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DateTitle Authors
2004 Testing for Causality in Variance using Multivariate GARCH ModelsHafner, Christian M. / Herwartz, Helmut
2004 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic NoiseScholz, Achim / Neumeyer, Natalie / Munk, Axel
2004 Pricing of options under different volatility modelsHerzberg, Markus / Sibbertsen, Philipp
2006 The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' ForecastWeißbach, Rafael / Ponyatovskyy, Vladyslav / Zimmermann, Guido
2007 Testing large-dimensional correlationArnold, Matthias / Weißbach, Rafael
2002 Monitoring structural change in dynamic econometric modelsZeileis, Achim / Leisch, Friedrich / Kleiber, Christian / Hornik, Kurt
2003 Monotonicity of chi-square test statisticsRyu, Keunkwan
2001 Testing multiple non-nested factor demand systemsManera, Matteo / MacAleer, Michael
2014 Assessing and relaxing assumptions in quasi-simplex modelsCernat, Alexandru / Lugtig, Peter / Uhrig, S.C. Noah / Watson, Nicole
1984 Information Criterion and Estimation of Misspecified Qualitative Choice ModelsBrownstone, David

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