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DateTitle Authors
2011 Reuters sentiment and stock returnsUhl, Matthias W.
2010 Financial amplification of foreign exchange risk premiaAdrian, Tobias / Etula, Erkko / Groen, Jan J. J.
2011 In-sample and out-of-sample prediction of stock market bubbles: Cross-sectional evidenceHerwartz, Helmut / Kholodilin, Konstantin A.
2009 Monetary tightening cycles and the predictability of economic activityAdrian, Tobias / Estrella, Arturo
2011 Quantifying survey expectations: What's wrong with the probability approach?Breitung, Jörg / Schmeling, Maik
2011 Can Internet search queries help to predict stock market volatility?Dimpfl, Thomas / Jank, Stephan
2010 Gathering insights on the forest from the trees: A new metric for financial conditionsBrave, Scott / Butters, R. Andrew
2010 Add-In basierte Softwaretools zur stochastischen Unternehmensbewertung? Spreadsheet basierte Monte-Carlo-Simulation und Risikoanalyse bei den vier marktführenden Softwarepaketen im VergleichKlein, Martin
2010 Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus ExpertenbefragungenKlein, Martin
2011 Removing systematic patterns in returns in a financial market model by artificially intelligent tradersWitte, Björn-Christopher

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