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DateTitle Authors
2010 Dynamical systems forced by shot noise as a new paradigm in the interest rate modelingBaranovski, Alexander L.
2010 Parametric estimation of risk neutral density functionsGrith, Maria / Krätschmer, Volker
2011 Using the value at risk method in estimation of investment risk in the metallurgical sector companiesMiłoś, Ewa
2005 Monetary equilibrium with decentralized trade and learningAraujo, Luis / Camargo, Braz
2001 A simple efficient GMM estimator of GARCH modelsSkoglund, Jimmy
2010 Semi-structural models for inflation forecastingKichian, Maral / Rumler, Fabio / Corrigan, Paul
2008 Metropolis-Hastings prefetching algorithmsStrid, Ingvar
2006 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous EquationsKiviet, Jan F. / Niemczyk, Jerzy
2009 Assessing indexation-based Calvo inflation modelsDufour, Jean-Marie / Khalaf, Lynda / Kichian, Maral
2009 Structural inflation models with real wage rigidities: The case of CanadaDufour, Jean-Marie / Khalif, Lynda / Kichian, Maral

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