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DateTitle Authors
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2013 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep / Swanson, Norman R.
2014 TEDAS - Tail Event Driven ASset AllocationHärdle, Wolfgang Karl / Nasekin, Sergey / Lee, David Kuo Chuen / Fai, Phoon Kok
2014 The Economics of Bitcoins - Market Characteristics and Price JumpsGronwald, Marc
2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
2014 Localising forward intensities for multiperiod corporate defaultDedy Dwi Prastyo / Härdle, Wolfgang Karl
2014 Beyond dimension two: A test for higher-order tail riskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2013 ECB monetary policy surprises: Identification through cojumps in interest ratesWinkelmann, Lars / Bibinger, Markus / Linzert, Tobias
2011 Alterntive tests for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2013 Copula-based dynamic conditional correlation multiplicative error processesBodnar, Taras / Hautsch, Nikolaus

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