Munduch, G., Pfister, A., Sögner, L., & Stiassny, A. (2008). An Econometric Analysis of Maintenance Cost and the Determination of Usage Tariffs for the Austrian Railroad System. Zeitschrift Für Betriebswirtschaft (ZfB), 78(4), 423–438. http://hdl.handle.net/20.500.12708/170593 ( reposiTUm)

Barth, A., Winker, R., Ponocny-Seliger, E., & Sögner, L. (2007). Economic growth and the incidence of occupational injuries in Austria. Wiener Klinische Wochenschrift, 119(5–6), 158–163. http://hdl.handle.net/20.500.12708/170055 ( reposiTUm)

Frühwirth, M., & Sögner, L. (2006). The Jarrow/Turnbull Default Risk Model - Evidence from the German Market. European Journal of Finance, 12(2), 107–135. http://hdl.handle.net/20.500.12708/174128 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2006). Bayesian versus Maximum Likelihood Estimation of Term Structure Models driven by Latent Diffusions. In H. D. Haasis, H. Kopfer, & J. Schönberger (Eds.), Operations Research Proceedings 2005 (pp. 507–512). Springer-Verlag. http://hdl.handle.net/20.500.12708/65413 ( reposiTUm)

Dockner, E., & Sögner, L. (2005). Expectation formation and learning in capital market models. In A. Taudes (Ed.), Adaptive Information Systems and Modelling in Economics and Management Science (pp. 99–112). Springer-Verlag. http://hdl.handle.net/20.500.12708/26013 ( reposiTUm)

Sögner, L. (2008). The Risk Microstructure of Coporate Bonds: A Case Study from the German Corporate Bond Market. 15th Annual Meeting of the German Finance Association (DGF), Westfälische Wilhelms-Universität, Münster, EU. http://hdl.handle.net/20.500.12708/92621 ( reposiTUm)

Sögner, L. (2008). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. 11th conference of the Swiss Society for Financial Market Research (sgf), Zürich, Non-EU. http://hdl.handle.net/20.500.12708/92618 ( reposiTUm)

Sögner, L. (2008). Term Structure Estimation and Near-Unit-Root Behavior. 2nd International Workshop on Computational and Financial Econometrics (CFE’08), Neuchâtel, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/92619 ( reposiTUm)

Sögner, L. (2008). Term Structure Estimation and Near-Unit-Root Behavior. Operations Research 2008, University of Augsburg, Germany, EU. http://hdl.handle.net/20.500.12708/92620 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). Jumps and Recovery Rates Inferred From Corporate CDS Premia. VIII Workshop on Quantitative Finance, Venedig, EU. http://hdl.handle.net/20.500.12708/92395 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. European Financial Management Association 16th Annual Meeting, Wien, Austria. http://hdl.handle.net/20.500.12708/92396 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. German Finance Association (DGF) 14th Annual Meeting, Dresden, EU. http://hdl.handle.net/20.500.12708/92397 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). Jumps and Recovery Rates Inferred from Corporate CDS Premia. III International Conference on Credit and Operational Risks, Montreal, Non-EU. http://hdl.handle.net/20.500.12708/92394 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2007). Markov Chain Monte Carlo estimation of issuer-specific and bond-specific components of credit and liquidity risk. International Workshop on COMPUTATIONAL AND FINANCIAL ECONOMETRICS, Genf, Non-EU. http://hdl.handle.net/20.500.12708/92393 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2007). The Risk Microstructure of Corporate Bonds: A Bayesian Analysis. 69. Wissenschaftliche Jahrestagung der Hochschullehrer für Betriebswirtschaft, Paderborn, EU. http://hdl.handle.net/20.500.12708/92392 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance (AMaMeF), Wien, Austria. http://hdl.handle.net/20.500.12708/92398 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). Jumps and Recovery Rates Inferred from Corporate CDS Premia. Seminar, Vienna Graduate School of Finance (VGSF), Wien, Austria. http://hdl.handle.net/20.500.12708/92399 ( reposiTUm)

Schneider, P., Sögner, L., & Veza, T. (2007). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. 22. Workshop of the Austrian Working Group of Banking and Finance, Innsbruck, Austria. http://hdl.handle.net/20.500.12708/92424 ( reposiTUm)

Sögner, L. (2006). Discussion of Time-varying risk exposure of hedge funds by Monica Billio, Mila Getmansky and Loriana Pelizzon. European Financial Management Association, 15th Annual Meeting, Madrid, EU. http://hdl.handle.net/20.500.12708/92217 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2006). The risk microstructure of corporate bonds: A bayesian analysis. European Financial Management Association, 15th Annual Meeting, Madrid, EU. http://hdl.handle.net/20.500.12708/92216 ( reposiTUm)

Feldhütter, P., Schneider, P., & Sögner, L. (2006). Stochastic Risk Premia and Semi-Affine Term Structure Models. Operations Research 2006 Meeting, Karlsruhe, EU. http://hdl.handle.net/20.500.12708/92219 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2006). The risk microstructure of corporate bonds: A bayesian analysis. European Finance Association, 33rd Annual Meeting, Zürich, Non-EU. http://hdl.handle.net/20.500.12708/92218 ( reposiTUm)

Frühwirth, M., Schneider, P., & Sögner, L. (2005). Disentangling default risk from liquidity risk. Austrian Working Group on Banking and Finance 2005, Graz, Austria. http://hdl.handle.net/20.500.12708/92116 ( reposiTUm)

Hölzl, W., & Sögner, L. (2004). Entry and Exit Dynamics in the Austrian Manufacturing Industrie. Annual Meeting of the Austrian Economic Association (NOeG), Wien, Austria. http://hdl.handle.net/20.500.12708/91930 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Bayesian Estimation of the Heston stochastic volaility model. Conference on Econometric Time Series Analysis, Linz, Austria. http://hdl.handle.net/20.500.12708/91721 ( reposiTUm)

Sögner, L. (2003). Discussion of Do surprising central bank moves influence interest rate derivatives prices? Empirical evidence from the european caps and swaptions market. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91723 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Bayesian Estimation of the Heston stochastic volaility model. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91722 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Bayesian Estimation of the Heston stochastic volatility model. Seminar Bayesian Statistics, Wirtschaftsuniversität Wien, Austria. http://hdl.handle.net/20.500.12708/91642 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Baysian Estimation of the Heston stochastic volatility model. Econometric Research Seminar, Institut für Höhere Studien, Wien, Austria. http://hdl.handle.net/20.500.12708/91644 ( reposiTUm)

Sögner, L. (2003). Unemployment versus Start-up Activity- Does unemployment affect the willingness to start-up a business. E&I Resarch Forum (Seminar der Abteilung für Entrepreneurship and Innovation, WU Wien), Wirtschaftsuniversität Wien, Austria. http://hdl.handle.net/20.500.12708/91646 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Bayesian Estimation of the Heston stochastic volaility model. Seminar, Abt. Deistler, Technische Universität Wien, Austria. http://hdl.handle.net/20.500.12708/91645 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2003). Bayesian Estimation of the Heston stochastic volatility model. Statistics Seminar, Universtia Pompeu Fabra, Austria. http://hdl.handle.net/20.500.12708/91643 ( reposiTUm)

Sögner, L. (2003). Maintenance Cost and the Determination of Usage Tariffs for the Austrian Railroad System. 65. Jahrestagung Verband der Hochschullehrer für Betriebswirtschaft, Zürich, Schweiz, Austria. http://hdl.handle.net/20.500.12708/91647 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2002). The Jarrow/Turnbull default risk model: Evidence from the German market. 64th Scientific conference of the association of Univeristy Professors of Management, München, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91567 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2002). The Jarrow/Turnbull default risk model: Evidence from the German market. 29th Annual Meeting of the European Finance Association, Berlin, Austria. http://hdl.handle.net/20.500.12708/91568 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2002). Bayseian estimation of the Heston stochastic volatility model. 2002 International Conference on Operations Research, Klagenfurt, Austria. http://hdl.handle.net/20.500.12708/91571 ( reposiTUm)

Sögner, L., & Pötzelberger, K. (2001). Stochastic equilibrium: Learning by exponential smoothing. 2001 Workshop on Economic Dynamics, Amsterdam, Austria. http://hdl.handle.net/20.500.12708/91563 ( reposiTUm)

Sögner, L., & Stiassny, A. (2001). Okun’s law im internationalen Vergleich. Research seminar on growth and employment in Europe: Sustainability and competitiveness, Wien, Austria. http://hdl.handle.net/20.500.12708/91560 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2001). The Jarrow/Turnbull default risk model: Evidence from the German market. Finance Reserach Seminar Institut für Höhere Studien, Wien, Austria. http://hdl.handle.net/20.500.12708/91564 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2001). The Jarrow/Turnbull default risk model: Evidence from the German market. Finance Reserach Seminar - University of Frankfurt, Frankfurt, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91566 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2001). The Jarrow/Turnbull default risk model: Evidence from the German market. 10th Annual Meeting of the European Financial Management Association, Lugano, Italy, Austria. http://hdl.handle.net/20.500.12708/91565 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2001). MCMC estimation of the Barndorff-Nielsen-Shephard stochastic volatility model. 15th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91570 ( reposiTUm)

Sögner, L., & Pötzelberger, K. (2001). Equilibrium and learning in a non-stationary environment. IFAC Symposium on Modeling and Control of Economic Systems, Klagenfurt, Austria. http://hdl.handle.net/20.500.12708/91569 ( reposiTUm)

Sögner, L., & Frühwirth, M. (2000). Längsschnitt- vs. Querschnittsschätzung von Ausfallsrisiko im Jarrow-Turnbull Modell. 14th Workshop of the Austrian Working Group on Banking and Finance, Innsbruck, Austria. http://hdl.handle.net/20.500.12708/91562 ( reposiTUm)

Sögner, L., & Pötzelberger, K. (2000). Sample Autocorrelation Learning in a Capital Market Model. Workshop on Economic Dynamics, Amsterdam, Austria. http://hdl.handle.net/20.500.12708/91558 ( reposiTUm)

Sögner, L., & Frühwirt-Schnatter, S. (2000). Estimation on stochastic volatility model parameters by bayesian markov chain monte carlo methods. SFB Symposium on Stochastic Volatility and Levy Processes, Wien, Austria. http://hdl.handle.net/20.500.12708/91561 ( reposiTUm)

Sögner, L., & Pötzelberger, K. (2000). Stochastic equilibrium: Learning by exponential smoothing. 7th Vienna Workshop on optimal control, dynamic games and nonlinear dynamics, Wien, Austria. http://hdl.handle.net/20.500.12708/91559 ( reposiTUm)

Dangl, T., Sögner, L., Dockner, E., Gaunersdorfer, A., Strobl, G., Pfister, A., & Mitlöhner, H. (1999). Adaptive Erwartungsbildung und Finanzmarktdynamik. 13th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91557 ( reposiTUm)

Sögner, L., Stiassny, A., Pfister, A., & Munduch, G. (2001). Infrastrukturbenützungsentgelt 2002 - Grenzkostenermittlung. http://hdl.handle.net/20.500.12708/34414 ( reposiTUm)

Sögner, L., & Stiassny, A. (1999). Kriterien zur Festsetzung eines volkswirtschaftlich gerechtfertigten Preies für Pharmaprodukte. http://hdl.handle.net/20.500.12708/34413 ( reposiTUm)

Sögner, L. (2003). Lernen und Stabilität in ökonomischen Systemen [Professorial Dissertation, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/183299 ( reposiTUm)