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DateTitle Authors
2004 Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo SimulationsWinker, Peter / Meyer, Mark
2005 The convergence of optimization based estimators : theory and application to a GARCH-modelWinker, Peter / Maringer, Dietmar
2015 Robust forecast comparisonJin, Sainan / Corradi, Valentina / Swanson, Norman
1999 Do business-related services really lag behind manufacturing industries in the business cycle?Kaiser, Ulrich / Voß, Katrin
2005 On the estimation of the global minimum variance portfolioKempf, Alexander / Memmel, Christoph
2008 Is double trouble? How to combine cointegration testsBayer, Christian / Hanck, Christoph
2004 Validating multiple structural change models : A case studyKleiber, Christian / Zeileis, Achim
2004 Pricing of options under different volatility modelsHerzberg, Markus / Sibbertsen, Philipp
2006 Long memory with Markov-Switching GARCHKrämer, Walter
2002 Monitoring structural change in dynamic econometric modelsZeileis, Achim / Leisch, Friedrich / Kleiber, Christian / Hornik, Kurt

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