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DateTitle Authors
2006 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecastingLux, Thomas
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone / Lux, Thomas
2013 Phase transition in the S&P stock marketRaddant, Matthias / Wagner, Friedrich
2014 Trust Us to Repay: Social Trust, Long-Term Interest Rates and Sovereign Credit RatingsBergh, Andreas / Bjørnskov, Christian
2001 On the use of numeraires in option pricingBenninga, Simon / Björk, Tomas / Wiener, Zvi
2012 A Concave Security Market LineDe Giorgi, Enrico G. / Post, Thierry / Yalcin, Atakan
1996 One-factor-Garch models for German stocks: Estimation and forecastingKaiser, Thomas
1997 Temporäre Marktungleichgewichte auf Bondmärkten: Aktive Handelsstrategien auf Basis geschätzter ZinsstrukturkurvenKellerhals, B. Philipp / Uhrig-Homburg, Marliese
2014 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian / Gehde-Trapp, Monika / Kempf, Alexander

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