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DateTitle Authors
2011 Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus / Reiß, Markus
2004 Bubbles and Crashes in a Behavioural Finance ModelDe Grauwe, Paul / Grimaldi, Marianna
2010 Quoted spreads and trade imbalance dynamics in the European treasury bond marketCaporale, Guglielmo Maria / Girardi, Alessandro / Paesani, Paolo
2002 Who knows what when? The Information content of pre-IPO market pricesLöffler, Gunter / Panther, Patrick F. / Theissen, Erik
2000 Catastrophe Index-Linked Securities and Reinsurance as SubstitutiesNell, Martin / Richter, Andreas
2008 A note on arbitrage under transaction costsIrle, Albrecht / Prelle, Claas
2005 Outlier Detection in GARCH ModelsDoornik, Jurgen A. / Ooms, Marius
2009 A mechanism for Thawing the credit marketsKarni, Edi
2009 Essay on international financial crisis and endogenous growth theoryMolochny, Boris
2011 Testing for linear and nonlinear causality between crude oil price changes and stock market returnsAnoruo, Emmanuel

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