N°14-59: Asymmetric Beta Comovement and Systematic Downside Risk, E. Jondeau and Q. Zhang, 2014.
E. Jondeau, Q. Zhang
Working Papers
N°14-58: Optimal Long-Term Allocation with Pension Fund Liabilities, E. Jondeau and M. Rockinger, 2014.
E. Jondeau, M. Rockinger
Working Papers
N°14-57: Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies, H. Meng, D. Sornette, and W.-X. Zhou, 2014.
D. Sornette, H. Meng, W.-X. Zhou
Working Papers
N°14-56: Merger Activity in Industry Equilibrium, T. Dimopoulos and S. Sacchetto, 2014.
T. Dimopoulos, S. Sacchetto
Working Papers
N°14-55: Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks, M. Efing, H. Hau, P. Kampkotter, and J. Steinbrecher, 2014.
H. Hau, M. Efing, P. Kampkotter, and J. Steinbrecher
Working Papers
N°14-54: Polynomial Preserving Diffusions and Applications in Finance, D. Filipovic and M. Larsson, 2014.
D. Filipović, M. Larsson
Working Papers
N°14-53: Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm , V. Filimonov, D. Sornette, and S. Wheatley, 2014.
D. Sornette, V. Filimonov, S. Wheatley
Working Papers
N°14-52: Super-Exponential Growth Expectations and the Global Financial Crisis, M. Leiss, H. H. Nax, and D. Sornette, 2014.
D. Sornette, M. Leiss, H. H. Nax
Working Papers
N°14-51: Luck and Entrepreneurial Success, D. Liechti, C. Loderer, and U. Peyer, 2014.
D. Liechti, C. Loderer, and U. Peyer
Working Papers
N°14-50: Dealer Networks, D. Li and N. Schürhoff, 2014.
N. Schürhoff, D. Li
Working Papers
N°14-49: Are Institutions Informed About News?, T. Hendershott, D. Livdan, and N. Schürhoff, 2014.
N. Schürhoff, T. Hendershott, D. Livdan
Working Papers
N°14-48: Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns, V. Filimonov and D. Sornette, 2014.
D. Sornette, V. Filimonov
Working Papers
N°14-47: Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects, I. Chaieb, V. R. Errunza, and R. Gibson Brandon, 2014.
I. Chaieb, R. Gibson Brandon, V. R. Errunza
Working Papers
N°14-46: Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology, P. Cauwels, L. Fievet, Z. Forro, and D. Sornette, 2014.
D. Sornette, P. Cauwels, L. Fievet, Z. Forro
Working Papers
N°14-45: Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures, J. V. Escobar and D. Sornette, 2014.
D. Sornette, J. V. Escobar
Working Papers