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DateTitle Authors
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
2013 Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approachWinkelmann, Lars
2013 The Micro Dynamics of Macro AnnouncementsMittnik, Stefan / Robinzonov, Nikolay / Wohlrabe, Klaus
2013 A latent dynamic factor approach to forecasting multivariate stock market volatilityGribisch, Bastian
2013 ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars / Bibinger, Markus / Linzert, Tobias
2011 Multivariate volatility modeling of electricity futuresBauwens, Luc / Hafner, Christian M. / Pierret, Diane
2011 Measuring co-movements of CDS premia during the Greek debt crisisAndenmatten, Sergio / Brill, Felix
2014 Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?Barunik, Jozef / Kočenda, Evžen / Vácha, Lukáš

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