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DateTitle Authors
2014 Two-part models for fractional responses defined as ratios of integersOberhofer, Harald / Pfaffermayr, Michael
2010 On the Hansen-Jagannathan distance with a no-arbitrage constraintGospodinov, Nikolay / Kan, Raymond / Robotti, Cesare
2011 Chi-squared tests for evaluation and comparison of asset pricing modelsGospodinov, Nikolay / Kan, Raymond / Robotti, Cesare
2012 IV-Based Cointegration Testing in Dependent Panels with Time-Varying VarianceHanck, Christoph / Demetrescu, Matei / Tarcolea, Adina
2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series modelGürtler, Marc / Rauh, Ronald
2006 Country Default Probabilities: Assessing and BacktestingVogl, Konstantin / Maltritz, Dominik / Huschens, Stefan / Karmann, Alexander
2002 Testing the diffusion coefficientKleinow, Torsten
2001 Fractional integration and business cycle featuresCandelon, Bertrand / Gil-Alaña, Luis A.
2000 Bootstrap inference in single equation error correction modelsHerwartz, Helmut / Neumann, Michael H.
2000 Modelling seasonality with fractionally integrated processesGil-Alaña, Luis A.

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