Journal Article

Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried. (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. ISSN 0883-7252

Kozhan, Roman and Schmid, Wolfgang. (2009) Asset allocation with distorted beliefs and transaction costs. European Journal of Operational Research, Vol.194 (No.1). pp. 236-249. ISSN 0377-2217

Conference Item

Kozhan, Roman and Salmon, Mark (2009) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. In: Workshop on Complexity in Economics and Finance, Leiden, Netherlands, OCT 22-27, 2007. Published in: Journal of Economic Dynamics and Control, Vol.33 (No.5 Sp. Iss. SI). pp. 1106-1122.

Working or Discussion Paper

Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School..

Book

Kozhan, Roman (2009) Financial econometrics - with Eviews. Denmark: Ventus. ISBN 9788776814274

Report

McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports.