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DateTitle Authors
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
2013 Tail parameters of stable distributions using one million observations of real estate returns from fice continentsStein, Michael / Piazolo, Daniel / Stoyanov, Stoyan V.
2013 The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two CenturiesDegryse, Hans / Lambert, Thomas / Schwienbacher, Armin
2010 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidenceHautsch, Nikolaus / Podolskij, Mark
2001 Pension Systems and Financial Systems in Europe: A Comparison from the Point of View of ComplementaritySchmidt, Reinhard H. / Tyrell, Marcel
2011 Asymptotics of asynchronicityBibinger, Markus
2014 Individual investors and suboptimal early exercises in the fixed-income marketEickholt, Mathias / Entrop, Oliver / Wilkens, Marco
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2011 Security transaction taxes and market qualityPomeranets, Anna / G. Weaver, Daniel

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