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DateTitle Authors
2011 Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus
2011 A characterization of oil price behavior: Evidence from jump modelsGronwald, Marc
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2011 Modeling stock market indexes with copula functionsLeśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil
2013 Inflation persistence in Central and Eastern European countriesDarvas, Zsolt / Varga, Balázs
2002 The ARAR error model for univariate time series and distributed lag modelsCarter, R. A. L. / Zellner, A.
2011 Hospital costs and unexpected demand: The case of GreeceBoutsioli, Zoe
2011 Are exchange rates really free from seasonality? An exploratory analysis on monthly time seriesCellini, Roberto / Cuccia, Tiziana
2005 Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressionsStrikholm, Birgit / Teräsvirta, Timo

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