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DateTitle Authors
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick
2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in TailsDiks, Cees / Panchenko, Valentyn / van Dijk, Dick
2006 Varying coefficient GARCH versus local constant volatility modeling: comparison of the predictive powerPolzehl, Jörg / Spokoiny, Vladimir
2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat TailsZhang, Xin / Creal, Drew / Koopman, Siem Jan / Lucas, Andre
2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S. / Koopman, Siem Jan
2006 How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area importsStirböck, Claudia
2006 How to treat benchmark revisions? The case of German production and orders statisticsKnetsch, Thomas A. / Reimers, Hans-Eggert
2010 Efficient Bayesian Estimation and Combination of GARCH-Type ModelsArdia, David / Hoogerheide, Lennart F.
2006 Time dependent relative risk aversionGiacomini, Enzo / Handel, Michael / Härdle, Wolfgang Karl
2008 Spline Smoothing over Difficult RegionsKoopman, Siem Jan / Wong, Soon Yip

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