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DateTitle Authors
2011 Testing for linear and nonlinear causality between crude oil price changes and stock market returnsAnoruo, Emmanuel
2006 A tale of tails: An empirical analysis of loss distribution models for estimating operational risk capitalDutta, Kabir / Perry, Jason
2011 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS systemCaporale, Guglielmo Maria / Girardi, Alessandro
2011 Can Internet search queries help to predict stock market volatility?Dimpfl, Thomas / Jank, Stephan
2011 Can internet search queries help to predict stock market volatility?Dimpfl, Thomas / Jank, Stephan
2002 Improving risk allocation through cat bondsNell, Martin / Richter, Andreas
2008 Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?Rottmann, Horst / Franz, Thomas
2002 Performance of microfinance institutions in Burkina FasoCongo, Youssoufou
2010 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidenceHautsch, Nikolaus / Podolskij, Mark
2011 Asymptotics of asynchronicityBibinger, Markus

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