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DateTitle Authors
2011 Empirical evidence on jumps and large fluctuations in individual stocksDoung, Diep / Swanson, Norman
2011 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion modelsCorradi, Valentina / Swanson, Norman
2011 Volatility in discrete and continuous time models: A survey with new evidence on large and small jumpsDuong, Diep / Swanson, Norman
2002 Financial Instability and Monetary Policy: The Swedish EvidenceBergman, U. Michael / Hansen, Jan
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2004 Predictive Density EvaluationCorradi, Valentina / Swanson, Norman R.
2005 Are business cycles all alike? A bandmass filter analysis of Italian and US cyclesNapoletano, Mauro / Roventini, Andrea / Sapio, Sandro
2011 The Euro changeover and price adjustments in ItalyCaporale, Guglielmo Maria / Girardi, Alessandro / Ventura, Marco
2012 Estimating the number of mean shifts under long memorySibbertsen, Philipp / Willert, Juliane
2011 Monitoring a change in persistence of a long range dependent time seriesHeinen, Florian / Willert, Juliane

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