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DateTitle Authors
2004 Why Do Asset Prices Not Follow Random Walks?Franke, Günter / Lüders, Erik
2003 Price Clustering and Natural Resistance Points in the Dutch Stock MarketSonnemans, Joep
2007 A stochastic volatility libor model and its robust calibrationBelomestny, Denis / Matthew, Stanley / Schoenmakers, John G. M.
2006 Return predictability and stock market crashes in a simple rational expectation modelsFranke, Günter / Lüders, Erik
2009 Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial SystemBreig, Christoph / Elsas, Ralf
2013 Functions and characteristics of corporate and sovereign CDSVogel, Heinz-Dieter / Bannier, Christina E. / Heidorn, Thomas
2013 Growth options and firm valuationKraft, Holger / Schwartz, Eduardo / Weiss, Farina
2005 Working with the XQCHärdle, Wolfgang Karl / Lehmann, Heiko
1999 Are There Price Bubbles in the Swedish Equity Market?Nydahl, Stefan / Sellin, Peter
2013 Volatility Asset Pricing Model as an Alternative Approach?Kuklik, Robert G. / Vacek, Vladislav

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