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DateTitle Authors
2006 Estimating liquidity using information on the multivariate trading processBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 An inflated Multivariate Integer Count Hurdle model: an application to bid and ask quote dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 Estimating high-frequency based (co-) variances: a unified approachNolte, Ingmar / Voev, Valeri
2007 Loss aversion and mental accounting: the favorite longshot bias in parimutuel bettingQiu, Jianying
2008 A high-low model of daily stock price rangesCheung, Yan-Leung / Cheung, Yin-Wong / Wan, Alan Tze Kin
2008 Asymptotic maturity behavior of the term structureSchulze, Klaas
2014 Leverage effect in energy futuresKristoufek, Ladislav
2013 Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approachAdams, Zeno / Füss, Roland / Gropp, Reint
2013 Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiencyBibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
2008 Retirement saving and attitude towards financial intermediaries: Evidence for GermanyDummann, Kathrin

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