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 Dec. 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
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