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DateTitle Authors
2011 The extreme value theory as a tool to measure market riskAvdulaj, Krenar
2015 Exploiting Spillovers to forecast CrashesGresnigt, Francine / Kole, Erik / Franses, Philip Hans
2010 Equity premium predictions with adaptive macro indexesBai, Jennie
2014 Jump Processes in Natural Gas MarketsMason, Charles F. / Wilmot, Neil
2011 Capitalism and evolutionMetcalfe, Stan
2014 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini / Skiadopoulos, George
2013 What Drives Stock Exchange Integration?Dorodnykh, Ekaterina
2014 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini / Skiadopoulos, George
2015 Equity premium prediction: Are economic and technical indicators instable?Baetje, Fabian / Menkhoff, Lukas
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak / Swanson, Norman

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