Hedging in an Illiquid Binomial Market
H. Soner, S. Gökay
Academic Publications
1. Jan. 2014
Upcoming
Hedge Fund Managers: Luck and Dynamic Assessment
O. Scaillet, G. Criton
Academic Publications
1. Jan. 2014
Upcoming
Hazardous Times for Monetary Policy: What do Twenty-Three Million Bank Loans Say About The Effects of Monetary Policy on Credit Risk-Taking?
S. Ongena, G. Jiménez, J. Peydró, and J. Saurina
Academic Publications
1. Jan. 2014
Handbooks in Economics – Computational Economics Volume 3
K. Schmedders, K.L. Judd
Academic Publications
1. Jan. 2014
Upcoming
Fractal Multi-level Organisation of Human Groups in a Virtual World
D. Sornette, B. Fuchs and S. Thurner
Academic Publications
1. Jan. 2014
Upcoming
Follow the Money: The Monetary Roots of Bubbles and Crashes
D. Sornette, F. Corsi
Academic Publications
1. Jan. 2014
Financial Brownian Particle in the Critical Order Book Fluid and Fluctuation-Dissipation Theorems
D. Sornette, Y. Yura, H.Takayasu and M. Takayas
Academic Publications
1. Jan. 2014
Extreme-quantile Tracking for Financial Time Series
P. Embrechts, V. Chavez-Demoulin and S. Sardy
Academic Publications
1. Jan. 2014
Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty
P. Collin-Dufresne, J. Hugonnier
Academic Publications
1. Jan. 2014
Estimating Aggregate Autoregressive Processes When Only Macro Data Are Available
E. Jondeau, F. Pelgrin
Academic Publications
1. Jan. 2014
Upcoming
Efficient Pricing of Energy Derivatives, in Energy Pricing Models: Recent Advances, Methods, and Tools
A. Trolle, ed. Marcel Prokopczuk
Academic Publications
1. Jan. 2014
Upcoming
Efficiency in Large Dynamic Panel Models with Common Factors
C. Gouriéroux
Academic Publications
1. Jan. 2014
Upcoming
Editorial: Special issue on “Extremes in Finance"
P. Embrechts, NA
Academic Publications
1. Jan. 2014
Upcoming
Edited Volume “Extremes in Finance"
P. Embrechts
Academic Publications
1. Jan. 2014
Economic Uncertainty, Disagreement, and Credit Markets
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1. Jan. 2014
Upcoming