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DateTitle Authors
2004 Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk managementPesaran, Mohammad Hashem / Zaffaroni, Paolo
2001 Interest rate volatility prior to monetary union under alternative pre-switch regimesWilfling, Bernd
2010 EU banks rating assignments: Is there heterogeneity between new and old member countries?Caporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2009 Optimality and diversifiability of mean variance and arbitrage pricing portfoliosPesaran, Mohammad Hashem / Zaffaroni, Paolo
2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David / Basturk, Nalan / Hoogerheide, Lennart / van Dijk, Herman K.
2006 On the appropriateness of inappropriate VaR modelsHärdle, Wolfgang Karl / Hlávka, Zdeněk / Stahl, Gerhard
2010 Multiple imputation of missing values in the wave 2007 of the IAB Establishment PanelDrechsler, Jörg
2000 Convergence and the effects of spatial interactionNiebuhr, Annekatrin
2006 Identifying Strategic Interactions in Swedish Local Income Tax PoliciesEdmark, Karin / Ågren, Hanna
2010 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crashPesaran, Bahram / Pesaran, Mohammad Hashem

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