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DateTitle Authors
2013 Bayesian estimation of a DSGE model with asset pricesKliem, Martin / Uhlig, Harald
2013 Exchange trading rules, surveillance and insider tradingAitken, Michael / Cumming, Douglas / Zhan, Feng
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
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
2013 High frequency trading and end-of-day price dislocationAitken, Michael / Cumming, Douglas / Zhan, Feng
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.

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