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DateTitle Authors
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
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2014 Nonparametric estimates for conditional quantiles of time seriesFranke, Jürgen / Mwita, Peter / Wang, Weining
2014 Nonparametric test for a constant beta over a fixed time intervalReiß, Markus / Todorov, Viktor / Tauchen, George
2013 Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approachWinkelmann, Lars

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