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DateTitle Authors
2002 The stable long-run CAPM and the cross-section of expected returnsKim, Jeong-Ryeol
2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor ModelKoopman, Siem Jan / van der Wel, Michel
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching ModelsCakmakli, Cem / Paap, Richard / van Dijk, Dick J.C.
2011 Relating Stochastic Volatility Estimation MethodsBos, Charles S.
2005 Forecasting German GDP using alternative factor models based on large datasetsSchumacher, Christian
2005 Dynamic factor modelsBreitung, Jörg / Eickmeier, Sandra
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2010 The econometric modeling of social preferencesConte, Anna / Moffatt, Peter G.
2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S. / Koopman, Siem Jan
2006 Ex ante construction costs in the European road sector: a comparison of public-private partnerships and traditional public procurementBlanc-Brude, Frédéric / Goldsmith, Hugh / Välilä, Timo

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