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