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DateTitle Authors
4-Mar-2014 Stop Waiting Problem: Decision Rule with Ψ function and Application with Share PricesKohn, Wolfgang
2012 Forecasting metal prices: Do forecasters herd?Pierdzioch, Christian / Rülke, Jan-Christoph / Stadtmann, Georg
2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock MarketPierdzioch, Christian / Reitz, Stefan / Ruelke, Jan-Christoph
2013 A latent dynamic factor approach to forecasting multivariate stock market volatilityGribisch, Bastian
2011 The amendment and empirical test of arbitrage pricing modelsWang, Shaojun / Yang, Xiaoping / Cheng, Juan / Zhang, Yafang / Zhao, Peibiao
2011 The status quo bias of bond market analystsGubaydullina, Zulia / Hein, Oliver / Spiwoks, Markus
2011 Multiplicative models of financial returns and what we fail to get when they are disregardedApreda, Rodolfo
2013 CDO surfaces dynamicsChoros-Tomczyk, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2009 Mass psychology in action: identification of social interaction effects in the German stock marketLux, Thomas
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip / Baruník, Jozef

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