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DateTitle Authors
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2013 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep / Swanson, Norman R.
2013 Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal modelLux, Thomas
2013 Identifying Volatility Signals from Time-Varying Simultaneous Stock Market InteractionStrohsal, Till / Weber, Enzo
2013 ECB monetary policy surprises: Identification through cojumps in interest ratesWinkelmann, Lars / Bibinger, Markus / Linzert, Tobias
2011 Alterntive tests for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2013 Copula-based dynamic conditional correlation multiplicative error processesBodnar, Taras / Hautsch, Nikolaus
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2014 Nonparametric estimates for conditional quantiles of time seriesFranke, Jürgen / Mwita, Peter / Wang, Weining
2014 Nonparametric test for a constant beta over a fixed time intervalReiß, Markus / Todorov, Viktor / Tauchen, George

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