Are Institutions Informed About News?
N. Schürhoff, T. Hendershott, D. Livdan
Academic Publications
1. Jan. 2015
Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data
D. Sornette, V. Filimonov
Academic Publications
1. Jan. 2015
Analysis of Log-Periodic power Law Singularity Patterns in Time Series Related to Credit Risk
D. Sornette, J. H. Wosnitza
Academic Publications
1. Jan. 2015
ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails
M. Paolella, P. Polak
Academic Publications
1. Jan. 2015
Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft
W. Farkas, S. Schmid
Academic Publications
1. Jan. 2015
Aggregation-robustness and Model Uncertainty of Regulatory Risk Measures
P. Embrechts, B. Wang and R. Wang
Academic Publications
1. Jan. 2015
A Theory of the Stakeholder Corporation
J. Rochet, M. Magill, M. Quinzii
Academic Publications
1. Jan. 2015
A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector
S. Ongena, S. Jakovljevic, H. Degryse
Academic Publications
1. Jan. 2015
A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series
J. Teichmann, M. Keller-Ressel, eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
Academic Publications
1. Jan. 2015
A Polynomial Optimization Approach to Principal-Agent Problems
K. Schmedders, P. Renner
Academic Publications
1. Jan. 2015
A Generic Model of Dyadic Social Relationships
D. Sornette, M. Favre
Academic Publications
1. Jan. 2015
A Convergence Result for the Emery Topology and a Variant of the Proof of the Fundamental Theorem of Asset Pricing
J. Teichmann, C. Cuchiero
Academic Publications
1. Jan. 2015
A Civil Super-Apollo Project in Nuclear R&D for a Safer and Prosperous World
D. Sornette
Academic Publications
1. Jan. 2015
Protected Values and Economic Decision Making, in Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology
A. Wagner, R. Gibson Brandon, C. Tanner, eds. T. Brosch and D. Sander
Academic Publications
1. Dez. 2014
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1. Jan. 2014
Upcoming