Publications (177)
- , :
Contributions to modern econometrics - From data analysis to economic policy
Boston: Kluwer Academic Publishers, 2002
ISBN: 9781441953313
DOI: 10.1007/978-1-4757-3602-1
- , :
Has globalization changed the international transmission of U.S. monetary policy?
In: Journal of International Economics 157 (2025), p. 1-17
ISSN: 0022-1996
DOI: 10.1016/j.jinteco.2025.104139
URL: https://www.sciencedirect.com/science/article/pii/S0022199625000960 - , , , :
Predicting Tail-Risks for the Italian Economy
In: Journal of Business Cycle Research 20 (2024), p. 339–366
ISSN: 2509-7962
DOI: 10.1007/s41549-025-00106-1 - , :
Belief Shocks and Implications of Expectations About Growth-at-Risk
In: Journal of Applied Econometrics 40 (2025), p. 341-348
ISSN: 0883-7252
DOI: 10.1002/jae.3117
URL: https://onlinelibrary.wiley.com/doi/full/10.1002/jae.3117 - , :
Natural Gas Prices, Inflation Expectations, and the Pass-Through to Euro Area Inflation
In: Energy Economics 141 (2025), p. 1-14
ISSN: 0140-9883
DOI: 10.1016/j.eneco.2024.108061
URL: https://www.sciencedirect.com/science/article/pii/S0140988324007709?via=ihub - , , :
A Narrative Perspective on Investor Uncertainty: Evidence from Earnings Conference Calls
In: Journal of Behavioral Finance (2025)
ISSN: 1542-7560
DOI: 10.1080/15427560.2025.2528025 - , , :
Mind the Naive Forecast! A Rigorous Evaluation of Forecasting Models for Time Series with Low Predictability
In: Applied Intelligence 55 (2025), Article No.: 395
ISSN: 0924-669X
DOI: 10.1007/s10489-025-06268-w - , :
The Role of Labor Market Institutions in Shaping Euro Area Monetary Policy Transmission
In: Oxford Bulletin of Economics and Statistics (2025)
ISSN: 0305-9049
DOI: 10.1111/obes.70029
URL: https://onlinelibrary.wiley.com/doi/10.1111/obes.70029 - , , :
A view from outside: sovereign CDS volatility as an indicator of economic uncertainty
In: Macroeconomic Dynamics 28 (2024), p. 1423-1450
ISSN: 1365-1005
DOI: 10.1017/S1365100523000524
URL: https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/view-from-outside-sovereign-cds-volatility-as-an-indicator-of-economic-uncertainty/5629ADBA40743A4FD094CBFF9FFE5963 - , :
Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board
In: Journal of International Money and Finance (2024)
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2024.103200 - , :
The Impact of Credit Market Sentiment Shocks
In: Journal of Money, Credit and Banking 56 (2024), p. 1645-1673
ISSN: 0022-2879
DOI: 10.1111/jmcb.13109
URL: https://onlinelibrary.wiley.com/doi/epdf/10.1111/jmcb.13109 - , , :
Testing for Differences in Survey-Based Density Expectations: a Compositional Data Approach
In: Journal of Applied Econometrics 39 (2024), p. 1104-1122
ISSN: 0883-7252
DOI: 10.1002/jae.3080 - , , :
Composite Tukey-type distributions with application to operational risk management
In: Journal of Operational Risk 19 (2024), p. 1-27
ISSN: 1744-6740
DOI: 10.21314/JOP.2023.010 - :
Eliciting Expectation Uncertainty from Private Households
In: International Journal of Forecasting 40 (2024), p. 113-123
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2023.01.002 - , :
Conditional macroeconomic survey forecasts: Revisions and errors
In: Journal of International Money and Finance 138 (2023), Article No.: 102927
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2023.102927 - , , :
Local Information and Firm Expectations about Aggregates
In: Journal of Monetary Economics 138 (2023), p. 1-13
ISSN: 0304-3932
DOI: 10.1016/j.jmoneco.2023.03.005 - , , :
Innovation signals: leveraging machine learning to separate noise from news
In: Scientometrics 128 (2023), p. 2649-2676
ISSN: 0138-9130
DOI: 10.1007/s11192-023-04672-y - , , , , :
Estimating pass-through rates for the 2022 tax reduction on fuel prices in Germany
In: Energy Economics 126 (2023), p. 106948
ISSN: 0140-9883
DOI: 10.1016/j.eneco.2023.106948 - , , :
Expectation dispersion, uncertainty, and the reaction to news
In: European Economic Review 154 (2023), p. 104440
ISSN: 0014-2921
DOI: 10.1016/j.euroecorev.2023.104440 - :
Economic Policy Statements, Social Media, and Stock Market Uncertainty: an analysis of Donald Trump’s tweets
In: Journal of Economics and Finance (2022)
ISSN: 1055-0925
DOI: 10.1007/s12197-022-09608-5
URL: https://link.springer.com/article/10.1007/s12197-022-09608-5 - , , :
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R
In: Journal of Statistical Software (2022), p. 1-28
ISSN: 1548-7660
DOI: 10.18637/jss.v104.i09
URL: https://www.jstatsoft.org/article/view/v104i09 - , :
Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships
In: Sensors 22 (2022), Article No.: 6884
ISSN: 1424-8220
DOI: 10.3390/s22186884 - , :
Uncertainty Measures from Partially Rounded Probabilistic Forecast Surveys
In: Quantitative Economics 13 (2022), p. 979-1022
ISSN: 1759-7323
DOI: 10.3982/QE1703 - , :
Sample size analysis for two-sample linear rank tests
In: Communications in Statistics-Theory and Methods (2022)
ISSN: 0361-0926
DOI: 10.1080/03610926.2022.2068029
URL: https://www.tandfonline.com/doi/full/10.1080/03610926.2022.2068029 - , , :
The role of information and experience for households' inflation expectations
In: European Economic Review 143 (2022), p. 104015
ISSN: 0014-2921
DOI: 10.1016/j.euroecorev.2021.104015
URL: https://www.sciencedirect.com/science/article/pii/S001429212100283X - , , , :
Sentiment and Firm Behavior During the COVID-19 Pandemic
In: Journal of Economic Behavior & Organization 195 (2022), p. 186 - 198
ISSN: 0167-2681
DOI: 10.1016/j.jebo.2022.01.011 - , :
The Impact of Monetary Policy on Yield Curve Expectations
In: Journal of Economic Behavior & Organization 119 (2021), p. 887-901
ISSN: 0167-2681
DOI: 10.1016/j.jebo.2021.09.044
URL: https://www.sciencedirect.com/science/article/pii/S0167268121004297?via=ihub - , , :
International Effects of Euro Area Forward Guidance
In: Oxford Bulletin of Economics and Statistics 83 (2021), p. 1066 - 1110
ISSN: 0305-9049
DOI: 10.1111/obes.12438 - , , , :
Machine Learning in Futures Markets
In: Journal of Risk and Financial Management 14 (2021)
ISSN: 1911-8066
DOI: 10.3390/jrfm14030119 - :
Deep reinforcement learning for the optimal placement of cryptocurrency limit orders
In: European Journal of Operational Research (2021)
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2021.04.050 - , :
Understanding smart city—a data-driven literature review
In: Sustainability 12 (2020), p. 1-23
ISSN: 2071-1050
DOI: 10.3390/su12208460 - , :
Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area
In: International Journal of Central Banking 64 (2020), p. 309 - 347
ISSN: 1815-4654
Open Access: https://www.ijcb.org/journal/ijcb20q4a8.pdf
URL: https://www.ijcb.org/journal/ijcb20q4a8.htm - , :
Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects
In: Scandinavian Journal of Economics 122 (2020), p. 1431-1466
ISSN: 0347-0520
DOI: 10.1111/sjoe.12385
URL: https://onlinelibrary.wiley.com/doi/epdf/10.1111/sjoe.12385 - , :
Dispersion trading based on the explanatory power of S&P 500 stock returns
In: Mathematics 8 (2020), Article No.: 1627
ISSN: 2227-7390
DOI: 10.3390/math8091627 - , :
How Economic Crises Damage Potential Output – Evidence from the Great Recession
In: Journal of Macroeconomics 65 (2020), Article No.: 103239
ISSN: 0164-0704
DOI: 10.1016/j.jmacro.2020.103239
URL: https://www.sciencedirect.com/science/article/abs/pii/S0164070420301658 - , :
Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries
In: Healthcare 8 (2020)
ISSN: 2227-9032
DOI: 10.3390/healthcare8020099 - , :
Order-Invariant Tests for Proper Calibration of Multivariate Density Forecasts
In: Journal of Applied Econometrics 35 (2020), p. 440-456
ISSN: 0883-7252
DOI: 10.1002/jae.2755 - , :
How to identify varying lead-lag effects in time series data: Implementation, validation, and application of the generalized causality algorithm
In: Algorithms 13 (2020), Article No.: 95
ISSN: 1999-4893
DOI: 10.3390/A13040095 - , :
Tests on asymmetry for ordered categorical variables
In: Journal of Applied Statistics (2020)
ISSN: 0266-4763
DOI: 10.1080/02664763.2020.1757045 - , , :
Separating the signal from the noise - financial machine learning for Twitter
In: Journal of Economic Dynamics & Control 114 (2020), p. 103895
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2020.103895
URL: https://www.sciencedirect.com/science/article/pii/S0165188920300634 - , :
Machine-Learning-Based Statistical Arbitrage Football Betting
In: Künstliche Intelligenz 34 (2020), p. 69-80
ISSN: 0933-1875
DOI: 10.1007/s13218-019-00610-4 - , :
Artificial Intelligence in Innovation: How to Spot Emerging Trends and Technologies
In: IEEE Transactions on Engineering Management (2020)
ISSN: 0018-9391
DOI: 10.1109/TEM.2020.2989214 - , , , , , , , , , :
Beyond Herd Immunity Against Strategic Attackers
In: IEEE Access 8 (2020), p. 66365-66399
ISSN: 2169-3536
DOI: 10.1109/ACCESS.2020.2983652 - , , :
Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations
In: Quantitative Finance (2020)
ISSN: 1469-7688
DOI: 10.1080/14697688.2020.1726439 - :
Five Dimensions of the Uncertainty-Disagreement Linkage
In: International Journal of Forecasting 36 (2020), p. 607-627
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2019.07.010
URL: https://www.sciencedirect.com/science/article/abs/pii/S0169207019302249?via=ihub - , :
(Generalized) Maximum Cumulative Direct, Residual, and Paired Φ Entropy Approach
In: Entropy (2020)
ISSN: 1099-4300
DOI: 10.3390 - , , :
Machine learning in football betting: Prediction of match results based on player characteristics
In: Applied Sciences 10 (2020), Article No.: 46
ISSN: 2076-3417
DOI: 10.3390/app10010046 - , , , :
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
In: The Journal of Risk 22 (2020), p. 1-30
ISSN: 1465-1211
DOI: 10.21314/JOR.2020.429 - , , :
The heterogeneous impact of monetary policy on the US labor market
In: Journal of Economic Dynamics & Control (2020), Article No.: 103989
ISSN: 0165-1889 - , :
Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes
In: Applied economics 51 (2019), p. 3153-3169
ISSN: 0003-6846
DOI: 10.1080/00036846.2019.1566688 - :
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
In: Quantitative Finance 19 (2019), p. 921-935
ISSN: 1469-7688
DOI: 10.1080/14697688.2018.1537503 - , :
Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500
In: Journal of Risk and Financial Management 12 (2019)
ISSN: 1911-8066
DOI: 10.3390/jrfm12020051 - , , :
Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500
In: Quantitative Finance 19 (2019), p. 571-585
ISSN: 1469-7688
DOI: 10.1080/14697688.2018.1521002 - , , , , :
Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert.
In: HMD : Praxis der Wirtschaftsinformatik 56 (2019), p. 900-913
ISSN: 1436-3011
DOI: 10.1365/s40702-019-00528-3 - , , , :
Parameter estimation of Tukey-type distributions: A comparative analysis
In: Communications in Statistics-Simulation and Computation (2019)
ISSN: 0361-0918
DOI: 10.1080/03610918.2019.1571604 - , :
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
In: Quantitative Finance (2019)
ISSN: 1469-7688
DOI: 10.1080/14697688.2019.1585562 - , , :
Statistical Arbitrage in Cryptocurrency Markets
In: Journal of Risk and Financial Management 12 (2019)
ISSN: 1911-8066
DOI: 10.3390/jrfm12010031 - , , :
Testing Stylized Facts of Bitcoin Limit Order Books
In: Journal of Risk and Financial Management 12 (2019)
ISSN: 1911-8066
DOI: 10.3390/jrfm12010025 - :
Pairs trading with the persistence-based decomposition model
In: Managerial and Decision Economics (2019), p. 151-180
ISSN: 0143-6570
DOI: 10.7494/manage.2019.20.2.151 - Sylvia, Endres:
Review of stochastic differential equations in statistical arbitrage pairs trading
In: Managerial and Decision Economics 20 (2019), p. 71-118
ISSN: 0143-6570
DOI: DOI: https://doi.org/10.7494/manage.2019.20.2.71 - , , :
Statistical arbitrage with vine copulas
In: Quantitative Finance (2018)
ISSN: 1469-7688
DOI: 10.1080/14697688.2018.1438642 - , :
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data.
In: Quantitative Finance (2018)
ISSN: 1469-7688
DOI: 10.1080/14697688.2017.1417624 - , :
A new toolkit for robust distributional change detection
In: Applied Stochastic Models in Business and Industry 34 (2018), p. 682-699
ISSN: 1524-1904
DOI: 10.1002/asmb.2357 - , , :
An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions
In: Quantitative Finance (2018)
ISSN: 1469-7688
DOI: 10.1080/14697688.2018.1465196 - , :
A systematic literature review of mining weak signals and trends for corporate foresight
In: Journal of Business Economics 88 (2018), p. 643-687
ISSN: 0044-2372
DOI: 10.1007/s11573-018-0898-4 - , :
Deep learning with long short-term memory networks for financial market predictions
In: European Journal of Operational Research 270 (2018), p. 654-669
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2017.11.054 - , , , :
Disentangling the impact of infrastructure on trade using a new index of infrastructure
In: Review of World Economics (2018), p. 745-784
ISSN: 1610-2878
URL: https://link.springer.com/article/10.1007/s10290-018-0322-8?wt_mc=Internal.Event.1.SEM.ArticleAuthorOnlineFirst - , :
Pairs trading with partial cointegration
In: Quantitative Finance 18 (2018), p. 121-138
ISSN: 1469-7688 - , , :
Weighted Power Mean Copulas: Theory and Application
In: Model Assisted Statistics and Applications 13 (2018), p. 253-270
ISSN: 1574-1699
DOI: 10.3233/MAS-180436 - , :
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100.
In: Applied economics 49 (2017), p. 5352-5369
ISSN: 0003-6846
DOI: 10.1080/00036846.2017.1305097 - , , , :
A Systematic Literature Review of Constraint-Based Innovations: State of the Art and Future Perspectives
In: IEEE Transactions on Engineering Management 64 (2017), p. 3-15
ISSN: 0018-9391
DOI: 10.1109/TEM.2016.2620562 - :
ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
In: The R Journal 9 (2017), p. 127-141
ISSN: 2073-4859
Open Access: https://journal.r-project.org/archive/2017/RJ.../RJ-2017-038.pdf - , , :
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
In: European Journal of Operational Research 259 (2017), p. 689-702
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2016.10.031 - , :
Forecast performance, disagreement, and heterogeneous signal-to-noise ratios
In: Empirical Economics 53 (2017), p. 63-77
ISSN: 0377-7332
DOI: 10.1007/s00181-016-1137-x
URL: http://rdcu.be/jSoD - , :
Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
In: Applied economics 49 (2017), p. 5352-5369
ISSN: 0003-6846
DOI: 10.1080/00036846.2017.1305097 - , :
On the power and size properties of cointegration tests in the light of high-frequency stylized facts
In: Journal of Financial Risk Management 10 (2017), Article No.: 7
ISSN: 2167-9533 - :
Statistical arbitrage pairs trading strategies: Review and outlook
In: Journal of Economic Surveys 31 (2017), p. 513-545
ISSN: 0950-0804
DOI: 10.1111/joes.12153 - , :
Statistical arbitrage pairs trading with high-frequency data.
In: International Journal of Economics and Financial Issues 7 (2017), p. 650-662
ISSN: 2146-4138
Open Access: https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=2ahUKEwiSw5L0iZLdAhXH2aQKHbP2BjkQFjAAegQIAxAC&url=http://dergipark.gov.tr/download/article-file/364651&usg=AOvVaw187wlF7WlxoMoTTn2vStkG - , , , :
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression.
In: Risks 5 (2017), p. 38
ISSN: 2227-9091
DOI: 10.3390/risks5030038 - , :
Systematic errors in growth expectations over the business cycle
In: International Journal of Forecasting 33 (2017), p. 760-769
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2017.03.003
URL: http://www.sciencedirect.com/science/article/pii/S0169207017300353 - , , :
Beyond fisheries: Common-pool resource problems in oceanic resources and services
In: Global Environmental Change-Human and Policy Dimensions 40 (2016), p. 37-49
ISSN: 0959-3780
DOI: 10.1016/j.gloenvcha.2016.06.013
URL: http://www.sciencedirect.com/science/article/pii/S0959378016300875 - , , :
Catching up of emerging economies: the role of capital goods imports, FDI inflows, domestic investment and absorptive capacity
In: Applied Economics Letters (2016), p. 117-120
ISSN: 1350-4851
DOI: 10.1080/13504851.2015.1054065
URL: https://www.econstor.eu/bitstream/10419/107697/1/818419512.pdf - , , :
Cumulative Paired ϕ-Entropy
In: Entropy 18 (2016), p. 1-45
ISSN: 1099-4300
DOI: 10.3390/e18070248 - , :
Data control: A feedback control design for clustering of networked data
In: At-Automatisierungstechnik 64 (2016), p. 618-632
ISSN: 0178-2312
DOI: 10.1515/auto-2016-0059 - , , :
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
In: Journal of Economic Dynamics & Control 70 (2016), p. 86-100
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2016.06.006
URL: http://www.sciencedirect.com/science/article/pii/S0165188916301051 - , :
IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven
In: Risiko Manager 11 (2016), p. 10-14
ISSN: 1861-9363 - , , , , , :
Indicators for monitoring sustainable development goals: An application to oceanic development in the European Union
In: Earth's Future 4 (2016), p. 252-267
ISSN: 2328-4277
DOI: 10.1002/2016EF000353
URL: http://onlinelibrary.wiley.com/doi/10.1002/2016EF000353/full - , , :
Indicators of Absorptive Capacity and Import‐induced South–North Convergence in Labour Intensities
In: World Economy (2016), p. 1756-1791
ISSN: 0378-5920
DOI: 10.1111/twec.12300
URL: http://onlinelibrary.wiley.com/doi/10.1111/twec.12300/abstract;jsessionid=13 - , :
Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters
In: Journal of Empirical Finance (2016), p. 215-228
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2016.05.001 - , , , :
On the efficiency of sampling and countermeasures to critical-infrastructure-targeted malware campaigns
In: ACM SIGMETRICS Performance Evaluation Review 43 (2016), p. 33-42
ISSN: 0163-5999
DOI: 10.1145/2897356.2897361 - , , , , , :
Recovery from software failures caused by Mandelbugs
In: IEEE Transactions on Reliability 65 (2016), p. 70-87
ISSN: 0018-9529
DOI: 10.1109/TR.2015.2452933 - :
A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data
In: European Economic Review 80 (2015), p. 16-35
ISSN: 0014-2921
DOI: 10.1016/j.euroecorev.2015.08.009
URL: http://www.sciencedirect.com/science/article/pii/S0014292115001257 - , :
Global prediction of recessions
In: Economics letters 133 (2015), p. 81-84
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2015.05.022 - , , , :
Information rigidities: Comparing average and individual forecasts for a large international panel
In: International Journal of Forecasting 31 (2015), p. 144-154
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2014.06.002 - , , :
A comprehensive wealth index for cities in Germany
In: Ecological Indicators 41 (2014), p. 79-86
ISSN: 1470-160X
DOI: 10.1016/j.ecolind.2014.01.009
URL: http://www.sciencedirect.com/science/article/pii/S0165176513002899 - , :
International transmission and business-cycle effects of financial stress
In: Journal of Financial Stability 13 (2014), p. 1-17
ISSN: 1572-3089
DOI: 10.1016/j.jfs.2014.02.006 - , , , , :
Prospective long-term assessment of sedation-related adverse events and patient satisfaction for upper endoscopy and colonoscopy
In: Digestion 90 (2014), p. 42-8
ISSN: 0012-2823
DOI: 10.1159/000363567 - , :
The Energy-Bias of North–South Technology Spillovers: A Global, Bilateral, Bisectoral Trade Analysis
In: Environmental & Resource Economics (2014), p. 59-89
ISSN: 0924-6460
DOI: 10.1007/s10640-013-9690-7
URL: http://link.springer.com/article/10.1007/s10640-013-9690-7 - , :
How does testing affect the availability of aging software systems?
In: Performance Evaluation 70 (2013), p. 179–196
ISSN: 0166-5316
DOI: 10.1016/j.peva.2012.05.007 - , :
How the distribution of the number of items rated per user influences the quality of recommendation
In: Performance Evaluation (2013), p. 179-196
ISSN: 0166-5316
DOI: 10.1016/j.peva.2012.05.007 - :
When are GDP forecasts updated? Evidence from a large international panel
In: Economics letters (2013), p. 521-523
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.06.007
URL: http://www.sciencedirect.com/science/article/pii/S0165176513002899 - , :
Constructing and generalizing given multivariate copulas: A unifying approach
In: Statistics 46 (2012), p. 1-12
ISSN: 0233-1888
DOI: 10.1080/02331888.2010.500028 - , , :
Disagreement among Forecasters in G7 Countries
In: Review of Economics and Statistics 94 (2012), p. 1081-1096
ISSN: 0034-6535
URL: http://www.mitpressjournals.org/doi/abs/10.1162/REST_a_00207?journalCode=rest - , :
Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
In: International Journal of Forecasting 27 (2011), p. 452-465
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2010.05.016
URL: http://www.sciencedirect.com/science/article/pii/S016920701000110X - , , :
A systematic literature review of software quality cost research
In: Journal of Systems and Software 84 (2011), p. 415-427
ISSN: 0164-1212
DOI: 10.1016/j.jss.2010.11.904 - , , :
Software fault mitigation and availability assurance techniques
In: International Journal of Systems Assurance Engineering and Management 1 (2011), p. 340-350
ISSN: 0975-6809
DOI: 10.1007/s13198-011-0038-9 - , , , , , , :
Statistical methods for detecting and comparing periodic data and their application to the circadian rhythm of bodily harm
In: Journal of Circadian Rhythms 8 (2010), p. 1-10
ISSN: 1740-3391
URL: http://www.jcircadianrhythms.com/articles/10.1186/1740-3391-8-10/ - , :
An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns
In: Studies in Nonlinear Dynamics and Econometrics 14 (2010), p. 2-21
ISSN: 1081-1826
DOI: 10.2202/1558-3708.1694 - , , :
How resilient is the German banking system to macroeconomic shocks
In: Journal of Banking & Finance 34 (2010), p. 1839-1848
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2009.12.001
URL: http://www.sciencedirect.com/science/article/pii/S0378426609003276 - , , :
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