre / Chernozhukov, Victor
2013 Posterior inference in curved exponential families under increasing dimensionsBelloni, Alexandre / Chernozhukov, Victor
2006 Empirical models of imperfect competition: A discussionEinav, Liran / Nevo, Aviv
2013 A graphical approximation to generalization: Definitions and diagramsMartel García, Fernando / Wantchekon, Leonard

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