RP2013-1Limit theorems for power variations of ambit fields driven by white noise by Mikko S. Pakkanen

RP2013-2: Risk premia in energy markets by Almut E. D. Veraart and Luitgard A. M. Veraart

RP2013-3: It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model by Stefano Grassi and Paolo Santucci de Magistris

RP2013-4: Housing market volatility in the OECD area: Evidence from VAR based return decompositions by Tom Engsted and Thomas Q. Pedersen

RP2013-5: Asymptotic analysis of the Forward Search by Søren Johansen and Bent Nielsen PUBLISHED

RP2013-6: Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets by Debopam Bhattacharya, Pascaline Dupasand Shin Kanaya

RP2013-7: Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns by Sílvia Gonçalves, Ulrich Hounyo and Nour Meddahi

RP2013-8: Fractional cointegration rank estimation by Katarzyna Lasak and Carlos Velasco

2013-09: Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox by Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman K. van Dijk

2013-10: Bias-corrected estimation in potentially mildly explosive autoregressive models by Hendrik Kaufmann and Robinson Kruse

2013-11: Changes in persistence, spurious regressions and the Fisher hypothesis by Robinson Kruse, Daniel Ventosa-Santaulària and Antonio E. Noriega

2013-12: The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications by Martin M. Andreasen, Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez

2013-13: Bond return predictability in expansions and recessions by Tom Engsted, Stig V. Møller and Magnus Sander

2013-14: Forecasting US Recessions : The Role of Sentiment by Charlotte Christiansen, Jonas Nygaard Eriksen, and Stig Vinther Møller. PUBLISHED

2013-15: Assessing Relative Volatility/Intermittency/Energy Dissipation by Ole E. Barndorff-Nielsen, Mikko S. Pakkanen and Jürgen Schmiegel

2013-16: Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression by Peter Exterkate, Patrick J.F. Groenen, Christiaan Heij and Dick van Dijk

2013-17: Interest Rates with Long Memory: A Generalized Affine Term-Structure Model by Daniela Osterrieder

2013-18: Thresholds and Smooth Transitions in Vector Autoregressive Models by Kirstin Hubrich and Timo Teräsvirta

2013-19: Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange by Asger Lunde and Kasper V. Olesen

2013-20: Oracle inequalities for high-dimensional panel data models by Anders Bredahl Kock

2013-21: Lassoing the Determinants of Retirement by  Malene Kallestrup-Lamb, Anders Bredahl Kock and Johannes Tang Kristensen

2013-22: Diffusion Indexes with Sparse Loadings by Johannes Tang Kristensen

2013-23: Estimating Stochastic Volatility Models using Prediction-based Estimating Functions by Asger Lunde and Anne Floor Brix

2013-24: A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory  by Nima Nonejad

2013-25: Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008 by Nima Nojejad

2013-26:  Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach by Nima Nonejad

2013-27: Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox by Nima Nonejad

2013-28: Bootstrapping pre-averaged realized volatility under market microstructure noise by Ulrich Hounyo, Sílvia Goncalves  and Nour Meddahi

2013-29: Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series by Jiti Gao, Shin Kanaya, Degui Li and Dag Tjøstheim

2013-30: Bootstrapping realized volatility and realized beta under a local Gaussianity assumption by Ulrich Hounyo

2013-31: Risk-Return Trade-Off for European Stock Markets by Nektarios Aslanidis, Charlotte Christiansen and Christos S. Savva

2013-32: Generalizing smooth transition autoregressions by Emilio Zanetti Chini

2013-33: Edgeworth expansion for functionals of continuous diffusion processes by Mark Podolskij and Nakahiro Yoshida

2013-34: The Exponential Model for the Spectrum of a Time Series: Extensions and Applications by Tommaso Proietti and Alessandra Luati

2013-35: A unified framework for testing in the linear regression model under unknown order of fractional integration by Bent Jesper Christensen, Robinson Kruse and Philipp Sibbertsen

2013-36: Analyzing Oil Futures with a Dynamic Nelson-Siegel Model by Niels S. Hansen and Asger Lunde

2013-37: Classifying Returns as Extreme: European Stock and Bond Markets by Charlotte Christiansen

2013-38: Sticky continuous processes have consistent price systems by Christian Bender, Mikko S. Pakkanen and Hasanjan Sayit

2013-39: A comparison of numerical methods for the solution of continuous-time DSGE models by Juan Carlos Parra-Alvarez

2013-40: Polynomial Regressions and Nonsense Inference by Daniel Ventosa-Santaulària and Carlos Vladimir Rodríguez-Caballero

2013-41: Does Realized Skewness Predict the Cross-Section of Equity Returns? by Diego Amaya, Peter Christoffersen, Kris Jacobs and Aurelio Vasquez

2013-42: Reflecting on the VPN Dispute by Torben G. Andersen and Oleg Bondarenko

2013-43: Assessing Measures of Order Flow Toxicity via Perfect Trade Classification by Torben G. Andersen and Oleg Bondarenko

2013-44: On the identification of fractionally cointegrated VAR models with the F(d) condition by Federico Carlini and Paolo Santucci de Magistris

2013-45: Rare Disasters and Credit Market Puzzles by Peter Christoffersen, Du Du and Redouane Elkamhi

2013-46: Dynamic Diversification in Corporate Credit by Peter Christoffersen, Kris Jacobs, Xisong Jin and Hugues Langlois

2013-47: The Factor Structure in Equity Options by Peter Christoffersen, Mathieu Fournier and Kris Jacobs

2013-48: Illiquidity Premia in the Equity Options Market by Peter Christoffersen, Ruslan Goyenko, Kris Jacobs and Mehdi Karoui

2013-49: Correlation Dynamics and International Diversification Benefits by Peter Christoffersen, Vihang R. Errunza, Kris Jacobs and Xisong Jin

2013-50: Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure by Georgios Effraimidis and Christian M. Dahl

2013-51: Oracle Inequalities for Convex Loss Functions with Non-Linear Targets by Mehmet Caner and Anders Bredahl Kock

2013-52: The Fine Structure of Equity-Index Option Dynamics by Torben G. Andersen, Oleg Bondarenko, Viktor Todorov and George Tauchen