Working or Discussion Paper

Alfarano, Simone, Lux, Thomas, 1962- and Wagner, F. (Friedrich) (2005) Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Basu, Devraj and Stremme, Alexander (2005) CAY revisited: can optimal scaling resurrect the (C)CAPM? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bianconi, Ginestra and Marsili, Matteo, 1966- (2005) Emergence of large cliques in random scale-free networks. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bond, Shaun and Hwang, Soosung (2005) Smoothing, nonsynchronous appraisal and cross-sectional aggreagation in real estate price indices. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Chu, Ba M., Knight, John L. and Satchell, S. (Stephen) (2005) Optimal investment and asymmetric risk for a large portfolio: a large deviations approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Diks, Cees and Wagener, Florian O. O. (2005) Equivalence and bifurcations of finite order stochastic processes. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon, Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2005) Performance measurement with loss aversion. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Hodder, James E. and Jackwerth, Jens Carsten, 1967- (2005) Employee stock options: much more valuable than you thought. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Hurd, Matthew, 1980-, Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2005) Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index (revised). Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Oomen, Roel C. A. (2005) Properties of bias corrected realized variance under alternative sampling schemes. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Salmon, Mark H. (Mark Howard), 1949-, Gemmill, Gordon and Hwang, Soosung (2005) Performance measurement with loss aversion. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Sarno, Lucio (2005) Towards a solution to the puzzles in exchange rate economics: where do we stand? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).