Working Papers
2018	Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation, Working Paper, Lancaster University Management School; joint work with Yifan Li and Ingmar Nolte.
2018	High-Frequency Volatility Estimation and the Relative Importance of Market Microstructure Variables: An Autoregressive Conditional Intensity Approach, Working Paper, Lancaster University Management School; joint work with Yifan Li and Ingmar Nolte
2018	High-Frequency Volatility Modelling: A Markov-Switching Autoregressive Conditional Intensity Model, Working Paper, Lancaster University Management School; joint work with Yifan Li and Ingmar Nolte.
2016	Entrepreneur's Wealth, Firm Performance and Cost of Capital: A Bayesian Approach to the Capital Structure of Entrepreneurial Ventures; joint work with Andrea Moro and Alexandra Dias.
2014	Industry Survival Rate, Entrepreneur Historical Performance and Personal Wealth: A Probabilistic Model for Optimizing SMEs Capital Structure; joint work with Andrea Moro
2011	Where Do the Joneses Go on Vacation? Social Distance and the Influence of Online Reviews on Product Sales, Working Paper, Warwick Business School; joint work with Leif Brandes and Ingmar Nolte.
2009	Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform, FERC Working Paper 09-01, Warwick Business School; joint work with Ingmar Nolte.
2008	Multiplicative Measurement Error and the Simulation Extrapolation Method, IAW-Diskussionspapier, N° 39; joint work with Elena Biewen and Martin Rosemann.
2007	The multiplicative Simulation Extrapolation Approach, Working Paper, University of Konstanz.
2003	Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten, University of Konstanz, CoFE Working Paper No 03/04; joint work with Winfried Pohlmeier.
2003	A modelisation of the anchoring effect in closed-ended questions with follow-up, University of Strasbourg, BETA Document de travail No 2003/07; joint work with Anne Rozan and Francois Laisney.