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DateTitle Authors
2011 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna / Reiß, Markus
2011 Bounds on treatment effects on transitionsRidder, Geert / Vikström, Johan
2006 VAR modeling for dynamic semiparametric factors of volatility stringsBrüggemann, Ralf / Härdle, Wolfgang Karl / Mungo, Julius / Trenkler, Carsten
2008 More on confidence intervals for partially identified parametersStoye, Jörg
2005 Comparing Distributions: The Harmonic Mass IndexHinloopen, Jeroen / van Marrewijk, Charles
2002 Program Evaluation and Random Program StartsFredriksson, Peter / Johansson, Per
2011 Exploring the economic convergence in the EU new member states by using nonparametric modelsRaileanu Szeles, Monica
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus
2012 Option calibration of exponential Lévy models: Implementation and empirical resultsSöhl, Jakob / Trabs, Mathias
2011 Can crop yield risk be globally diversified?Liu, Xiaoliang / Xu, Wei / Odening, Martin

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