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DateTitle Authors
2010 Predictability of asset returns and the efficient market hypothesisPesaran, Mohammad Hashem
2012 A variance decomposition of index-linked bond returnsBreedon, Francis
2006 Indexed bonds and revisions of inflation expectationsReschreiter, Andreas
2003 Bubbles and Experience: An Experiment on SpeculationDufwenberg, Martin / Lindqvist, Tobias / Moore, Evan
2003 The Macroeconomics of Share Prices in the Medium Term and in the Long RunMadsen, Jakob B.
2006 The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2004 The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2003 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2011 Overconfidence and bubbles in experimental asset marketsMichailova, Julija / Schmidt, Ulrich
2011 Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E. / Lux, Thomas

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