Working or Discussion Paper

Alfarano, Simone, Lux, Thomas and Wagner, F. (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) (No.05-).

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) (No.05-).

Bianconi, Ginestra and Marsili, Matteo (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) (No.05-).

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) (No.05-).

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) (No.06-).

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) (No.05-).

Gemmill, Gordon, Hwang, Soosung and Salmon, Mark H. (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) (No.05/08).

Hodder, James E. and Jackwerth, Jens Carsten (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) (No.05-).

Hurd, Matthew, Salmon, Mark H. 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) (No.05-).

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) (No.04-).

Salmon, Mark H., 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) (No.05/16).

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) (No.05-).