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DateTitle Authors
2012 Intra-daily volatility spillovers between the US and German stock marketsGolosnoy, Vasyl / Gribisch, Bastian / Liesenfeld, Roman
2012 Return on investment from industrial energy efficiency: Evidence from developing countriesAlcorta, Ludovico / Bazilian, Morgan / De Simone, Giuseppe / Pedersen, Ascha
2012 Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sectorAgiakloglou, Christos / Gkouvakis, Michalis
2012 Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approachLux, Thomas
2012 Measuring financial risk and portfolio optimization with a non-Gaussian multivariate modelKim, Young Shin / Giacometti, Rosella / Rachev, Svetlozar T. / Fabozzi, Frank J. / Mignacca, Domenico
2012 The dynamics of spillover effects during the European sovereign debt turmoilAlter, Adrian / Beyer, Andreas
2012 Bayesian semiparametric multivariate GARCH modelingJensen, Mark J. / Maheu, John M.
2012 Estimating a semiparametric asymmetric stochastic volatility model with a dirichlet process mixtureJensen, Mark J. / Maheu, John M.
2011 Multivariate Stochastic Volatility via Wishart Processes - A ContinuationRinnergschwentner, Wolfgang / Tappeiner, Gottfried / Walde, Janette F.
2013 Sovereign default swap market efficiency and country risk in the eurozoneGündüz, Yalin / Kaya, Orcun

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