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DateTitle Authors
2014 Bias-correction in vector autoregressive models: A simulation studyEngsted, Tom / Pedersen, Thomas Q.
2008 On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisationKlein, Ingo / Grottke, Michael
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2008 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
2004 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan
2007 The Returns to Pencil Use RevisitedSpitz-Oener, Alexandra
2005 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan
2006 Long memory with Markov-Switching GARCHKrämer, Walter
1999 Peaks or tails: What distinguishes financial data?Krämer, Walter / Runde, Ralf
2014 On an Estimation Method for an Alternative Fractionally Cointegrated ModelCarlini, Federico / Lasak, Katarzyna

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