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DateTitle Authors
2007 Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error modelHautsch, Nikolaus
2008 House prices and replacement cost: a mMicro-level analysisSchulz, Rainer / Werwatz, Axel
2008 Modelling high-frequency volatility and liquidity using multiplicative error modelsHautsch, Nikolaus / Jeleskovic, Vahidin
2008 Testing multiplicative error models using conditional moment testsHautsch, Nikolaus
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.

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