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DateTitle Authors
2003 Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot PricesCarnero, M. Angeles / Koopman, Siem Jan / Ooms, Marius
2011 Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions? The Swedish stock market in the financial crises 2008Grobys, Klaus
2002 Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin StatisticKleibergen, Frank
2013 The real consequences of financial stressMittnik, Stefan / Semmler, Willi
2006 Estimation with the nested logit model: specifications and software particularitiesSilberhorn, Nadja / Boztuğ, Yasemin / Hildebrandt, Lutz
2006 Bootstrapping systems cointegration tests with a prior adjustment for deterministic termsTrenkler, Carsten
2007 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHsPerederiy, Volodymyr
2008 Modelling high-frequency volatility and liquidity using multiplicative error modelsHautsch, Nikolaus / Jeleskovic, Vahidin
2007 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based ApproachCaliendo, Marco / Kritikos, Alexander S.
2002 The Last Word on the Wage Curve?Nijkamp, Peter / Poot, Jacques

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