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DateTitle Authors
2012 Modeling time-varying dependencies between positive-valued high-frequency time seriesHautsch, Nikolaus / Okhrin, Ostap / Ristig, Alexander
2012 Nonparametric Kernel density estimation near the boundaryMalec, Peter / Schienle, Melanie
2012 Exchange rate bands of inaction and play-hysteresis in German exports: Sectoral evidence for some OECD destinationsBelke, Ansgar / Göcke, Matthias / Günther, Martin
2009 Forecasting errors: yet more problems for identification?Contini, Bruno
2011 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion modelsCorradi, Valentina / Swanson, Norman
2004 Predictive Density EvaluationCorradi, Valentina / Swanson, Norman R.
2009 How does market architecture affect price dynamics? A time series analysis of the Italian day-ahead electricity pricesPetrella, Andrea / Sapio, Sandro
1998 Statistical Inference in Micro Simulation Models: Incorporating external informationKlevmarken, N. Anders
2014 Hysteresis effects in economics: Different methods for describing economic path-dependenceBelke, Ansgar / Göcke, Matthias / Werner, Laura
2002 Identification of network externalities in markets for non-durablesGrajek, Michal

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