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DateTitle Authors
2009 Adaptive rate-optimal detection of small autocorrelation coefficientGuay, Alain / Guerre, Emmanuel / Lazarová, Štepána
2011 An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levelsLiow, Kim Hiang / Schindler, Felix
2009 Is more still better? Revisiting the sixth district coincident indicatorSilos, Pedro / Vilán, Diego
2002 The persistence and asymmetry of time-varying correlationsBaur, Dirk
1999 Financial market volatility and inflation uncertainty: An empirical investigationDöpke, Jörg / Pierdzioch, Christian
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2012 Long memory in German energy price indicesBarros, Carlos Pestana / Caporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia / Kapetanios, George / Pesaran, M. Hashem
2011 Mean-variance cointegration and the expectations hypothesisStrohsal, Till / Weber, Enzo
2011 Predicting bid-ask spreads using long memory autoregressive conditional poisson modelsGroß-Klußmann, Axel / Hautsch, Nikolaus

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