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DateTitle Authors
2012 Published stock recommendations as institutional investor sentiment in the near-term stock marketSinger, Nico / Dreher, Frank / Laser, Saskia
2011 Modeling electricity spot prices - Combining mean-reversion, spikes and stochastic volatilityMayer, Klaus / Schmid, Thomas / Weber, Florian
2011 A recommended financial model for the selection of safest portfolio by using simulation and optimization techniquesArekar, Kirti / Kumar, Sanjeevani
2012 Does Basel II pillar 3 risk exposure data help to identify risky banks?Sabiwalsky, Ralf
2013 Jump-diffusion long-run risks models, variance risk premium and volatility dynamicsJin, Jianjian
2010 Forecasting international stock market correlations: does anything beat a CCC?Manner, Hans / Reznikova, Olga
2011 The extreme value theory as a tool to measure market riskAvdulaj, Krenar
2014 Jump Processes in Natural Gas MarketsMason, Charles F. / Wilmot, Neil
2010 Equity premium predictions with adaptive macro indexesBai, Jennie
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak / Swanson, Norman

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