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DateTitle Authors
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
2010 Equity premium predictions with adaptive macro indexesBai, Jennie
2010 Forecasting international stock market correlations: does anything beat a CCC?Manner, Hans / Reznikova, Olga
2010 Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus ExpertenbefragungenKlein, Martin
2009 Localized realized volatility modellingChen, Ying / Härdle, Wolfgang Karl / Pigorsch, Uta
2009 The market impact of a limit orderHautsch, Nikolaus / Huang, Ruihong
2012 Forecasting metal prices: Do forecasters herd?Pierdzioch, Christian / Rülke, Jan-Christoph / Stadtmann, Georg
2011 The amendment and empirical test of arbitrage pricing modelsWang, Shaojun / Yang, Xiaoping / Cheng, Juan / Zhang, Yafang / Zhao, Peibiao

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