Christoph Schleicher

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Pricing Multivariate Currency Options with Copulas

M. Salmon, Christoph Schleicher, Mark Salmon, 2006 .

1 Pricing Multivariate Currency Options with Copulas

M. Salmon, Christoph Schleicher, 2006 .

Essays on the decomposition of economic variables

Christoph Schleicher, 2003 .

Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

M. Salmon, Christoph Schleicher, Matthew Hurd, 2005 .

A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model

Michael W. McCracken, Michael T. Owyang, Roberto M. Samaniego, 2011 .

Kolmogorov-Wiener Filters for Finite Time Series

Christoph Schleicher, 2004 .

Returns to Equity, Investment and Q: Evidence from the United Kingdom

Christoph Schleicher, S. Price, 2006 .

Returns to Equity, Investment and Q: Evidence from the UK

Christoph Schleicher, S. Price, 2005 .

Model Averaging in Risk Management with an Application to Futures Markets

Paolo Zaffaroni, Christoph Schleicher, M. Pesaran, 2008, SSRN Electronic Journal.

Stock market reactions to dividend announcements: Empirical evidence from the Austrian stock market

H. Gurgul, Christoph Schleicher, R. Mestel, 2003 .

An Introduction to Wavelets for Economists

Christoph Schleicher, Christoph Schleicher, 2002 .

Structural Time-Series Models with Common Trends and Common Cycles

Christoph Schleicher, 2003 .

2 Codependence and Vector-Autoregressions

Christoph Schleicher, 2004 .

Codependence in cointegrated autoregressive models

Christoph Schleicher, 2004 .

Common Trends and Common Cycles in Canadian Sectoral Output

Christoph Schleicher, Francisco Barillas, 2003 .

Forecast Combination Across Estimation Windows

Todd E. Clark, Andreas Pick, C. Granger, 2011 .