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DateTitle Authors
2011 Cointegrated VARMA models and forecasting US interest ratesKascha, Christian / Trenkler, Carsten
2007 Regional employment forecasts with spatial interdependenciesHampel, Katharina / Kunz, Marcus / Schanne, Norbert / Wapler, Rüdiger / Weyh, Antje
2002 Evaluating Density Forecasts with an Application to Stock Market ReturnsRaunig, Burkhard / de Raaij, Gabriela
2007 A new approach for disclosure control in the IAB Establishment Panel: multiple imputation for a better data accessDrechsler, Jörg / Dundler, Agnes / Bender, Stefan / Rässler, Susanne / Zwick, Thomas
2008 Adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
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

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