| Issue Date | Title | Author(s) |
| 29-Aug-2003 | Asymptotics for Duration-Driven Long Range Dependent Processes | Hsieh, Mengchen; Hurvich, Clifford M.; Souliery, Philippe |
| 25-May-2008 | (Undefined) | - |
| 27-May-2009 | Limit Laws in Transaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford |
| 2000 | SPATIAL REGRESSION MODELS USING INTER-REGION DISTANCES IN A NON-RANDOM CONTEXT | Christou, Nicolas; Simon, Gary |
| 2000 | A Generalized Portmanteau Goodness-of-fit Test for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
| Nov-1998 | Evaluating Density Forecasts with Applications to Financial Risk Management | Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S. |
| 2000 | Score Tests for the Single Index Model | Simonoff, Jeffrey S.; Tsai, Chih-Ling |
| Dec-1998 | REAL-TIME MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION: MONITORlNG THE RISK OF HIGH-FREQUENCY RETURNS ON FOREIGN EXCHANGE | Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. |
| 2000 | ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS | Deo, Rohit S.; Hurvich, Clifford M. |
| Jan-2000 | The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium | Katz, Barbara G.; Owen, Joel |
