Peter Winker : Citation Profile

Are you Peter Winker?

Justus-Liebig-Universität Gießen

13

H index

17

i10 index

648

Citations

RESEARCH PRODUCTION:

67

Articles

94

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 24
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 74 (10.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi49
   Updated: 2019-04-13    RAS profile: 2019-03-26    
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Relations with other researchers

Works with:

Staszewska-Bystrova, Anna (26)

Lütkepohl, Helmut (19)

Lüdering, Jochen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker.

Is cited by:

Roventini, Andrea (27)

Grazzini, Jakob (25)

Savin, Ivan (22)

Richiardi, Matteo (19)

Hommes, Cars (17)

Blueschke, Dmitri (15)

Gilli, Manfred (14)

Lamperti, Francesco (13)

Westerhoff, Frank (13)

Schumann, Enrico (12)

Lyra, Marianna (11)

Cites to:

Staszewska-Bystrova, Anna (34)

Kilian, Lutz (24)

Gilli, Manfred (23)

Franz, Wolfgang (17)

Johansen, Soren (16)

Paterlini, Sandra (13)

Kontoghiorghes, Erricos (12)

Lütkepohl, Helmut (12)

Gertler, Mark (11)

Inoue, Atsushi (10)

Sims, Christopher (10)

Main data

Where Peter Winker has published?

Journals with more than one article published# docs
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)18
Computational Statistics & Data Analysis9
Computational Economics5
Empirical Economics3
Computational Management Science3
AStA Advances in Statistical Analysis3
Economic Modelling2
Journal of Economic Interaction and Coordination2
International Journal of Forecasting2
Central European Journal of Economic Modelling and Econometrics2
Statistical Papers2

Working Papers Series with more than one paper published# docs
Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"18
MAGKS Papers on Economics / Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)10
Working Papers / COMISEF8
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research7
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Lodz Economics Working Papers / University of Lodz, Faculty of Economics and Sociology2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Computing in Economics and Finance 2001 / Society for Computational Economics2

Recent works citing Peter Winker (2018 and 2017)

YearTitle of citing document
2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

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2018Learning in repeated multiple unit combinatorial auctions: An experimental study. (2018). Tisdell, John ; Iftekhar, M S. In: Working Papers. RePEc:ags:uwauwp:267301.

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2017The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan . In: Papers. RePEc:arx:papers:1606.01495.

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2017Can Agent-Based Models Probe Market Microstructure?. (2017). Platt, Donovan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:1611.08510.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun. In: Papers. RePEc:arx:papers:1710.02435.

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2018Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1809.01989.

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2017Economic History Goes Digital: Topic Modeling the Journal of Economic History. (2017). Wehrheim, Lino. In: Working Papers. RePEc:bav:wpaper:177_wehrheim.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017Shifting Taxes from Labor to Consumption: More Employment and more Inequality?. (2017). Sommer, Eric ; Pestel, Nico. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:3:p:542-563.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

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2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2018Uniform confidence bands: Characterization and optimality. (2018). Freyberger, Joachim ; Rai, Yoshiyasu. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:119-130.

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2018Sequential estimation of censored quantile regression models. (2018). Chen, Song Nian. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:30-52.

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2017Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2018A hyperplanes intersection simulated annealing algorithm for maximum score estimation. (2018). Florios, Kostas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:37-55.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2017American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68.

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2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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2018The effect of Western TV on crime: Evidence from East Germany. (2018). Friehe, Tim ; Neumeier, Florian ; Muller, Helge. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:346-372.

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2017The Impact on Unemployment of Social Security Contributions: the Empiricial Analysis in Turkey. (2017). Giray, Filiz ; Anar, Mehmet. In: European Journal of Multidisciplinary Studies Articles. RePEc:eur:ejmsjr:345.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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2018A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Feldman, Todd ; Liu, Shuming. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9652-1.

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2018Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall. (2018). Beaumont, Paul ; Okten, Giray ; Tzeng, Yu-Ying. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9661-0.

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2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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2018Protest and property crime: political use of police resources and the deterrence of crime. (2018). Byeon, Jaewook ; Lee, Dongwon ; Kim, Iljoong. In: Public Choice. RePEc:kap:pubcho:v:175:y:2018:i:1:d:10.1007_s11127-018-0525-5.

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2018Non-oil trade of Turkey and Russia in the Middle East: Trends and potential. (2018). Kaplan, Zeynep ; Gonel, Feride Doaner. In: Journal of Economics Library. RePEc:ksp:journ5:v:5:y:2018:i:1:p:42-58.

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2017Spatial Nexus in Crime and Unemployement in Times of Crisis. (2017). Lastauskas, Povilas ; Tatsi, Eirini . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:39.

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2017The effect of Western TV on crime: Evidence from East Germany. (2017). Neumeier, Florian ; Friehe, Tim ; Muller, Helge. In: MAGKS Papers on Economics. RePEc:mar:magkse:201710.

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2017Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0064.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Cosma, Stefano ; Vezzani, Paola ; Pancotto, Francesca. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0068.

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2017Economic Aspects of the Missing Data Problem – the Case of the Patient Registry. (2017). Uenal, Hatice ; Hampel, David. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065051779.

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2018Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. (2018). Härdle, Wolfgang ; Petukhina, Alla ; Nasekin, Sergey ; Chuen, David Kuo ; Hardle, Wolfgang Karl. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0060-9.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele . In: MPRA Paper. RePEc:pra:mprapa:92343.

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2017Modeling of innovative investment in Russian regions. (2017). Teplykh, Grigorii ; Galimardanov, Amal . In: Applied Econometrics. RePEc:ris:apltrx:0320.

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2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Mandel, Antoine ; Sapio, Sandro ; Napoletano, Mauro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2017An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Sander van der Hoog, ; Barde, Sylvain. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4pa18fd9lf9h59m4vfavfcf61e.

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2018Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2018Recent advancements in robust optimization for investment management. (2018). Ho, Jang ; Fabozzi, Frank J ; Kim, Woo Chang. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2573-5.

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2017No such thing as a perfect hammer: comparing different objective function specifications for optimal control. (2017). Savin, Ivan ; Blueschke, Dmitri. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0446-7.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2018Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. (2018). Branda, Martin ; Schwartz, Alexandra ; ervinka, Michal ; Bucher, Max. In: Computational Optimization and Applications. RePEc:spr:coopap:v:70:y:2018:i:2:d:10.1007_s10589-018-9985-2.

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2017Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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2017Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland. (2017). Brunhart, Andreas. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0013-x.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2018Bias-corrected quantile regression estimation of censored regression models. (2018). Iek, P ; Sadikoglu, S. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0761-z.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Dosi, Giovanni ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019.

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2017An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2018Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market. (2018). Xu, Dinghai ; Wang, Donghua ; Ji, Jingru. In: Working Papers. RePEc:wat:wpaper:1806.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573.

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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181590.

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2017Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246.

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Peter Winker is editor of

Journal
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)

Works by Peter Winker:

YearTitleTypeCited
2017A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development.
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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers.
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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
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2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2006Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen In: ifo Forschungsberichte.
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2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper55
2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
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