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DateTitle Authors
2008 Adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2008 Model Averaging in Risk Management with an Application to Futures MarketsPesaran, Mohammad Hashem / Schleicher, Christoph / Zaffaroni, Paolo
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in TailsDiks, Cees / Panchenko, Valentyn / van Dijk, Dick
2006 Varying coefficient GARCH versus local constant volatility modeling: comparison of the predictive powerPolzehl, Jörg / Spokoiny, Vladimir
2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S. / Koopman, Siem Jan
2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial ProductionWohlrabe, Klaus / Carstensen, Kai / Ziegler, Christina
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart / van Dijk, Herman K.
2000 Predicting inflation in Euroland : the Pstar approachScheide, Joachim / Trabandt, Mathias

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