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DateTitle Authors
2011 Multiplicative models of financial returns and what we fail to get when they are disregardedApreda, Rodolfo
2012 Agent-based risk management - A regulatory approach to financial marketsTheobald, Thomas
2013 CDO surfaces dynamicsChoros-Tomczyk, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2014 Uncertainty of macroeconomic forecasters and the prediction of stock market bubblesHerwartz, Helmut / Kholodilin, Konstantin A.
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip / Baruník, Jozef
2012 Yield curve modeling and forecasting using semiparametric factor dynamicsHärdle, Wolfgang Karl / Majer, Piotr
2012 Can the market forecast the weather better than meteorologists?Ritter, Matthias
2013 Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?Meub, Lukas / Proeger, Till / Bizer, Kilian
2013 Option-implied information and predictability of extreme returnsVilkovz, Grigory / Xiaox, Yan
2011 The Canadian debt-strategy model: An overview of the principal elementsBolder, David Jamieson / Deeley, Simon

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