Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

0

• Bent Jesper Christensen & Morten Ø. Nielsen, , "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-4.
• Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
• Nielsen, Morten Oe., , "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-17.
• Morten Oerregaard Nielsen, , "Local Whittle Analysis of Stationary Fractional Cointegration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-8.
• Goergens, Tue & Paldam, Martin & Würtz, Allan, , "How does Public Regulation affect Growth?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-14.
• Jensen, Peter Sandholt & Paldam, Martin, , "Can the new aid-growth models be replicated," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-17.
• Cooper, Joseph & Delbecq, Benoît, 2014, "A multi-region approach to assessing fiscal and farm level consequences of government support for farm risk management," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 3, issue 3, pages 1-23, December, DOI: 10.22004/ag.econ.196654.
• Rimmer, Maureen T. & Powell, Alan A., , "ENGEL FLEXIBILITY IN HOUSEHOLD BUDGET STUDIES: Non-parametric Evidence versus Standard Functional Forms," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266350, DOI: 10.22004/ag.econ.266350.
• Liebenehm, Sabine & Affognon, Hippolyte & Waibel, Hermann, 2011, "Impact Assessment of Livestock Research and Development in West Africa: A Propensity Score Matching Approach," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 50, issue 3, pages 1-14, DOI: 10.22004/ag.econ.155534.
• Gabriel Montes Rojas & Andrés Sebastián Mena, 2020, "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2020-50, Feb.
• Weshah Razzak and Rabie Nasser, , "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0901.
• Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
• Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Papers, arXiv.org, number math/0310223, Oct.
• Enrico Scalas & Kyungsik Kim, 2006, "The art of fitting financial time series with Levy stable distributions," Papers, arXiv.org, number physics/0608224, Aug.
• Diego Mauricio Vásuez & Luis Fernando Melo, 2002, "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia, Banco de la Republica de Colombia, number 210, May, DOI: 10.32468/be.210.
• Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005, "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia, Banco de la Republica de Colombia, number 322, Feb, DOI: 10.32468/be.322.
• Juan José Echavarría & María Angélica Arbeláez & María Fernanda Rosales, 2006, "La Productividad y sus Determinantes: El Caso de la Industria Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 374, Feb, DOI: 10.32468/be.374.
• Enrique López Enciso, 2008, "Algunos hechos estilizados sobre el comportamiento de los precios regulados en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 527, Aug, DOI: 10.32468/be.527.
• Sandra Rozo & Diego Vásquez & Dairo Estrada, 2008, "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia, Banco de la Republica de Colombia, number 528, Aug, DOI: 10.32468/be.528.
• Christian Manuel Posso Suárez, 2008, "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," Borradores de Economia, Banco de la Republica de Colombia, number 529, Sep, DOI: 10.32468/be.529.
• Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010, "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia, Banco de la Republica de Colombia, number 585, Feb, DOI: 10.32468/be.585.
• Carlos León & Alejandro Reveiz, 2010, "Portfolio Optimization and Long-Term Dependence," Borradores de Economia, Banco de la Republica de Colombia, number 622, Sep, DOI: 10.32468/be.622.
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2010, "La persistencia estadística de la inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 623, Oct, DOI: 10.32468/be.623.
• Juan Manuel Julio & Anderson Grajales, 2011, "¿Qué nos dicen los índices de confianza?," Borradores de Economia, Banco de la Republica de Colombia, number 659, Jun, DOI: 10.32468/be.659.
• Karen Juliet Leiton Rodríguez, 2011, "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 672, DOI: 10.32468/be.672.
• Pamela cardozo Ortiz & carlos A. Huertas Campos & Julián A. Parra POlanía & Lina V. Patiño ECheverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la República," Borradores de Economia, Banco de la Republica de Colombia, number 673, DOI: 10.32468/be.673.
• Carlos Medina & Christian Posso & Jorge Andrés Tamayo, 2011, "Costos de la violencia urbana y políticas públicas: algunas lecciones de Medellín," Borradores de Economia, Banco de la Republica de Colombia, number 674, Oct, DOI: 10.32468/be.674.
• Angela González Arbeláez & Juan Carlos Mendoza & Hernán Piñeros G., 2010, "Análisis comparativo del riesgo crediticio: una aproximación no paramétrica," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 050, Sep, DOI: 10.32468/tef.50.
• Diana Fernández Moreno & Dairo Estrada, 2013, "Colombian bank efficiency and the role of market structure," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 076, Jun, DOI: 10.32468/tef.76.
• Michael Creel & Dennis Kristensen, 2015, "Indirect Likelihood Inference," Working Papers, Barcelona School of Economics, number 558, Sep.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2015, "Econometrics on GPUs," Working Papers, Barcelona School of Economics, number 669, Sep.
• Tom Doan, 2025, "AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference," Statistical Software Components, Boston College Department of Economics, number RTS00005, revised .
• Robert Breunig & Marn-Heong Wong, , "Australia's firm-level productivity -- a new perspective," Australasian Stata Users' Group Meetings 2004, Stata Users Group, number 2.
• Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011, "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-05, Feb.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-08, Jan.
• Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy, 2011, "Extreme-quantile tracking for financial time series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-27, Jul.
• Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011, "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-29, Aug.
• Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, 2011, "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-32, Aug.
• Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
• Vladimir FILIMONOV & Didier SORNETTE, 2014, "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-48, Jul, revised Apr 2015.
• Burton Hollifield & Robert Miller & Patrik Sandas, , "Empirical Analysis of Limit Order Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number -290183991.
• KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002, "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1593, Jan.
• BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003, "Ranking economics departments in Europe: a statistical approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1694, Jan, DOI: 10.1162/154247603322752575.
• LEFEBVRE, Mathieur & COELLI, Tim & PESTIEAU, Pierre, 2010, "On the convergence of social protection performance in the European Union," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2214, Jan, DOI: 10.1093/cesifo/ifp030.
• ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009, "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2299, Jan, DOI: 10.1080/14697680902785284.
• JOHANNES, Jan & VAN BELLEGEM, Sébastien & VANHEMS, Anne, 2011, "Convergence rates for ill-posed inverse problems with an unknown operator," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2330, Jan, DOI: 10.1017/S0266466610000393.
• DECANCQ, Koen, 2012, "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2425, Jan, DOI: 10.1016/j.jet.2011.11.001.
• JOHANNES, Jan & VAN BELLEGEM, Sébastien & VANHEMS, Anne, 2013, "Iterative regularisation in nonparametric instrumental regression," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2442, Jan, DOI: 10.1016/j.jspi.2012.07.010.
• Christian M. Hafner, 2018, "Testing for bubbles in cryptocurrencies with time-varying volatility," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3025, Jan.
• Daniel Preve, , "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_001.
• Alan T. K. Wan & Shangyu Xie & Yong Zhou, , "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_003.
• C. Lanier Benkard & Steven Berry, , "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1482.

None

• Ayouba, Kassoum & Boussemart, Jean-Philippe & Vigeant, Stéphane, 2017, "The impact of single farm payments on technical inefficiency of French crop farms," Review of Agricultural, Food and Environmental Studies, Institut National de la Recherche Agronomique (INRA), volume 98, issue 01/2, DOI: 10.22004/ag.econ.277882.
• Mullin Charles H, 2005, "Bounding Treatment Effects with Contaminated and Censored Data: Assessing the Impact of Early Childbearing on Children," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-31, December, DOI: 10.1515/1538-0637.1119.
• Millimet Daniel L & Wang Le, 2006, "A Distributional Analysis of the Gender Earnings Gap in Urban China," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-50, February, DOI: 10.1515/1538-0645.1461.
• De Benedictis Luca & Vicarelli Claudio, 2005, "Trade Potentials in Gravity Panel Data Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-33, September, DOI: 10.1515/1538-0653.1386.
• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• Serletis Apostolos & Shahmoradi Akbar, 2006, "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1341.
• Hinich Melvin J. & Serletis Apostolos, 2006, "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-15, September, DOI: 10.2202/1558-3708.1340.
• Michis Antonis & Sapatinas Theofanis, 2007, "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1531.
• Diks Cees & Panchenko Valentyn, 2008, "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1476.
• Nesmith Travis D & Jones Barry E, 2008, "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, March, DOI: 10.2202/1558-3708.1468.
• Shahbaba Babak, 2009, "Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1609.
• Krüger Jens J., 2009, "Inspecting the Poverty-Trap Mechanism: A Quantile Regression Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-18, May, DOI: 10.2202/1558-3708.1665.
• Peroni Chiara, 2009, "A Non-Parametric Investigation of Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-52, September, DOI: 10.2202/1558-3708.1617.
• Kim Chang Sik, 2009, "Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-27, September, DOI: 10.2202/1558-3708.1672.
• Iglesias Emma M, 2010, "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1736.
• Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011, "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-28, March, DOI: 10.2202/1558-3708.1789.
• Westerheide Nina & Kauermann Goeran, 2012, "Flexible Modelling of Duration of Unemployment Using Functional Hazard Models and Penalized Splines: A Case Study Comparing Germany and the UK," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, January, DOI: 10.1515/1558-3708.1914.
• Chung Y. Peter & Zhou Zhong-guo, 2012, "The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-33, January, DOI: 10.1515/1558-3708.1634.
• Cai Zongwu & Chen Linna & Fang Ying, 2012, "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-20, September, DOI: 10.1515/1558-3708.1878.
• Diks Cees & Manzan Sebastiano, 2002, "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1005.
• Ramsey James B., 2002, "Wavelets in Economics and Finance: Past and Future," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-29, November, DOI: 10.2202/1558-3708.1090.
• Golan Amos, 2003, "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1174.
• Giannerini Simone & Rosa Rodolfo, 2004, "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1215.
• Dagum Estela Bee & Luati Alessandra, 2004, "Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-18, May, DOI: 10.2202/1558-3708.1204.
• de Peretti Christian & Siani Carole, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1239.
• Gil-Bazo Javier & Rubio Gonzalo, 2004, "A Nonparametric Dimension Test of the Term Structure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1117.
• Ramalho Joaquim J.S., 2005, "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1202.
• Hamilton James D., 2005, "Comment on "Investigating Nonlinearity"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-10, September, DOI: 10.2202/1558-3708.1286.
• Li Mingliang & Tobias Justin, 2005, "Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1271.
• Maria Bampasidou & Carlos A. Flores & Alfonso Flores-Lagunes & Daniel J. Parisian, 2014, "The Role of Degree Attainment in the Differential Impact of Job Corps on Adolescents and Young Adults," Research in Labor Economics, Emerald Group Publishing Limited, "Factors Affecting Worker Well-being: The Impact of Change in the Labor Market", DOI: 10.1108/S0147-912120140000040004.
• Caliendo, Marco & Künn, Steffen & Wießner, Frank, 2010, "Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit : eine Bilanz nach fünf Jahren (The sustainability of subsidized start-ups out of unemployment : an appraisal after five year," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 42, issue 4, pages 269-291, DOI: 10.1007/s12651-009-0024-8.
• Hoderlein, Stefan & Winter, Joachim, 2009, "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 9192, Jan.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/12.
• Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2013, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers, European University Institute, number 2013/13, Mar.
• Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Jean-Luc Prigent & Olivier Renault & Olivier Scaillet, None, "An empirical investigation into credit spread indices," Journal of Risk, Journal of Risk.
• Jean-David Fermanian & Olivier Scaillet, None, "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
• G. Bottazzi & E. Cefis & G. Dosi & A. Secchi, 2003, "Invariances and Diversities in the Evolution of Manufacturing Industries," Working Papers, Utrecht School of Economics, number 03-17, Dec.
• Elena Cefis & O. Marsili, 2003, "Survivor: The Role of Innovation in Firms’ Survival," Working Papers, Utrecht School of Economics, number 03-18, Nov.
• E. Cefis & O. Marsili & E.J.J Schenk, 2006, "The Effects of Mergers and Acquisitions on the Firm Size Distribution," Working Papers, Utrecht School of Economics, number 06-17.
• E. Cefis & A. Sabidussi & E.J.J Schenk, 2007, "Do mergers of potentially dominant firms foster innovation? An empirical analysis for the manufacturing sector," Working Papers, Utrecht School of Economics, number 07-20, Sep.
• E. Cefis & M. Grondsma & A. Sabidussi & E.J.J Schenk, 2007, "The role of innovation in merger policy: Europe’s efficiency defence versus America’s innovation markets approach," Working Papers, Utrecht School of Economics, number 07-21.
• E. Cefis & M. Ghita, 2008, "Post Merger Innovative Patterns in Small and Medium Firms," Working Papers, Utrecht School of Economics, number 08-09.