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DateTitle Authors
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
2009 How stable are monetary models of the dollar-euro exchange rate? A time-varying coefficient approachBeckmann, Joscha / Belke, Ansgar / Kühl, Michael
2007 Empirical pricing kernels and investor preferencesDetlefsen, Kai / Härdle, Wolfgang Karl / Moro, Rouslan A.
2006 Does the hedge fund industry deliver alpha?Wagenvoort, Rien
2009 A simple agent-based financial market model: Direct interactions and comparisons of trading profitsWesterhoff, Frank

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