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DateTitle Authors
2004 Efficient importance sampling maximum likelihood estimation of stochastic differential equationsPastorello, Sergio / Rossi, Eduardo
1999 The recursive thick frontier approach to estimating efficiencyWagenvoort, Rien / Schure, Paul
2008 Long memory and tail dependence in trading volume and volatilityRossi, Eduardo / Santucci de Magistris, Paolo / Fantazzini, Dean
2006 Time dependent relative risk aversionGiacomini, Enzo / Handel, Michael / Härdle, Wolfgang Karl
2008 Spline Smoothing over Difficult RegionsKoopman, Siem Jan / Wong, Soon Yip
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2010 Flexible and robust modelling of volatility comovements: a comparison of two multifractal modelsLiu, Ruipeng / Lux, Thomas
2010 GMM estimation of Multifractal Random Walks using an efficient algorithm for HAC covariance matrix estimationSattarhoff, Cristina
2010 Consistent Estimation of Structural Parameters in Regression Models with Adaptive LearningChristopeit, Norbert / Massmann, Michael
2011 A Bayesian Analysis of Unobserved Component Models using OxBos, Charles S.

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