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DateTitle Authors
2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test StatisticHinloopen, Jeroen / Wagenvoort, Rien
2008 Leistungsvorhaltung auf Regelmärkten: Excel Add-in, Beschreibung und AnleitungLienert, Martin
2010 Extreme value theory as a theoretical background for power law behaviorAlfarano, Simone / Lux, Thomas
2012 Copula-based dynamic conditional correlation multiplicative error processesBodnar, Taras / Hautsch, Nikolaus
2009 Measuring inequality using censored data: a multiple imputation approachJenkins, Stephen P. / Burkhauser, Richard V. / Feng, Shuaizhang / Larrimore, Jeff
2012 Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filingsHenselmann, Klaus / Scherr, Elisabeth / Ditter, Dominik
2013 Zipf law and the firm size distribution: A critical discussion of popular estimatorsBottazzi, Giulio / Pirino, Davide / Tamagni, Federico
2013 Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filingsHenselmann, Klaus / Scherr, Elisabeth / Ditter, Dominik
2010 Infinite-variance, alpha-stable shocks in monetary SVARHannsgen, Greg
2011 A hierarchical Archimedean copula for portfolio credit risk modellingPuzanova, Natalia

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