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DateTitle Authors
2009 Wettervorhersage mit vorwärts gerichteten neuronalen NetzenDuberatz, Madleen
2007 Infinite dimensional VARs and factor modelsChudik, Alexander / Pesaran, Mohammad Hashem
2001 The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximationsJaschke, Stefan R.
2008 Applications of statistical physics in finance and economicsLux, Thomas
2002 Gravity approach for exploring Baltic Sea regional integration in the field of international tradePaas, Tiiu
2006 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European EconomiesKholodilin, Konstantin Arkadievich
2006 On Selection of Components for a Diffusion Index Model: It?s not the Size, It?s How You Use ItSiliverstovs, Boriss / Kholodilin, Konstantin Arkadievich
2005 Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov SwitchingKholodilin, Konstantin Arkadievich
2005 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent EvidenceKholodilin, Konstantin Arkadievich / Siliverstovs, Boriss
2010 Asymmetry in volatility: A comparison of developed and transition stock marketsWdowiński, Piotr / Malecka, Marta

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