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DateTitle Authors
2005 Outlier Detection in GARCH ModelsDoornik, Jurgen A. / Ooms, Marius
2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo StudiesAdvani, Arun / Sloczynski, Tymon
2008 Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, Christian / Karanasos, Menelaos
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
2007 Long-run determinants of pollution: A robustness analysisLamla, Michael J.
2007 Non-negativity conditions for the hyperbolic GARCH modelConrad, Christian
2013 Steady-State Labor Supply Elasticities: A SurveyBargain, Olivier / Peichl, Andreas
2004 Diffusion of ISO 9000 standards and international tradeGrajek, Michal
2013 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in FranceBargain, Olivier / Doorley, Karina

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