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DateTitle Authors
2006 Predictive density estimators for daily volatility based on the use of realized measuresCorradi, Valentina / Distaso, Walter / Swanson, Norman R.
2014 MIDAS and bridge equationsSchumacher, Christian
2009 Stochastic population forecast for Germany and its consequence for the German pension systemHärdle, Wolfgang Karl / Myšičková, Alena
2013 Predicting the spread of financial innovations: An epidemiological approachHull, Isaiah
2008 Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl
2013 Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle ForecastTheobald, Thomas
2014 Localising forward intensities for multiperiod corporate defaultDedy Dwi Prastyo / Härdle, Wolfgang Karl
2013 Forecasting the real price of oil in a changing world: A forecast combination approachBaumeister, Christiane / Kilian, Lutz
2004 Growth and Inflation Forecasts for Germany : An Assessment of Accuracy and DispersionFritsche, Ulrich / Döpke, Jörg
2004 Financial System Development, Regulation and Economic Growth : Evidence from RussiaThießen, Ulrich

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