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DateTitle Authors
2009 Forecasting volatility under fractality, regime-switching, long memory and student-t innovationsLux, Thomas / Morales-Arias, Leonardo
2013 A Detailed Decomposition of Synthetic Cohort AnalysisBarr, Tavis / Lin, Carl
2011 A Markov-switching multifractal approach to forecasting realized volatilityLux, Thomas / Morales-Arias, Leonardo / Sattarhoff, Cristina
2013 Personality traits and the perception of macroeconomic indicators: Survey evidenceOrland, Andreas
2007 With or without U? The appropriate test for a U shaped relationshipLind, Jo Thori / Mehlum, Halvor
2011 Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E. / Lux, Thomas
2005 Qualitative Business Surveys and the Assessment of Employment: A Case Study for GermanyAbberger, Klaus
2005 The Use of Qualitative Business Tendency: Surveys for Forecasting Business Investmentin GermanyAbberger, Klaus
2006 The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecastingLux, Thomas

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