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DateTitle Authors
2007 Infinite dimensional VARs and factor modelsChudik, Alexander / Pesaran, Mohammad Hashem
2001 The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximationsJaschke, Stefan R.
2009 Wettervorhersage mit vorwärts gerichteten neuronalen NetzenDuberatz, Madleen
2008 Applications of statistical physics in finance and economicsLux, Thomas
2006 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European EconomiesKholodilin, Konstantin Arkadievich
2006 On Selection of Components for a Diffusion Index Model: It?s not the Size, It?s How You Use ItSiliverstovs, Boriss / Kholodilin, Konstantin Arkadievich
2005 Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov SwitchingKholodilin, Konstantin Arkadievich
2005 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent EvidenceKholodilin, Konstantin Arkadievich / Siliverstovs, Boriss
2010 Asymmetry in volatility: A comparison of developed and transition stock marketsWdowiński, Piotr / Malecka, Marta
2011 Mechanical and psychological effects of electoral reformFiva, Jon H. / Folke, Olle

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