Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels
O. Scaillet, M. Fernandes, E. Mendes
Academic Publications
1 Jan. 2015
Super-Exponential Growth Expectations and the Global Financial Crisis
D. Sornette, M. Leiss, H. H. Nax
Academic Publications
1 Jan. 2015
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Rational and Noise Traders
D. Sornette, T. Kaizoji, M. Leiss, A. Saichev
Academic Publications
1 Jan. 2015
Structured Debt Ratings: Evidence on Conflicts of Interest
H. Hau, M. Efing
Academic Publications
1 Jan. 2015
Space-Time Max-Stable Models with Spectral Separability
P. Embrechts, E. Koch and C. Robert
Academic Publications
1 Jan. 2015
Sovereign Debt Sustainability in Advanced Economies
M. Habib, J. Rochet, F. Collard
Academic Publications
1 Jan. 2015
Social Interaction at Work
P. Östberg, H. Hvide
Academic Publications
1 Jan. 2015
Shocks Abroad, Pain at Home? Bank-Firm-Level Evidence on the International Transmission of Financial Shocks
S. Ongena, J. L. Peydró, and N. van Horen
Academic Publications
1 Jan. 2015
Seven Proofs for the Subadditivity of Expected Shortfall
P. Embrechts, R. Wang
Academic Publications
1 Jan. 2015
Role of Information in Decision Making of Social Agents
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2015
Robust Portfolios and Weak Incentives in Long-Run Investments
P. Guasoni, J. Muhle-Karbe, and H. Xing
Academic Publications
1 Jan. 2015
Robust Hedonic Price Indexes
M. Hoesli, S.C. Bourassa, E. Cantoni
Academic Publications
1 Jan. 2015
Returns from Investing in S&P500 Futures Options, 1985-2010, in The World Scientific Handbook of Futures Markets.
A. Ziegler and W.T. Ziemba, eds. A.G. Malliaris and W.T. Ziemba
Academic Publications
1 Jan. 2015