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DateTitle Authors
2002 Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returnsFischer, Matthias J.
2010 Markov-switching and the Ifo business climate: The Ifo business cycle traffic lightsAbberger, Klaus / Nierhaus, Wolfgang
2007 In search of FDI-led growth in developing countriesKlasen, Stephan / Herzer, Dierk / Nowak-Lehmann D., Felicitas
2004 Testing for Causality in Variance using Multivariate GARCH ModelsHafner, Christian M. / Herwartz, Helmut
2007 Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange RatesLee, Hwa-Taek / Yoon, Gawon
2004 Semiparametric multivariate volatility modelsRombouts, Jeroen V. K. / Hafner, Christian M.
2005 Tests of Bias in Log-Periodogram RegressionDavidson, James E. H. / Sibbertsen, Philipp
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

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