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DateTitle Authors
2004 Real-time price discovery in stock, bond and foreign exchange marketsAndersen, Torben G. / Bollerslev, Tim / Diebold, Francis X. / Vega, Clara
2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series modelGürtler, Marc / Rauh, Ronald
23-Jun-2010 The ruptures in the probability scale and some problems of modellingHarin, Alexander
2010 Estimating gravity equations with endogeneous trade costsRudolph, Stephan
2010 Long-range dependence in returns and volatility of Central European Stock indicesKrištoufek, Ladislav
2008 La curva de rendimiento y su relación con la actividad económica: Una aplicación para MéxicoReyna Cerecero, Mario / Salazar Cavazos, Diana / Salgado Banda, Héctor
2006 Simulating stock returns under switching regimes: A new test of market efficiencyMeenagh, David / Minford, Patrick / Peel, David
2007 Das IMM: ein makroökonometrisches MehrländermodellDreger, Christian / Zinsmeister, Florian
1999 The federal funds market and the overnight Eurodollar marketLee, Yungsook
1998 Linking series generated at different frequencies and its applicationsHyung, Namwon

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