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DateTitle Authors
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno / Fontaine, Jean-Sébastien / Taamouti, Abderrahim / Tédongap, Roméo
2013 Jump-diffusion long-run risks models, variance risk premium and volatility dynamicsJin, Jianjian
2003 Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securitiesApreda, Rodolfo
2014 Estimation of trading costs: Trade indicator models revisitedTheissen, Erik / Zehnder, Lars Simon
2013 GDP mimicking portfolios and the cross-section of stock returnsKroencke, Tim A. / Schindler, Felix / Sebastian, Steffen / Theissen, Erik
2013 Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the CrisisBeetsma, Roel / Giuliodori, Massimo / de Jong, Frank / Widijanto, Daniel
2011 Market Liquidity and Exposure of Hedge FundsSiegmann, Arjen / Stefanova, Denitsa
2012 Die Zinslast des Bundes in der Schuldenkrise: Wie lukrativ ist der 'sichere Hafen'?Boysen-Hogrefe, Jens
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2011 Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E. / Lux, Thomas

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