''Consistent Expectations Equilibria and Learning in a Stock Market'',
with J. Mitlöhner, Journal of Economic Dynamics and Control, 2002. Vol. 26/2, p. 171 - 185.
''Stochastic Equilibrium: Learning by Exponential Smoothing'', with K. Pötzelberger, Journal of Economic Dynamics and Control, 2003. Vol. 27/10, p. 1743 - 1770.
''Sample Autocorrelation Learning in a Capital Market Model'', with K. Pötzelberger, Journal of Economic Behavior and Organization, 2004. Vol. 53/2, p. 215-236.
''Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law'', with S. Frühwirth-Schnatter, Annals of the Institute of Statistical Mathematics, 2009, Vol. 61/1, 159-179.
''The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk'', with Paul Schneider and Tanja Veza, Journal of Financial and Quantitative Analysis, 2010, Vol. 45, 1517-1547.