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DateTitle Authors
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.
2014 Stark steigende Immobilienpreise in Deutschland: Aber keine gesamtwirtschaftlich riskante SpekulationsblaseKholodilin, Konstantin / Michelsen, Claus / Ulbricht, Dirk
2008 An Hourly Periodic State Space Model for Modelling French National Electricity LoadDordonnat, V. / Koopman, S.J. / Ooms, M. / Dessertaine, A. / Collet, J.
2010 Is Economic Recovery a Myth? Robust Estimation of Impulse ResponsesTeulings, Coen N. / Zubanov, Nick
2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2009 Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patternsde Gooijer, Jan G. / Diks, Cees G.H. / Gatarek, Lukasz T.
2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecastsden Butter, Frank A.G. / Jansen, Pieter W.

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