Fourier Transform methods for Pathwise Covariance Estimation in the Presence of Jumps
J. Teichmann, C. Cuchiero
Academic Publications
1. Jan. 2015
Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology
D. Sornette, P. Cauwels, L. Fiévet, Z. Forro
Academic Publications
1. Jan. 2015
Financing Investment: The Choice Between Public and Private Debt
E. Morellec, P. Valta, A. Zhdanov
Academic Publications
1. Jan. 2015
Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information
D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Academic Publications
1. Jan. 2015
Financial Bubbles: Mechanisms and Diagnostics
D. Sornette, P. Cauwels
Academic Publications
1. Jan. 2015
Facelifting in Utility Maximization
H. Soner, K. Larsen and G. Zitkovic
Academic Publications
1. Jan. 2015
Exotic One-Parameter Semigroups of Endomorphisms of a Symmetric Cone
J. Teichmann, B. Kuzma, M. Omladic, K. Sivic
Academic Publications
1. Jan. 2015
Endogenous Trading in Credit Default Swaps
M. Chesney, D. Coculescu and S. Gokay
Academic Publications
1. Jan. 2015
Effective Measure of Endogeneity for the Autoregressive Conditional Duration point Processes via Mapping to the Self-Excited Hawkes Process
D. Sornette, V. Filimonov and S. Wheatley
Academic Publications
1. Jan. 2015
Dynamics of Innovation and Risks
J. Rochet, B. Biais and Paul Woolley
Academic Publications
1. Jan. 2015
Dynamical System Ttheory of Periodically Collapsing Bubbles
D. Sornette, V.I. Yukalov, and E.P. Yukalova
Academic Publications
1. Jan. 2015
Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures
D. Sornette, J. V. Escobar
Academic Publications
1. Jan. 2015
Dynamic Competitive Economies with Complete Markets and Collateral Constraints
F. Kübler, P. Gottardi
Academic Publications
1. Jan. 2015
Duality in Risk Aggregation, in Innovations in Quantitative Risk Management. Springer Proceedings in Mathematics & Statistics
P. Embrechts, R. Hauser and S. Shahverdyan, eds. K. Glau, M. Scherer and R. Zagst
Academic Publications
1. Jan. 2015
Double Chain Ladder, Claims Development Inflation and Zero Claims
M. Wüthrich, M.D. Martinez-Miranda, J. Nielsen, R. Verrall
Academic Publications
1. Jan. 2015