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DateTitle Authors
2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theorySchaumburg, Julia
2014 Outperforming IMF Forecasts by the Use of Leading IndicatorsDrechsel, Katja / Giesen, Sebastian / Lindner, Axel
2002 Evaluating Density Forecasts with an Application to Stock Market ReturnsRaunig, Burkhard / de Raaij, Gabriela
2002 The Empirical Performance of Option Based Densities of Foreign ExchangeKeller, Joachim G. / Craig, Ben R.
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching ModelsCakmakli, Cem / Paap, Richard / van Dijk, Dick J.C.
2003 The Forecasting Performance of German Stock Option DensitiesKeller, Joachim / Glatzer, Ernst / Craig, Ben R. / Scheicher, Martin
2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown FormKilian, Lutz / Gonçalves, Sílvia
2014 Monitoring Stationarity and CointegrationWagner, Martin / Wied, Dominik
2011 Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W. / van Dijk, Herman K.
2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model AveragingStrachan, Rodney W. / van Dijk, Herman K.

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