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DateTitle Authors
2014 Intraday Price Discovery in Fragmented MarketsOzturk, Sait / van der Wel, Michel / van Dijk, Dick
2014 On an Estimation Method for an Alternative Fractionally Cointegrated ModelCarlini, Federico / Lasak, Katarzyna
2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance KernelsJanus, Pawel / Lucas, André / Opschoor, Anne
2014 Empirical Bayes Methods for Dynamic Factor ModelsKoopman, Siem Jan / Mesters, Geert
2014 Time Varying Transition Probabilities for Markov Regime Switching ModelsBazzi, Marco / Blasques, Francisco / Koopman, Siem Jan / Lucas, Andre
2002 Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rateCampbell, Sean D.
2001 Structural changes in the cointegrated vector autoregressive modelHansen, Peter Reinhard
2002 On the estimation of reduced rank regressionsHansen, Peter Reinhard
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2009 Is more still better? Revisiting the sixth district coincident indicatorSilos, Pedro / Vilán, Diego

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