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DateTitle Authors
2002 Solving the Esscher puzzle: the NEF-GHS option pricing modelFischer, Matthias J.
2002 Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returnsFischer, Matthias J.
2009 A blocking and regularization approach to high dimensional realized covariance estimationHautsch, Nikolaus / Kyj, Lada M. / Hautsch, Nikolaus
2005 Interregional integration of wheat markets in KazakhstanBrosig, Stephan / Yahshilikov, Yorbol
2005 Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004Siklos, Pierre L. / Bohl, Martin T.
2005 The relationship between insider trading and volume-induced return autocorrelationGilbert, Aaron / Tourani Rad, Alireza / Wisniewski, Tomasz Piotr
2001 Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
2001 Unit root tests for time series with level shifts: A comparison of different proposalsLanne, Markku / Lütkepohl, Helmut
2001 Unit root tests in the presence of innovational outliersLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
2000 Testing the purchasing power parity in pooled systems of error correction modelsHerwartz, Helmut / Reimers, Hans-Eggert

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