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DateTitle Authors
2001 Testing for non-linear structure in an artificial financial marketChen, Shu-Heng / Lux, Thomas / Marchesi, Michele
2008 Applications of statistical physics in finance and economicsLux, Thomas
1998 The socio-economic dynamics of speculative markets : interacting agents, chaos, and the fat tails of return distributionsLux, Thomas
2008 Recursive portfolio selection with decision treesAndriyashin, Anton / Härdle, Wolfgang Karl / Timofeev, Roman
2005 Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) processZadrozny, Peter A.
2006 Learning, structural instability and present value calculationsPesaran, Mohammad Hashem / Pettenuzzo, Davide / Timmermann, Allan
2004 Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest RatesFendel, Ralf
2005 The consumption-based determinants of the term structure of discount ratesGollier, Christian
2007 Time series modelling with semiparametric factor dynamicsBorak, Szymon / Härdle, Wolfgang Karl / Mammen, Enno / Park, Byeong U.
2004 Politics and the Stock Market : Evidence from GermanyPierdzioch, Christian / Döpke, Jörg

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