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DateTitle Authors
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
2002 Stock Index Volatility Forecasting with High Frequency DataHol, Eugenie / Koopman, Siem Jan
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
2008 Optimal asset allocation with factor models for large portfoliosPesaran, Mohammad Hashem / Zaffaroni, Paolo
2008 The information content of KOF indicators on Swiss current account data revisionsJacobs, Jan P.A.M. / Sturm, Jan-Egbert
2008 Inflation forecasting with inflation sentiment indicatorsDöhrn, Roland / Schmidt, Christoph M. / Zimmermann, Tobias

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