(The following paper can be viewed or downloaded in Acrobat format.)

"Estimating Semiparametric ARCH models by Kernel Methods" (with E. Mammen)

"Nonparametric Transformation to White Noise" (with E. Mammen)

"A Quantilogram Approach to Testing For Direction Predictability" (with Y-J. Whang)

Thanks to the University of Darmstadt for their freeware ppower4 which was used to create this file