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DateTitle Authors
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
2014 Strategic coordination in forecasting: An experimental studyBizer, Kilian / Meub, Lukas / Proeger, Till / Spiwoks, Markus
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

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