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DateTitle Authors
2005 Outlier Detection in GARCH ModelsDoornik, Jurgen A. / Ooms, Marius
2011 Volatility shifts and persistence in variance: Evidence from the sector indices of Istanbul Stock ExchangeÇağli, Efe Çağlar / Mandacı, Pınar Evrim / Kahyaoğlu, Hakan
2010 Why the linear utility function is a risky choice in discrete-choice experimentsSennhauser, Michèle
2010 Identification problems in ESTAR models and a new modelDonauer, Stefanie / Heinen, Florian / Sibbertsen, Philipp
2004 Diffusion of ISO 9000 standards and international tradeGrajek, Michal
2010 Evaluating a class of nonlinear time series modelsHeinen, Florian
2011 Exchange rate dynamics under alternative optimal interest rate rulesBinici, Mahir / Cheung, Yin-wong
2004 Evaluating models of autoregressive conditional durationMeitz, Mika / Teräsvirta, Timo
2012 Measuring Vulnerability to Poverty Using Long-Term Panel DataLandau, Katja / Klasen, Stephan / Zucchini, Walter
2013 Do German exporters PTM? Searching for right answers in sugar confectionery exportsFedoseeva, Svetlana

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