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DateTitle Authors
2005 Forecasting exchange rate volatility in the presence of jumpsBusch, Thomas / Christensen, Bent Jesper / Nielsen, Morten Ørregaard
2007 From transition to competition: dynamic efficiency analysis of Polish electricity distribution companiesCullmann, Astrid / von Hirschhausen, Christian R.
2005 The implied-realized volatility relation with jumps in underlying asset pricesChristensen, Bent Jesper / Nielsen, Morten Ørregaard
2003 Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ. A Simulation Based Study with Application to Historical Height SamplesA'Hearn, Brian / Komlos, John
2011 In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008Cai, Lili / Swanson, Norman R.
2014 Does team competition increase pro-social lending? Evidence from online microfinanceChen, Roy / Chen, Yan / Liu, Yang / Mei, Qiaozhu
2010 Measuring industry relatedness and corporate coherenceBottazzi, Giulio / Pirino, Davide
2010 Threshold bipower variation and the impact of jumps on volatility forecastingCorsi, Fulvio / Pirino, Davide / Reno, Roberto
2007 Modeling industrial evolution in geographical spaceBottazzi, Giulio / Dosi, Giovanni / Fagiolo, Giorgio / Secchi, Angelo
2009 On the Pareto Type III distributionBottazzi, Giulio

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