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DateTitle Authors
2007 Modelling dynamic portfolio risk using risk drivers of elliptical processesSchmidt, Rafael / Schmieder, Christian
2010 EU banks rating assignments: Is there heterogeneity between new and old member countries?Caporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2007 Risky earnings, taxation and entrepreneurial choice: a microeconometric model for GermanyFossen, Frank M.
2014 MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro areaSchumacher, Christian
2006 On the appropriateness of inappropriate VaR modelsHärdle, Wolfgang Karl / Hlávka, Zdeněk / Stahl, Gerhard
2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?Alexius, Annika / Welz, Peter
2010 A bivariate ordered probit estimator with mixed effectsBuscha, Franz / Conte, Anna
2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and CorrelationsCreal, Drew / Koopman, Siem Jan / Lucas, André
2006 A bootstrap method for identifying and evaluating a structural vector autoregressionHoover, Kevin D. / Demiralp, Selva / Perez, Stephen J.

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