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DateTitle Authors
2008 Models for time-varying moments using maximum entropy applied to a generalized measure of volatilityHerrmann, Klaus
2004 Finite sample of the Durbin-Watson test against fractionally integrated disturbancesKleiber, Christian / Krämer, Walter
2008 Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility componentsLiu, Ruipeng / Di Matteo, Tiziana / Lux, Thomas
2002 Simultaneously Modelling Conditional Heteroskedasticity and Scale ChangeFeng, Yuanhua
2013 A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominanceCorradi, Valentina / Swanson, Norman
2013 Density and conditional distribution based specification analysisDuong, Diep / Swanson, Norman
2013 Diffusion index model specification and estimation using mixed frequency datasetsKihwan, Kim / Swanson, Norman
1996 Mean Reversion in EMS Exchange RatesMizrach, Bruce
2009 Monetary policy implementation and overnight rate persistenceNautz, Dieter / Scheithauer, Jan
2005 Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemesCorradi, Valentina / Swanson, Norman R.

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