Results 31-40 of 118.
|2012 ||Yield curve modeling and forecasting using semiparametric factor dynamics||Härdle, 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 returns||Vilkovz, Grigory / Xiaox, Yan
|2011 ||The Canadian debt-strategy model: An overview of the principal elements||Bolder, David Jamieson / Deeley, Simon
|2010 ||Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS survey||Entorf, Horst / Knoll, Christian / Sattarova, Liliya
|2013 ||Multifractal models in finance: Their origin, properties, and applications||Segnon, Mawuli / Lux, Thomas
|2010 ||Meteorological forecasts and the pricing of weather derivatives||Ritter, Matthias / Mußhoff, Oliver / Odening, Martin
|2011 ||A network model of financial system resilience||Anand, Kartik / Gai, Prasanna / Kapadia, Sujit / Brennan, Simon / Willison, Matthew
|2011 ||TVICA - time varying independent component analysis and its application to financial data||Chen, Ray-Bing / Chen, Ying / Härdle, Wolfgang K.