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DateTitle Authors
2011 Volatility shifts and persistence in variance: Evidence from the sector indices of Istanbul Stock ExchangeÇağli, Efe Çağlar / Mandacı, Pınar Evrim / Kahyaoğlu, Hakan
2011 TVICA - time varying independent component analysis and its application to financial dataChen, Ray-Bing / Chen, Ying / Härdle, Wolfgang K.
2011 Extreme value models in a conditional duration intensity frameworkHerrera, Rodrigo / Schipp, Bernhard
2011 Asymptotics of asynchronicityBibinger, Markus
2011 Multivariate volatility modeling of electricity futuresBauwens, Luc / Hafner, Christian M. / Pierret, Diane
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2011 Measuring systemic importance of financial institutions: An extreme value theory approachGravelle, Toni / Li, Fuchun
2012 Return on investment from industrial energy efficiency: Evidence from developing countriesAlcorta, Ludovico / Bazilian, Morgan / De Simone, Giuseppe / Pedersen, Ascha
2012 Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approachLux, Thomas
2012 Bayesian semiparametric multivariate GARCH modelingJensen, Mark J. / Maheu, John M.

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