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DateTitle Authors
2008 Testing multiplicative error models using conditional moment testsHautsch, Nikolaus
2005 The volatility of realized volatilityCorsi, Fulvio / Kretschmer, Uta / Mittnik, Stefan / Pigorsch, Christian
2008 Value-at-Risk and expected shortfall for rare eventsMittnik, Stefan / Yener, Tina
2007 Jointness of growth determinantsDoppelhofer, Gernot / Weeks, Melvyn
2008 Optimal asset allocation with factor models for large portfoliosPesaran, Mohammad Hashem / Zaffaroni, Paolo
2009 Rating assignments: lessons from international banksCaporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC modelMalley, Jim / Woitek, Ulrich
2009 Endogeneity in panel data models with time-varying and time-fixed regressors: to IV or not IV?Mitze, Timo
2006 Tests of independence in separable econometric models: theory and applicationBrown, Donald J. / Deb, Rahul / Wegkamp, Marten H.
2008 Proxying ability by family background in returns to schooling estimations is generally a bad ideaMellander, Erik / Sandgren-Massih, Sofia

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