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Results 11-20 of 25.
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| Date | Title |
Authors |
| 2011 | Volatility shifts and persistence in variance: Evidence from the sector indices of Istanbul Stock Exchange | Çağli, Efe Çağlar / Mandacı, Pınar Evrim / Kahyaoğlu, Hakan |
| 2011 | TVICA - time varying independent component analysis and its application to financial data | Chen, Ray-Bing / Chen, Ying / Härdle, Wolfgang K. |
| 2011 | Extreme value models in a conditional duration intensity framework | Herrera, Rodrigo / Schipp, Bernhard |
| 2011 | Asymptotics of asynchronicity | Bibinger, Markus |
| 2011 | Multivariate volatility modeling of electricity futures | Bauwens, Luc / Hafner, Christian M. / Pierret, Diane |
| 2011 | An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory | Bibinger, Markus |
| 2011 | Measuring systemic importance of financial institutions: An extreme value theory approach | Gravelle, Toni / Li, Fuchun |
| 2012 | Return on investment from industrial energy efficiency: Evidence from developing countries | Alcorta, Ludovico / Bazilian, Morgan / De Simone, Giuseppe / Pedersen, Ascha |
| 2012 | Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approach | Lux, Thomas |
| 2012 | Bayesian semiparametric multivariate GARCH modeling | Jensen, Mark J. / Maheu, John M. |
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