EconStor >

Search Results

 
for  

Results 31-40 of 130.


Item hits:

DateTitle Authors
2013 CDO surfaces dynamicsChoros-Tomczyk, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip / Baruník, Jozef
2014 Uncertainty of macroeconomic forecasters and the prediction of stock market bubblesHerwartz, Helmut / Kholodilin, Konstantin A.
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
2010 Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS surveyEntorf, Horst / Knoll, Christian / Sattarova, Liliya
2011 Quantifying survey expectations: What's wrong with the probability approach?Breitung, Jörg / Schmeling, Maik

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 Next