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DateTitle Authors
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
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
2010 EU banks rating assignments: Is there heterogeneity between new and old member countries?Caporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David / Hoogerheide, Lennart / van Dijk, Herman K.
2008 Bootstrap tests of stochastic dominance with asymptotic similarity in the boundaryLinton, Oliver / Song, Kyungchul / Whang, Yoon-Jae
2010 Finding good predictors for inflation by shotgun stochastic searchScharnagl, Michael / Schumacher, Christian

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