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DateTitle Authors
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.
2009 Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functionsAi, Chunrong / Chen, Xiaohong
2009 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residualsChen, Xiaohong / Pouzo, Demian
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
2009 Efficient estimation of copula-based semiparametric Markov modelsChen, Xiaohong / Wu, Wei Biao / Yi, Yanping
2011 The Euro changeover and price adjustments in ItalyCaporale, Guglielmo Maria / Girardi, Alessandro / Ventura, Marco
2009 Macroeconomic news, announcements, and stock market jump intensity dynamicsRangel, José Gonzalo

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