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DateTitle Authors
2013 Managing portfolio risk using multivariate extreme value methodsHilal, Sawson / Poon, Ser-Huang / Tawn, Jonathan
2010 Models for heavy-tailed asset returnsBorak, Szymon / Misiorek, Adam / Weron, Rafał
2011 Sources of real exchange rate volatility and international financial integration: A dynamic GMM panel approachCaporale, Guglielmo Maria / Amor, Thouraya Hadj / Rault, Christophe
2006 Bayesian simultaneous determination of structural breaks and lag lengthsHultblad, Brigitta
2006 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous EquationsKiviet, Jan F. / Niemczyk, Jerzy
2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo ExperimentKoetse, Mark J. / Florax, Raymond J.G.M. / de Groot, Henri L.F.
2009 Simulations du ratio du service de la dette des consommateurs en utilisant des données microDjoudad, Ramdane
2008 Non-linearities, model uncertainty, and macro stress testingMisina, Miroslav / Tessier, David
2010 Macroprudential regulation and systemic capital requirementsGauthier, Céline / Lehar, Alfred / Souissi, Moez
2005 Correlation between intensity and recovery in credit risk modelsGaspar, Raquel M. / Slinko, Irina

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