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DateTitle Authors
2005 Konjunkturprognosen: Verfahren, Erfolgskontrolle und PrognosefehlerGrömling, Michael
2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression modelsRöthig, Andreas / Chiarella, Carl
2009 Modeling the dynamics of EU economic sentiment indicators : an interaction-based approachGhonghadze, Jaba / Lux, Thomas
2009 Forecasting the fragility of the banking and insurance sectorBernoth, Kerstin / Pick, Andreas
2005 Modeling the FIBOR/EURIBOR swap term structure: an empirical approachBlaskowitz, Oliver J. / Herwartz, Helmut / Cadenas Santiago, Gonzalo de
2006 Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictionsBrüggemann, Ralf
2008 House prices and replacement cost: a mMicro-level analysisSchulz, Rainer / Werwatz, Axel
2008 Modelling and forecasting multivariate realized volatilityChiriac, Roxana / Voev, Valeri
2008 Forecasting economic and financial variables with global VARsPesaran, Mohammad Hashem / Schuermann, Til / Smith, L. Vanessa
2008 A high-low model of daily stock price rangesCheung, Yan-Leung / Cheung, Yin-Wong / Wan, Alan Tze Kin

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